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

IITU.L vs. PSRW.L

Last updated Jun 13, 2026

IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) and PSRW.L (Invesco FTSE RAFI All World 3000 UCITS ETF) are both exchange-traded funds - IITU.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index, while PSRW.L is a Global Equities fund tracking the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, IITU.L returned 26.66%/yr vs 13.08%/yr for PSRW.L. A 0.64 correlation means they provide meaningful diversification when combined. IITU.L charges 0.15%/yr vs 0.39%/yr for PSRW.L.

Performance

IITU.L vs. PSRW.L - 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 Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IITU.L achieves a 17.69% return, which is significantly higher than PSRW.L's 15.56% return. Over the past 10 years, IITU.L has outperformed PSRW.L with an annualized return of 26.66%, while PSRW.L has yielded a comparatively lower 13.08% annualized return.

IITU.L

1D
2.47%
1M
2.28%
YTD
17.69%
6M
18.41%
1Y
44.34%
3Y*
28.72%
5Y*
23.93%
10Y*
26.66%

PSRW.L

1D
1.77%
1M
2.77%
YTD
15.56%
6M
16.01%
1Y
35.13%
3Y*
18.75%
5Y*
13.53%
10Y*
13.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IITU.L vs. PSRW.L - 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%
PSRW.L
Invesco FTSE RAFI All World 3000 UCITS ETF		15.56%19.97%12.95%10.09%2.42%22.39%2.67%17.83%-7.86%9.35%

Correlation

The correlation between IITU.L and PSRW.L is 0.53, 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

0.53

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

0.48

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

0.55

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

0.64

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

0.64

The correlation between IITU.L and PSRW.L shifts across timeframes, from 0.48 (3 years) to 0.64 (10 years), reflecting how their relationship changes across market environments.

IITU.L vs. PSRW.L - Sectors Allocation Comparison

Sectors
IITU.L
PSRW.L

Technology

99.6%
19.9%

Energy

0.1%
9.0%

Industrials

0.0%
9.8%

Basic Materials

-

6.8%

Communication Services

-

7.5%

Consumer Cyclical

-

8.7%

Consumer Defensive

-

5.6%

Financial Services

-

18.5%

Healthcare

-

8.8%

Real Estate

-

1.8%

Utilities

-

3.5%

Technology

IITU.L
99.6%
PSRW.L
19.9%

Energy

IITU.L
0.1%
PSRW.L
9.0%

Industrials

IITU.L
0.0%
PSRW.L
9.8%

Basic Materials

IITU.L

-

PSRW.L
6.8%

Communication Services

IITU.L

-

PSRW.L
7.5%

Consumer Cyclical

IITU.L

-

PSRW.L
8.7%

Consumer Defensive

IITU.L

-

PSRW.L
5.6%

Financial Services

IITU.L

-

PSRW.L
18.5%

Healthcare

IITU.L

-

PSRW.L
8.8%

Real Estate

IITU.L

-

PSRW.L
1.8%

Utilities

IITU.L

-

PSRW.L
3.5%

Compare stocks, funds, or ETFs

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iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)

Invesco FTSE RAFI All World 3000 UCITS ETF

Often compared with IITU.L:
IITU.L vs. VGTIITU.L vs. CNX1.LIITU.L vs. VUAG.LIITU.L vs. XLKIITU.L vs. SMGB.LIITU.L vs. XLKQ.LIITU.L vs. QQQ
Often compared with PSRW.L:
PSRW.L vs. ACWIPSRW.L vs. VWRL.LPSRW.L vs. LDCU.LPSRW.L vs. EXUS.LPSRW.L vs. XDEQ.LPSRW.L vs. VTPSRW.L vs. ^GSPC

Return for Risk

IITU.L vs. PSRW.L — 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
PSRW.L
PSRW.L Risk / Return Rank: 9494
Overall Rank
PSRW.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PSRW.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
PSRW.L Omega Ratio Rank: 9595
Omega Ratio Rank
PSRW.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
PSRW.L Martin Ratio Rank: 9292
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. PSRW.L - 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 Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L). 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.LPSRW.LDifference
Sharpe ratioReturn per unit of total volatility
2.17
3.58

-1.41

Sortino ratioReturn per unit of downside risk
2.81
4.76

-1.95

Omega ratioGain probability vs. loss probability

1.36

1.68

-0.32

Calmar ratioReturn relative to maximum drawdown

2.63

5.30

-2.67

Martin ratioReturn relative to average drawdown

6.67

20.26

-13.59

IITU.L vs. PSRW.L - Sharpe Ratio Comparison

The current IITU.L Sharpe Ratio is 2.17, which is lower than the PSRW.L Sharpe Ratio of 3.58. The chart below compares the historical Sharpe Ratios of IITU.L and PSRW.L, 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. PSRW.L - Drawdown Comparison

The maximum IITU.L drawdown since its inception was -41.09%, smaller than the maximum PSRW.L drawdown of -78.62%. Use the drawdown chart below to compare losses from any high point for IITU.L and PSRW.L.

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Drawdown Indicators

IITU.LPSRW.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.09%

-78.62%

+37.53%

Max Drawdown (1Y)

Largest decline over 1 year

-16.76%

-6.59%

-10.17%

Max Drawdown (3Y)

Largest decline over 3 years

-28.03%

-14.23%

-13.80%

Max Drawdown (5Y)

Largest decline over 5 years

-28.03%

-14.23%

-13.80%

Max Drawdown (10Y)

Largest decline over 10 years

-28.03%

-29.05%

+1.02%

Current Drawdown

Current decline from peak

-7.27%

-0.14%

-7.13%

Average Drawdown

Average peak-to-trough decline

-8.11%

-27.71%

+19.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.63%

1.73%

+4.90%

Volatility

IITU.L vs. PSRW.L - Volatility Comparison

iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a higher volatility of 8.62% compared to Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L) at 3.28%. This indicates that IITU.L's price experiences larger fluctuations and is considered to be riskier than PSRW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IITU.LPSRW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.62%

3.28%

+5.34%

Volatility (6M)

Calculated over the trailing 6-month period

15.42%

7.54%

+7.88%

Volatility (1Y)

Calculated over the trailing 1-year period

20.37%

9.78%

+10.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.20%

12.21%

+13.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.68%

14.39%

+9.29%

IITU.L vs. PSRW.L - Expense Ratio Comparison

IITU.L has a 0.15% expense ratio, which is lower than PSRW.L's 0.39% expense ratio.

Dividends

IITU.L vs. PSRW.L - Dividend Comparison

IITU.L has not paid dividends to shareholders, while PSRW.L's dividend yield for the trailing twelve months is around 1.70%.

PositionTTM20252024202320222021202020192018201720162015
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%
PSRW.L
Invesco FTSE RAFI All World 3000 UCITS ETF		1.70%2.00%2.29%2.46%2.58%1.96%1.99%2.45%2.52%2.03%1.93%2.00%

Frequently Asked Questions

IITU.L and PSRW.L have a correlation of 0.53, 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 0.39% for PSRW.L.

IITU.L is categorized as Technology Equities, while PSRW.L is Global Equities. IITU.L tracks S&P 500 Capped 35/20 Information Technology Index, while PSRW.L tracks MSCI ACWI Value NR USD. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.15% for IITU.L and 0.39% for PSRW.L.

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