IGSU.L vs. IUIT.L
IGSU.L (iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)) and IUIT.L (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - IGSU.L is a Global Equities fund tracking the MSCI ACWI NR USD, while IUIT.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 10 years, IGSU.L returned 11.98%/yr vs 25.86%/yr for IUIT.L. A 0.78 correlation means they provide meaningful diversification when combined. IGSU.L charges 0.60%/yr vs 0.15%/yr for IUIT.L.
Performance
IGSU.L vs. IUIT.L - Performance Comparison
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Returns By Period
In the year-to-date period, IGSU.L achieves a 6.97% return, which is significantly lower than IUIT.L's 19.06% return. Over the past 10 years, IGSU.L has underperformed IUIT.L with an annualized return of 11.98%, while IUIT.L has yielded a comparatively higher 25.86% annualized return.
IGSU.L
- 1D
- -1.75%
- 1M
- 1.19%
- YTD
- 6.97%
- 6M
- 9.48%
- 1Y
- 20.59%
- 3Y*
- 17.29%
- 5Y*
- 10.24%
- 10Y*
- 11.98%
IUIT.L
- 1D
- -3.24%
- 1M
- 7.06%
- YTD
- 19.06%
- 6M
- 18.44%
- 1Y
- 45.67%
- 3Y*
- 33.47%
- 5Y*
- 23.36%
- 10Y*
- 25.86%
IGSU.L vs. IUIT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGSU.L iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) | 6.97% | 22.56% | 10.93% | 26.36% | -17.16% | 21.45% | 13.60% | 25.67% | -8.24% | 22.16% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 19.06% | 22.93% | 38.51% | 59.45% | -29.15% | 34.09% | 43.14% | 48.83% | -1.41% | 37.94% |
Correlation
The correlation between IGSU.L and IUIT.L is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2015 | 0.78 |
The correlation between IGSU.L and IUIT.L shifts across timeframes, from 0.68 (1 year) to 0.79 (5 years), reflecting how their relationship changes across market environments.
IGSU.L vs. IUIT.L - Sectors Allocation Comparison
Sectors
IGSU.L
IUIT.L
Technology
Financial Services
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Industrials
Healthcare
-
Basic Materials
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Energy
Consumer Cyclical
-
Utilities
-
Communication Services
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Consumer Defensive
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Real Estate
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Technology
IGSU.L
IUIT.L
Financial Services
IGSU.L
IUIT.L
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Industrials
IGSU.L
IUIT.L
Healthcare
IGSU.L
IUIT.L
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Basic Materials
IGSU.L
IUIT.L
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Energy
IGSU.L
IUIT.L
Consumer Cyclical
IGSU.L
IUIT.L
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Utilities
IGSU.L
IUIT.L
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Communication Services
IGSU.L
IUIT.L
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Consumer Defensive
IGSU.L
IUIT.L
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Real Estate
IGSU.L
IUIT.L
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Return for Risk
IGSU.L vs. IUIT.L — Risk / Return Rank
IGSU.L
IUIT.L
IGSU.L vs. IUIT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSU.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| IGSU.L | IUIT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.36 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 2.67 | -0.49 |
| Martin ratioReturn relative to average drawdown | 8.33 | 7.89 | +0.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IGSU.L | IUIT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 2.21 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.99 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 1.16 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 1.10 | -0.54 |
Drawdowns
IGSU.L vs. IUIT.L - Drawdown Comparison
The maximum IGSU.L drawdown since its inception was -33.33%, roughly equal to the maximum IUIT.L drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for IGSU.L and IUIT.L.
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Drawdown Indicators
| IGSU.L | IUIT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.33% | -33.46% | +0.13% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -17.03% | +7.61% |
Max Drawdown (3Y)Largest decline over 3 years | -14.81% | -26.40% | +11.59% |
Max Drawdown (5Y)Largest decline over 5 years | -27.15% | -33.46% | +6.31% |
Max Drawdown (10Y)Largest decline over 10 years | -33.33% | -33.46% | +0.13% |
Current DrawdownCurrent decline from peak | -2.38% | -6.28% | +3.90% |
Average DrawdownAverage peak-to-trough decline | -5.54% | -5.89% | +0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 5.77% | -3.30% |
Volatility
IGSU.L vs. IUIT.L - Volatility Comparison
The current volatility for iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSU.L) is 3.90%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 8.22%. This indicates that IGSU.L experiences smaller price fluctuations and is considered to be less risky than IUIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGSU.L | IUIT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 8.22% | -4.32% |
Volatility (6M)Calculated over the trailing 6-month period | 10.53% | 15.90% | -5.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.94% | 20.56% | -7.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.44% | 23.64% | -8.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.87% | 22.22% | -6.35% |
IGSU.L vs. IUIT.L - Expense Ratio Comparison
IGSU.L has a 0.60% expense ratio, which is higher than IUIT.L's 0.15% expense ratio.
Dividends
IGSU.L vs. IUIT.L - Dividend Comparison
Neither IGSU.L nor IUIT.L has paid dividends to shareholders.
Frequently Asked Questions
IGSU.L and IUIT.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUIT.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUIT.L is cheaper with a 0.15% expense ratio, compared with 0.60% for IGSU.L.
IGSU.L is categorized as Global Equities, while IUIT.L is Technology Equities. IGSU.L tracks MSCI ACWI NR USD, while IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.60% for IGSU.L and 0.15% for IUIT.L.
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