IITU.L vs. MSFT
Compare and contrast key facts about iShares S&P 500 USD Information Technology Sector UCITS (IITU.L) and Microsoft Corporation (MSFT).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IITU.L or MSFT.
Performance
IITU.L vs. MSFT - Performance Comparison
Returns By Period
In the year-to-date period, IITU.L achieves a 33.95% return, which is significantly higher than MSFT's 11.63% return.
IITU.L
33.95%
2.48%
15.91%
37.56%
25.24%
N/A
MSFT
11.63%
-0.16%
-0.46%
13.50%
23.85%
25.92%
Key characteristics
| IITU.L | MSFT | |
|---|---|---|
| Sharpe Ratio | 1.82 | 0.59 |
| Sortino Ratio | 2.45 | 0.88 |
| Omega Ratio | 1.31 | 1.12 |
| Calmar Ratio | 2.50 | 0.75 |
| Martin Ratio | 7.62 | 1.80 |
| Ulcer Index | 4.83% | 6.44% |
| Daily Std Dev | 20.17% | 19.66% |
| Max Drawdown | -23.56% | -69.41% |
| Current Drawdown | -1.63% | -10.54% |
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Correlation
The correlation between IITU.L and MSFT is 0.52, 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. MSFT - 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 Microsoft Corporation (MSFT). 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. MSFT - Dividend Comparison
IITU.L has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.54%.
| 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% |
MSFT Microsoft Corporation | 0.54% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
IITU.L vs. MSFT - Drawdown Comparison
The maximum IITU.L drawdown since its inception was -23.56%, smaller than the maximum MSFT drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for IITU.L and MSFT. For additional features, visit the drawdowns tool.
Volatility
IITU.L vs. MSFT - Volatility Comparison
The current volatility for iShares S&P 500 USD Information Technology Sector UCITS (IITU.L) is 5.57%, while Microsoft Corporation (MSFT) has a volatility of 8.30%. This indicates that IITU.L experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.