IITU.L vs. FATIX
Compare and contrast key facts about iShares S&P 500 USD Information Technology Sector UCITS (IITU.L) and Fidelity Advisor Technology Fund Class I (FATIX).
IITU.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 20, 2015. FATIX is managed by Fidelity. It was launched on Sep 3, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IITU.L or FATIX.
Performance
IITU.L vs. FATIX - Performance Comparison
Returns By Period
In the year-to-date period, IITU.L achieves a 33.95% return, which is significantly higher than FATIX's 30.92% return.
IITU.L
33.95%
2.48%
15.91%
37.56%
25.24%
N/A
FATIX
30.92%
0.22%
13.37%
34.58%
17.55%
15.12%
Key characteristics
| IITU.L | FATIX | |
|---|---|---|
| Sharpe Ratio | 1.82 | 1.48 |
| Sortino Ratio | 2.45 | 2.00 |
| Omega Ratio | 1.31 | 1.26 |
| Calmar Ratio | 2.50 | 1.78 |
| Martin Ratio | 7.62 | 6.96 |
| Ulcer Index | 4.83% | 4.93% |
| Daily Std Dev | 20.17% | 23.25% |
| Max Drawdown | -23.56% | -82.31% |
| Current Drawdown | -1.63% | -3.24% |
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IITU.L vs. FATIX - Expense Ratio Comparison
IITU.L has a 0.15% expense ratio, which is lower than FATIX's 0.71% expense ratio.
Correlation
The correlation between IITU.L and FATIX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
IITU.L vs. FATIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 USD Information Technology Sector UCITS (IITU.L) and Fidelity Advisor Technology Fund Class I (FATIX). 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.
Dividends
IITU.L vs. FATIX - Dividend Comparison
Neither IITU.L nor FATIX has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FATIX Fidelity Advisor Technology Fund Class I | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 4.46% | 8.68% | 1.26% |
Drawdowns
IITU.L vs. FATIX - Drawdown Comparison
The maximum IITU.L drawdown since its inception was -23.56%, smaller than the maximum FATIX drawdown of -82.31%. Use the drawdown chart below to compare losses from any high point for IITU.L and FATIX. For additional features, visit the drawdowns tool.
Volatility
IITU.L vs. FATIX - Volatility Comparison
The current volatility for iShares S&P 500 USD Information Technology Sector UCITS (IITU.L) is 5.57%, while Fidelity Advisor Technology Fund Class I (FATIX) has a volatility of 6.42%. This indicates that IITU.L experiences smaller price fluctuations and is considered to be less risky than FATIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.