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

Performance

IITU.L vs. NFLX - 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 Netflix, Inc. (NFLX). 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 NFLX is traded in USD. To make them comparable, the NFLX 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 17.69% return, which is significantly higher than NFLX's -13.88% return. Over the past 10 years, IITU.L has outperformed NFLX with an annualized return of 26.66%, while NFLX has yielded a comparatively lower 24.55% annualized return.


IITU.L

1D
2.47%
1M
-0.51%
YTD
17.69%
6M
18.41%
1Y
45.48%
3Y*
28.72%
5Y*
23.93%
10Y*
26.66%

NFLX

1D
-1.06%
1M
-7.61%
YTD
-13.88%
6M
-15.81%
1Y
-32.90%
3Y*
20.15%
5Y*
11.59%
10Y*
24.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IITU.L vs. NFLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
17.69%14.44%40.85%50.70%-20.63%35.67%38.34%44.21%4.28%25.57%
NFLX
Netflix, Inc.
-13.88%-2.30%86.27%56.86%-45.23%12.47%62.20%16.29%47.70%41.65%

Correlation

The correlation between IITU.L and NFLX is 0.07, 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

0.07

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

0.26

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

0.29

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

0.32

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.33

Over the past year, the correlation between IITU.L and NFLX has dropped to 0.07 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

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Return for Risk

IITU.L vs. NFLX — 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: 6666
Overall Rank
IITU.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 7171
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 4747
Martin Ratio Rank

NFLX
NFLX Risk / Return Rank: 88
Overall Rank
NFLX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
NFLX Sortino Ratio Rank: 77
Sortino Ratio Rank
NFLX Omega Ratio Rank: 77
Omega Ratio Rank
NFLX Calmar Ratio Rank: 1313
Calmar Ratio Rank
NFLX Martin Ratio Rank: 1111
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. NFLX - 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 Netflix, Inc. (NFLX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IITU.LNFLXDifference
Sharpe ratioReturn per unit of total volatility

+3.14

Sortino ratioReturn per unit of downside risk

+4.15

Omega ratioGain probability vs. loss probability

1.36

0.83

+0.53

Calmar ratioReturn relative to maximum drawdown

2.63

-0.77

+3.40

Martin ratioReturn relative to average drawdown

6.67

-1.38

+8.05

IITU.L vs. NFLX - Sharpe Ratio Comparison

The current IITU.L Sharpe Ratio is 2.17, which is higher than the NFLX Sharpe Ratio of -0.97. The chart below compares the historical Sharpe Ratios of IITU.L and NFLX, 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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Drawdowns

IITU.L vs. NFLX - Drawdown Comparison

The maximum IITU.L drawdown since its inception was -41.09%, smaller than the maximum NFLX drawdown of -82.03%. Use the drawdown chart below to compare losses from any high point for IITU.L and NFLX.


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Drawdown Indicators


IITU.LNFLXDifference

Max Drawdown

Largest peak-to-trough decline

-41.09%

-82.03%

+40.94%

Max Drawdown (1Y)

Largest decline over 1 year

-16.76%

-42.91%

+26.15%

Max Drawdown (3Y)

Largest decline over 3 years

-28.03%

-42.91%

+14.88%

Max Drawdown (5Y)

Largest decline over 5 years

-28.03%

-73.51%

+45.48%

Max Drawdown (10Y)

Largest decline over 10 years

-28.03%

-73.51%

+45.48%

Current Drawdown

Current decline from peak

-7.27%

-38.56%

+31.29%

Average Drawdown

Average peak-to-trough decline

-8.11%

-19.72%

+11.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.63%

23.85%

-17.22%

Volatility

IITU.L vs. NFLX - Volatility Comparison

iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a higher volatility of 8.62% compared to Netflix, Inc. (NFLX) at 5.81%. This indicates that IITU.L's price experiences larger fluctuations and is considered to be riskier than NFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IITU.LNFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.62%

5.81%

+2.81%

Volatility (6M)

Calculated over the trailing 6-month period

15.42%

24.97%

-9.55%

Volatility (1Y)

Calculated over the trailing 1-year period

20.37%

33.90%

-13.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.20%

42.16%

-15.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.68%

41.27%

-17.59%

Dividends

IITU.L vs. NFLX - Dividend Comparison

Neither IITU.L nor NFLX has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IITU.L and NFLX have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for IITU.L and NFLX

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