IITU.L vs. IYW
IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) and IYW (iShares U.S. Technology ETF) are both Technology Equities funds from iShares - IITU.L tracks the S&P 500 Capped 35/20 Information Technology Index while IYW tracks the Russell 1000 Technology RIC 22.5/45 Capped Index. Both are passively managed. Over the past 10 years, IITU.L returned 26.95%/yr vs 26.31%/yr for IYW. A 0.64 correlation means they provide meaningful diversification when combined. IITU.L charges 0.15%/yr vs 0.38%/yr for IYW.
Performance
IITU.L vs. IYW - Performance Comparison
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Different Trading Currencies
IITU.L is traded in GBp, while IYW is traded in USD. To make them comparable, the IYW 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 lower than IYW's 22.08% return. Both investments have delivered pretty close results over the past 10 years, with IITU.L having a 26.95% annualized return and IYW not far behind at 26.31%.
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%
IYW
- 1D
- -5.33%
- 1M
- 5.91%
- YTD
- 22.08%
- 6M
- 18.88%
- 1Y
- 51.93%
- 3Y*
- 29.26%
- 5Y*
- 22.73%
- 10Y*
- 26.31%
IITU.L vs. IYW - 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% |
IYW iShares U.S. Technology ETF | 22.08% | 16.45% | 32.52% | 57.17% | -27.08% | 36.72% | 43.12% | 41.07% | 4.94% | 24.79% |
Correlation
The correlation between IITU.L and IYW is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2015 | 0.64 |
The correlation between IITU.L and IYW shifts across timeframes, from 0.64 (all time) to 0.75 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IITU.L vs. IYW — Risk / Return Rank
IITU.L
IYW
IITU.L vs. IYW - 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 iShares U.S. Technology ETF (IYW). 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 | IYW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.44 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.86 | 2.94 | -0.08 |
| Martin ratioReturn relative to average drawdown | 7.35 | 8.25 | -0.89 |
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 | IYW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.42 | 2.60 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 0.93 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.15 | 1.06 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.81 | +0.01 |
Drawdowns
IITU.L vs. IYW - Drawdown Comparison
The maximum IITU.L drawdown since its inception was -41.09%, which is greater than IYW's maximum drawdown of -36.55%. Use the drawdown chart below to compare losses from any high point for IITU.L and IYW.
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Drawdown Indicators
| IITU.L | IYW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.09% | -36.55% | -4.54% |
Max Drawdown (1Y)Largest decline over 1 year | -16.76% | -17.74% | +0.98% |
Max Drawdown (3Y)Largest decline over 3 years | -28.03% | -29.03% | +1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -28.03% | -30.91% | +2.88% |
Max Drawdown (10Y)Largest decline over 10 years | -28.03% | -30.91% | +2.88% |
Current DrawdownCurrent decline from peak | -5.56% | -6.30% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -6.35% | -1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.52% | 6.32% | +0.20% |
Volatility
IITU.L vs. IYW - Volatility Comparison
The current volatility for iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) is 7.64%, while iShares U.S. Technology ETF (IYW) has a volatility of 8.05%. This indicates that IITU.L experiences smaller price fluctuations and is considered to be less risky than IYW 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 | IYW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.64% | 8.05% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 14.72% | 15.57% | -0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.82% | 20.07% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.12% | 24.66% | +1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.63% | 24.99% | -1.36% |
IITU.L vs. IYW - Expense Ratio Comparison
IITU.L has a 0.15% expense ratio, which is lower than IYW's 0.38% expense ratio.
Dividends
IITU.L vs. IYW - Dividend Comparison
IITU.L has not paid dividends to shareholders, while IYW's dividend yield for the trailing twelve months is around 0.11%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IYW iShares U.S. Technology ETF | 0.11% | 0.14% | 0.21% | 0.34% | 0.50% | 0.31% | 0.56% | 0.72% | 0.92% | 0.82% | 1.14% | 1.12% |
Frequently Asked Questions
IITU.L and IYW have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IITU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IITU.L is cheaper with a 0.15% expense ratio, compared with 0.38% for IYW.
IITU.L tracks S&P 500 Capped 35/20 Information Technology Index, while IYW tracks Russell 1000 Technology RIC 22.5/45 Capped Index. Their fees differ too: 0.15% for IITU.L and 0.38% for IYW.
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