IITU.L vs. COST
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 COST (Costco Wholesale Corporation) is a stock. Over the past 10 years, IITU.L returned 26.95%/yr vs 23.46%/yr for COST. At a 0.29 correlation, their price movements are largely independent.
Performance
IITU.L vs. COST - Performance Comparison
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Different Trading Currencies
IITU.L is traded in GBp, while COST is traded in USD. To make them comparable, the COST 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 19.87% return, which is significantly higher than COST's 14.16% return. Over the past 10 years, IITU.L has outperformed COST with an annualized return of 26.95%, while COST has yielded a comparatively lower 23.46% annualized return.
IITU.L
- 1D
- -2.75%
- 1M
- 8.94%
- YTD
- 19.87%
- 6M
- 18.13%
- 1Y
- 48.11%
- 3Y*
- 30.28%
- 5Y*
- 24.80%
- 10Y*
- 26.95%
COST
- 1D
- 0.58%
- 1M
- -0.55%
- YTD
- 14.16%
- 6M
- 8.86%
- 1Y
- -1.62%
- 3Y*
- 22.19%
- 5Y*
- 22.95%
- 10Y*
- 23.46%
IITU.L vs. COST - 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) | 19.87% | 14.44% | 40.85% | 50.70% | -20.63% | 35.67% | 38.34% | 44.21% | 4.28% | 25.57% |
COST Costco Wholesale Corporation | 14.16% | -12.13% | 42.06% | 41.56% | -9.42% | 53.26% | 28.77% | 40.16% | 17.16% | 11.79% |
Correlation
The correlation between IITU.L and COST is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2015 | 0.29 |
The correlation between IITU.L and COST shifts across timeframes, from -0.14 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IITU.L vs. COST — Risk / Return Rank
IITU.L
COST
IITU.L vs. COST - 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 Costco Wholesale Corporation (COST). 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.
| IITU.L | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.50 | ||
| Sortino ratioReturn per unit of downside risk | +3.10 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.00 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 2.86 | -0.10 | +2.96 |
| Martin ratioReturn relative to average drawdown | 7.35 | -0.25 | +7.60 |
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
| IITU.L | COST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.42 | -0.08 | +2.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 1.01 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.15 | 1.02 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.90 | -0.07 |
Drawdowns
IITU.L vs. COST - Drawdown Comparison
The maximum IITU.L drawdown since its inception was -41.09%, which is greater than COST's maximum drawdown of -30.97%. Use the drawdown chart below to compare losses from any high point for IITU.L and COST.
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Drawdown Indicators
| IITU.L | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.09% | -30.97% | -10.12% |
Max Drawdown (1Y)Largest decline over 1 year | -16.76% | -15.62% | -1.14% |
Max Drawdown (3Y)Largest decline over 3 years | -28.03% | -26.16% | -1.87% |
Max Drawdown (5Y)Largest decline over 5 years | -28.03% | -28.24% | +0.21% |
Max Drawdown (10Y)Largest decline over 10 years | -28.03% | -28.24% | +0.21% |
Current DrawdownCurrent decline from peak | -5.56% | -14.56% | +9.00% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -7.04% | -1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.52% | 6.61% | -0.09% |
Volatility
IITU.L vs. COST - Volatility Comparison
The current volatility for iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) is 7.64%, while Costco Wholesale Corporation (COST) has a volatility of 8.45%. This indicates that IITU.L experiences smaller price fluctuations and is considered to be less risky than COST 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 | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.64% | 8.45% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 14.72% | 15.76% | -1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.82% | 20.33% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.12% | 22.84% | +3.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.63% | 23.04% | +0.59% |
Dividends
IITU.L vs. COST - Dividend Comparison
IITU.L has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
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 COST have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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