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

Performance

IITU.L vs. SHLD.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 iShares Digital Security UCITS ETF USD (Dist) (SHLD.L). 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 SHLD.L is traded in USD. To make them comparable, the SHLD.L 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 14.24% return, which is significantly lower than SHLD.L's 16.73% return.


IITU.L

1D
-1.24%
1M
-4.49%
6M
14.87%
YTD
14.24%
1Y
27.07%
3Y*
27.01%
5Y*
21.02%
10Y*
24.81%

SHLD.L

1D
-0.37%
1M
2.12%
6M
16.00%
YTD
16.73%
1Y
21.48%
3Y*
17.87%
5Y*
9.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IITU.L vs. SHLD.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
14.24%14.44%40.85%50.70%-20.63%35.67%38.34%44.21%-8.01%
SHLD.L
iShares Digital Security UCITS ETF USD (Dist)
16.73%3.57%18.59%27.22%-20.68%17.61%23.48%23.39%-2.16%

Correlation

The correlation between IITU.L and SHLD.L 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

0.63

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

0.68

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2018

0.72

The correlation between IITU.L and SHLD.L shifts across timeframes, from 0.60 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IITU.L vs. SHLD.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: 3939
Overall Rank
IITU.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 4141
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 3333
Martin Ratio Rank

SHLD.L
SHLD.L Risk / Return Rank: 3939
Overall Rank
SHLD.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SHLD.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
SHLD.L Omega Ratio Rank: 3535
Omega Ratio Rank
SHLD.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
SHLD.L Martin Ratio Rank: 3636
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. SHLD.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 iShares Digital Security UCITS ETF USD (Dist) (SHLD.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.LSHLD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.22

1.18

+0.04

Calmar ratioReturn relative to maximum drawdown

1.61

1.69

-0.08

Martin ratioReturn relative to average drawdown

3.87

3.64

+0.23

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

The current IITU.L Sharpe Ratio is 1.26, which is comparable to the SHLD.L Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of IITU.L and SHLD.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. SHLD.L - Drawdown Comparison

The maximum IITU.L drawdown since its inception was -41.09%, which is greater than SHLD.L's maximum drawdown of -27.24%. Use the drawdown chart below to compare losses from any high point for IITU.L and SHLD.L.


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Drawdown Indicators


IITU.LSHLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.09%

-27.24%

-13.85%

Max Drawdown (1Y)

Largest decline over 1 year

-16.76%

-12.66%

-4.10%

Max Drawdown (3Y)

Largest decline over 3 years

-28.03%

-24.26%

-3.77%

Max Drawdown (5Y)

Largest decline over 5 years

-28.03%

-27.24%

-0.79%

Max Drawdown (10Y)

Largest decline over 10 years

-28.03%

Current Drawdown

Current decline from peak

-9.99%

-5.27%

-4.72%

Average Drawdown

Average peak-to-trough decline

-8.10%

-7.84%

-0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.99%

5.90%

+1.09%

Volatility

IITU.L vs. SHLD.L - Volatility Comparison

iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) and iShares Digital Security UCITS ETF USD (Dist) (SHLD.L) have volatilities of 7.21% and 7.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IITU.LSHLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.21%

7.09%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

16.49%

17.91%

-1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

21.44%

21.43%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.39%

20.33%

+6.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.71%

20.35%

+3.36%

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

IITU.L has a 0.15% expense ratio, which is lower than SHLD.L's 0.40% expense ratio.


Dividends

IITU.L vs. SHLD.L - Dividend Comparison

IITU.L has not paid dividends to shareholders, while SHLD.L's dividend yield for the trailing twelve months is around 0.35%.


PositionTTM2025202420232022202120202019
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%
SHLD.L
iShares Digital Security UCITS ETF USD (Dist)
0.35%0.39%0.48%0.43%0.63%0.66%0.84%1.00%

Frequently Asked Questions


IITU.L and SHLD.L 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.

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 0.40% for SHLD.L.

IITU.L tracks S&P 500 Capped 35/20 Information Technology Index, while SHLD.L tracks STOXX Global Digital Security Open Net Index in USD. Their fees differ too: 0.15% for IITU.L and 0.40% for SHLD.L.

Portfolio Optimizer

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