IITU.L vs. NVDA

Last updated Jun 6, 2026

IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) is Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index, while NVDA (NVIDIA Corporation) is a stock. Over the past 10 years, IITU.L returned 26.95%/yr vs 69.60%/yr for NVDA. At a 0.50 correlation, their price movements are largely independent.

Performance

IITU.L vs. NVDA - 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 NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

IITU.L is traded in GBp, while NVDA is traded in USD. To make them comparable, the NVDA 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 NVDA's 11.21% return. Over the past 10 years, IITU.L has underperformed NVDA with an annualized return of 26.95%, while NVDA has yielded a comparatively higher 69.60% annualized 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%

NVDA

• 1D: -5.61%
• 1M: 0.68%
• YTD: 11.21%
• 6M: 12.50%
• 1Y: 49.28%
• 3Y*: 70.44%
• 5Y*: 65.54%
• 10Y*: 69.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IITU.L vs. NVDA - 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%
NVDA NVIDIA Corporation	11.21%	29.02%	175.99%	222.07%	-44.35%	127.62%	115.77%	70.21%	-26.71%	66.25%

Correlation

The correlation between IITU.L and NVDA is 0.60, 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	0.60
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (5Y) Calculated over the trailing 5-year period	0.54
Correlation (10Y) Calculated over the trailing 10-year period	0.49
Correlation (All Time) Calculated using the full available price history since Nov 23, 2015	0.50

The correlation between IITU.L and NVDA shifts across timeframes, from 0.49 (10 years) to 0.60 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

IITU.L vs. NVDA — 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: 68
IITU.L Sharpe Ratio Rank: 80
IITU.L Sortino Ratio Rank: 75
IITU.L Omega Ratio Rank: 73
IITU.L Calmar Ratio Rank: 62
IITU.L Martin Ratio Rank: 47

NVDA

NVDA Risk / Return Rank: 76
NVDA Sharpe Ratio Rank: 79
NVDA Sortino Ratio Rank: 73
NVDA Omega Ratio Rank: 70
NVDA Calmar Ratio Rank: 77
NVDA Martin Ratio Rank: 78

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. NVDA - 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 NVIDIA Corporation (NVDA). 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	NVDA	Difference
Sharpe ratio: Return per unit of total volatility	2.42	1.42	+0.99
Sortino ratio: Return per unit of downside risk	3.12	2.00	+1.12
Omega ratio: Gain probability vs. loss probability	1.40	1.24	+0.15
Calmar ratio: Return relative to maximum drawdown	2.86	2.43	+0.43
Martin ratio: Return relative to average drawdown	7.35	5.31	+2.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IITU.L vs. NVDA - Sharpe Ratio Comparison

The current IITU.L Sharpe Ratio is 2.42, which is higher than the NVDA Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of IITU.L and NVDA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IITU.L	NVDA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.42	1.42	+0.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.95	1.30	-0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.15	1.41	-0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	0.79	+0.03

Drawdowns

IITU.L vs. NVDA - Drawdown Comparison

The maximum IITU.L drawdown since its inception was -41.09%, smaller than the maximum NVDA drawdown of -79.51%. Use the drawdown chart below to compare losses from any high point for IITU.L and NVDA.

Drawdown Indicators

	IITU.L	NVDA	Difference
Max Drawdown Largest peak-to-trough decline	-41.09%	-79.51%	+38.42%
Max Drawdown (1Y) Largest decline over 1 year	-16.76%	-20.42%	+3.66%
Max Drawdown (3Y) Largest decline over 3 years	-28.03%	-39.34%	+11.31%
Max Drawdown (5Y) Largest decline over 5 years	-28.03%	-59.90%	+31.87%
Max Drawdown (10Y) Largest decline over 10 years	-28.03%	-59.90%	+31.87%
Current Drawdown Current decline from peak	-5.56%	-12.49%	+6.93%
Average Drawdown Average peak-to-trough decline	-8.11%	-28.41%	+20.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.52%	9.31%	-2.79%

Volatility

IITU.L vs. NVDA - Volatility Comparison

The current volatility for iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) is 7.64%, while NVIDIA Corporation (NVDA) has a volatility of 13.01%. This indicates that IITU.L experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IITU.L	NVDA	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.64%	13.01%	-5.37%
Volatility (6M) Calculated over the trailing 6-month period	14.72%	25.69%	-10.97%
Volatility (1Y) Calculated over the trailing 1-year period	19.82%	34.85%	-15.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.12%	50.58%	-24.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.63%	49.44%	-25.81%

Dividends

IITU.L vs. NVDA - Dividend Comparison

IITU.L has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.14%.

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%
NVDA NVIDIA Corporation	0.14%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%

Frequently Asked Questions

Can I hold both IITU.L and NVDA in my portfolio?

IITU.L and NVDA have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.