IITU.L vs. AVGO
IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) is Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index, while AVGO (Broadcom Inc.) is a stock. Over the past 10 years, IITU.L returned 26.66%/yr vs 41.68%/yr for AVGO. At a 0.49 correlation, their price movements are largely independent.
Performance
IITU.L vs. AVGO - Performance Comparison
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Different Trading Currencies
IITU.L is traded in GBp, while AVGO is traded in USD. To make them comparable, the AVGO values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, IITU.L achieves a 17.69% return, which is significantly higher than AVGO's 11.19% return. Over the past 10 years, IITU.L has underperformed AVGO with an annualized return of 26.66%, while AVGO has yielded a comparatively higher 41.68% annualized return.
IITU.L
- 1D
- 2.47%
- 1M
- -0.51%
- YTD
- 17.69%
- 6M
- 18.41%
- 1Y
- 45.48%
- 3Y*
- 28.72%
- 5Y*
- 23.93%
- 10Y*
- 26.66%
AVGO
- 1D
- -0.82%
- 1M
- -13.14%
- YTD
- 11.19%
- 6M
- 6.31%
- 1Y
- 56.80%
- 3Y*
- 63.80%
- 5Y*
- 56.69%
- 10Y*
- 41.68%
IITU.L vs. AVGO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) | 17.69% | 14.44% | 40.85% | 50.70% | -20.63% | 35.67% | 38.34% | 44.21% | 4.28% | 25.57% |
AVGO Broadcom Inc. | 11.19% | 39.90% | 114.17% | 93.98% | -2.96% | 57.97% | 40.62% | 24.14% | 8.24% | 35.37% |
Correlation
The correlation between IITU.L and AVGO is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2015 | 0.49 |
The correlation between IITU.L and AVGO shifts across timeframes, from 0.49 (all time) to 0.60 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IITU.L vs. AVGO — Risk / Return Rank
IITU.L
AVGO
IITU.L vs. AVGO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) and Broadcom Inc. (AVGO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IITU.L | AVGO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.23 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 1.92 | +0.71 |
| Martin ratioReturn relative to average drawdown | 6.67 | 4.25 | +2.42 |
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Drawdowns
IITU.L vs. AVGO - Drawdown Comparison
The maximum IITU.L drawdown since its inception was -41.09%, roughly equal to the maximum AVGO drawdown of -42.16%. Use the drawdown chart below to compare losses from any high point for IITU.L and AVGO.
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Drawdown Indicators
| IITU.L | AVGO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.09% | -42.16% | +1.07% |
Max Drawdown (1Y)Largest decline over 1 year | -16.76% | -27.60% | +10.84% |
Max Drawdown (3Y)Largest decline over 3 years | -28.03% | -42.09% | +14.06% |
Max Drawdown (5Y)Largest decline over 5 years | -28.03% | -42.09% | +14.06% |
Max Drawdown (10Y)Largest decline over 10 years | -28.03% | -42.16% | +14.13% |
Current DrawdownCurrent decline from peak | -7.27% | -20.30% | +13.03% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -7.46% | -0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.63% | 12.46% | -5.83% |
Volatility
IITU.L vs. AVGO - Volatility Comparison
The current volatility for iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) is 8.62%, while Broadcom Inc. (AVGO) has a volatility of 20.40%. This indicates that IITU.L experiences smaller price fluctuations and is considered to be less risky than AVGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IITU.L | AVGO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.62% | 20.40% | -11.78% |
Volatility (6M)Calculated over the trailing 6-month period | 15.42% | 33.99% | -18.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.37% | 44.73% | -24.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.20% | 42.53% | -16.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.68% | 39.06% | -15.38% |
Dividends
IITU.L vs. AVGO - Dividend Comparison
IITU.L has not paid dividends to shareholders, while AVGO's dividend yield for the trailing twelve months is around 0.65%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVGO Broadcom Inc. | 0.65% | 0.70% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% |
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IITU.L and AVGO have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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