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

Performance

IITU.L vs. VAGP.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 Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing (VAGP.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 VAGP.L is traded in GBP. To make them comparable, the VAGP.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 17.69% return, which is significantly higher than VAGP.L's 0.30% return.


IITU.L

1D
2.47%
1M
-0.54%
YTD
17.69%
6M
18.41%
1Y
45.48%
3Y*
28.72%
5Y*
23.93%
10Y*
26.66%

VAGP.L

1D
0.18%
1M
1.12%
YTD
0.30%
6M
0.92%
1Y
3.26%
3Y*
3.87%
5Y*
-0.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
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%14.96%
VAGP.L
Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing
0.30%4.93%2.54%5.85%-13.82%-2.05%5.34%2.12%

Correlation

The correlation between IITU.L and VAGP.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

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

0.04

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2019

-0.01

The correlation between IITU.L and VAGP.L shifts across timeframes, from -0.01 (all time) to 0.11 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IITU.L vs. VAGP.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

VAGP.L
VAGP.L Risk / Return Rank: 2727
Overall Rank
VAGP.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VAGP.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
VAGP.L Omega Ratio Rank: 2626
Omega Ratio Rank
VAGP.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
VAGP.L Martin Ratio Rank: 2626
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. VAGP.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 Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing (VAGP.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.LVAGP.LDifference
Sharpe ratioReturn per unit of total volatility

+1.27

Sortino ratioReturn per unit of downside risk

+1.53

Omega ratioGain probability vs. loss probability

1.36

1.16

+0.20

Calmar ratioReturn relative to maximum drawdown

2.63

1.09

+1.54

Martin ratioReturn relative to average drawdown

6.67

3.10

+3.57

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

The current IITU.L Sharpe Ratio is 2.17, which is higher than the VAGP.L Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of IITU.L and VAGP.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. VAGP.L - Drawdown Comparison

The maximum IITU.L drawdown since its inception was -41.09%, which is greater than VAGP.L's maximum drawdown of -18.13%. Use the drawdown chart below to compare losses from any high point for IITU.L and VAGP.L.


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Drawdown Indicators


IITU.LVAGP.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.09%

-18.13%

-22.96%

Max Drawdown (1Y)

Largest decline over 1 year

-16.76%

-2.77%

-13.99%

Max Drawdown (3Y)

Largest decline over 3 years

-28.03%

-4.01%

-24.02%

Max Drawdown (5Y)

Largest decline over 5 years

-28.03%

-17.71%

-10.32%

Max Drawdown (10Y)

Largest decline over 10 years

-28.03%

Current Drawdown

Current decline from peak

-7.27%

-3.65%

-3.62%

Average Drawdown

Average peak-to-trough decline

-8.11%

-6.65%

-1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.63%

0.98%

+5.65%

Volatility

IITU.L vs. VAGP.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 Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing (VAGP.L) at 1.42%. This indicates that IITU.L's price experiences larger fluctuations and is considered to be riskier than VAGP.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.LVAGP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.62%

1.42%

+7.20%

Volatility (6M)

Calculated over the trailing 6-month period

15.42%

2.81%

+12.61%

Volatility (1Y)

Calculated over the trailing 1-year period

20.37%

3.38%

+16.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.20%

4.79%

+21.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.68%

4.50%

+19.18%

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

IITU.L has a 0.15% expense ratio, which is higher than VAGP.L's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IITU.L vs. VAGP.L - Dividend Comparison

IITU.L has not paid dividends to shareholders, while VAGP.L's dividend yield for the trailing twelve months is around 3.55%.


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%
VAGP.L
Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing
3.55%3.50%3.08%2.37%1.46%0.86%1.21%0.59%

Frequently Asked Questions


IITU.L and VAGP.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VAGP.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VAGP.L is cheaper with a 0.10% expense ratio, compared with 0.15% for IITU.L.

IITU.L is categorized as Technology Equities, while VAGP.L is Global Bonds. IITU.L tracks S&P 500 Capped 35/20 Information Technology Index, while VAGP.L tracks Bloomberg Global Aggregate TR Hdg GBP. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for IITU.L and 0.10% for VAGP.L.

Portfolio Optimizer

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