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IITU.L vs. GOOGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IITU.L vs. GOOGL - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) and Alphabet Inc. Class A (GOOGL). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IITU.L is traded in GBp, while GOOGL is traded in USD. To make them comparable, the GOOGL 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 23.25% return, which is significantly higher than GOOGL's 19.48% return. Both investments have delivered pretty close results over the past 10 years, with IITU.L having a 27.26% annualized return and GOOGL not far behind at 27.18%.


IITU.L

1D
-2.08%
1M
14.24%
YTD
23.25%
6M
22.00%
1Y
53.38%
3Y*
30.94%
5Y*
25.50%
10Y*
27.26%

GOOGL

1D
3.68%
1M
-3.30%
YTD
19.48%
6M
16.53%
1Y
124.40%
3Y*
40.26%
5Y*
27.04%
10Y*
27.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IITU.L vs. GOOGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
23.25%14.44%40.85%50.70%-20.63%35.67%38.34%44.21%4.28%25.57%
GOOGL
Alphabet Inc. Class A
19.48%54.17%38.38%50.41%-31.85%66.86%27.01%23.30%5.08%21.43%

Correlation

The correlation between IITU.L and GOOGL is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2015

0.44

The correlation between IITU.L and GOOGL shifts across timeframes, from 0.25 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IITU.L vs. GOOGL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IITU.L
IITU.L Risk / Return Rank: 7070
Overall Rank
IITU.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 7676
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 4949
Martin Ratio Rank

GOOGL
GOOGL Risk / Return Rank: 9696
Overall Rank
GOOGL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
GOOGL Sortino Ratio Rank: 9898
Sortino Ratio Rank
GOOGL Omega Ratio Rank: 9797
Omega Ratio Rank
GOOGL Calmar Ratio Rank: 9494
Calmar Ratio Rank
GOOGL Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IITU.L vs. GOOGL - 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 Alphabet Inc. Class A (GOOGL). 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.LGOOGLDifference
Sharpe ratioReturn per unit of total volatility

-1.69

Sortino ratioReturn per unit of downside risk

-2.17

Omega ratioGain probability vs. loss probability

1.44

1.70

-0.25

Calmar ratioReturn relative to maximum drawdown

3.17

7.08

-3.91

Martin ratioReturn relative to average drawdown

8.17

24.74

-16.57

IITU.L vs. GOOGL - Sharpe Ratio Comparison

The current IITU.L Sharpe Ratio is 2.71, which is lower than the GOOGL Sharpe Ratio of 4.40. The chart below compares the historical Sharpe Ratios of IITU.L and GOOGL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IITU.LGOOGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.71

4.40

-1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.16

0.89

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.28

0.93

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

1.23

0.74

+0.49

Drawdowns

IITU.L vs. GOOGL - Drawdown Comparison

The maximum IITU.L drawdown since its inception was -28.03%, smaller than the maximum GOOGL drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for IITU.L and GOOGL.


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Drawdown Indicators


IITU.LGOOGLDifference

Max Drawdown

Largest peak-to-trough decline

-28.03%

-52.64%

+24.61%

Max Drawdown (1Y)

Largest decline over 1 year

-16.76%

-17.68%

+0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-28.03%

-33.18%

+5.15%

Max Drawdown (5Y)

Largest decline over 5 years

-28.03%

-36.22%

+8.19%

Max Drawdown (10Y)

Largest decline over 10 years

-28.03%

-36.22%

+8.19%

Current Drawdown

Current decline from peak

-2.89%

-7.32%

+4.43%

Average Drawdown

Average peak-to-trough decline

-5.14%

-9.92%

+4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.51%

5.05%

+1.46%

Volatility

IITU.L vs. GOOGL - Volatility Comparison

The current volatility for iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) is 7.01%, while Alphabet Inc. Class A (GOOGL) has a volatility of 8.85%. This indicates that IITU.L experiences smaller price fluctuations and is considered to be less risky than GOOGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IITU.LGOOGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

8.85%

-1.84%

Volatility (6M)

Calculated over the trailing 6-month period

14.45%

19.59%

-5.14%

Volatility (1Y)

Calculated over the trailing 1-year period

19.60%

28.44%

-8.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.94%

30.42%

-8.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.31%

29.19%

-7.88%

Dividends

IITU.L vs. GOOGL - Dividend Comparison

IITU.L has not paid dividends to shareholders, while GOOGL's dividend yield for the trailing twelve months is around 0.23%.


PositionTTM20252024
GOOGL
Alphabet Inc. Class A
0.23%0.27%0.32%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
0.00%0.00%0.00%

Frequently Asked Questions


IITU.L and GOOGL have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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