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

Performance

IITU.L vs. HCC - 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 Warrior Met Coal, Inc. (HCC). 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 HCC is traded in USD. To make them comparable, the HCC 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 HCC's 14.68% 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%

HCC

1D
-5.08%
1M
16.31%
YTD
14.68%
6M
22.58%
1Y
119.13%
3Y*
39.15%
5Y*
43.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IITU.L vs. HCC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%16.18%
HCC
Warrior Met Coal, Inc.
14.68%51.84%-8.21%72.51%57.79%22.97%-0.70%-1.90%30.50%108.29%

Correlation

The correlation between IITU.L and HCC is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.07

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

0.04

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2017

0.10

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Return for Risk

IITU.L vs. HCC — 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: 6868
Overall Rank
IITU.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 7373
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 4747
Martin Ratio Rank

HCC
HCC Risk / Return Rank: 8888
Overall Rank
HCC Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
HCC Sortino Ratio Rank: 8787
Sortino Ratio Rank
HCC Omega Ratio Rank: 8585
Omega Ratio Rank
HCC Calmar Ratio Rank: 9191
Calmar Ratio Rank
HCC Martin Ratio Rank: 9090
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. HCC - 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 Warrior Met Coal, Inc. (HCC). 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.LHCCDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.40

1.36

+0.04

Calmar ratioReturn relative to maximum drawdown

2.86

4.87

-2.02

Martin ratioReturn relative to average drawdown

7.35

11.97

-4.61

IITU.L vs. HCC - Sharpe Ratio Comparison

The current IITU.L Sharpe Ratio is 2.42, which is comparable to the HCC Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of IITU.L and HCC, 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.LHCCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

2.14

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.89

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.65

+0.17

Drawdowns

IITU.L vs. HCC - Drawdown Comparison

The maximum IITU.L drawdown since its inception was -41.09%, smaller than the maximum HCC drawdown of -63.52%. Use the drawdown chart below to compare losses from any high point for IITU.L and HCC.


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Drawdown Indicators


IITU.LHCCDifference

Max Drawdown

Largest peak-to-trough decline

-41.09%

-63.52%

+22.43%

Max Drawdown (1Y)

Largest decline over 1 year

-16.76%

-24.58%

+7.82%

Max Drawdown (3Y)

Largest decline over 3 years

-28.03%

-47.78%

+19.75%

Max Drawdown (5Y)

Largest decline over 5 years

-28.03%

-47.78%

+19.75%

Max Drawdown (10Y)

Largest decline over 10 years

-28.03%

Current Drawdown

Current decline from peak

-5.56%

-8.53%

+2.97%

Average Drawdown

Average peak-to-trough decline

-8.11%

-18.28%

+10.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.52%

9.99%

-3.47%

Volatility

IITU.L vs. HCC - Volatility Comparison

The current volatility for iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) is 7.64%, while Warrior Met Coal, Inc. (HCC) has a volatility of 22.83%. This indicates that IITU.L experiences smaller price fluctuations and is considered to be less risky than HCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IITU.LHCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.64%

22.83%

-15.19%

Volatility (6M)

Calculated over the trailing 6-month period

14.72%

36.07%

-21.35%

Volatility (1Y)

Calculated over the trailing 1-year period

19.82%

56.03%

-36.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.12%

48.79%

-22.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.63%

51.96%

-28.33%

Dividends

IITU.L vs. HCC - Dividend Comparison

IITU.L has not paid dividends to shareholders, while HCC's dividend yield for the trailing twelve months is around 0.32%.


PositionTTM202520242023202220212020201920182017
HCC
Warrior Met Coal, Inc.
0.32%0.36%1.51%1.90%4.45%0.78%0.94%21.85%27.91%45.17%
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%

Frequently Asked Questions


IITU.L and HCC have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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