ILIT vs. LITP

Last updated Jun 3, 2026

ILIT (Ishares Lithium Miners And Producers ETF) and LITP (Sprott Lithium Miners ETF) are both Energy Equities funds - ILIT tracks the STOXX Global Lithium Miners and Producers Index - USD - Benchmark TR Net while LITP tracks the Nasdaq Sprott Lithium Miners Index - Benchmark TR Gross. Both are passively managed. Over the past year, ILIT returned 198.34% vs 246.91% for LITP. Their correlation of 0.91 suggests significant overlap in exposure. ILIT charges 0.47%/yr vs 0.65%/yr for LITP.

Performance

ILIT vs. LITP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lithium Miners And Producers ETF (ILIT) and Sprott Lithium Miners ETF (LITP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ILIT achieves a 30.75% return, which is significantly lower than LITP's 35.27% return.

ILIT

• 1D: -0.22%
• 1M: -10.68%
• YTD: 30.75%
• 6M: 38.84%
• 1Y: 198.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LITP

• 1D: 0.31%
• 1M: -7.39%
• YTD: 35.27%
• 6M: 46.45%
• 1Y: 246.91%
• 3Y*: 1.48%
• 5Y*: —
• 10Y*: —

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

ILIT vs. LITP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ILIT Ishares Lithium Miners And Producers ETF	30.75%	81.51%	-45.14%	-28.86%
LITP Sprott Lithium Miners ETF	35.27%	94.65%	-43.85%	-29.42%

Correlation

The correlation between ILIT and LITP is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (All Time) Calculated using the full available price history since Jun 26, 2023	0.91

The correlation between ILIT and LITP has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

ILIT vs. LITP - Sectors Allocation Comparison

Sectors	ILIT	LITP
Basic Materials	81.9%	100.0%
Industrials	6.4%	-
Technology	4.9%	-
Consumer Cyclical	3.8%	-
Communication Services	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-
Healthcare	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

ILIT vs. LITP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ILIT

ILIT Risk / Return Rank: 91
ILIT Sharpe Ratio Rank: 96
ILIT Sortino Ratio Rank: 88
ILIT Omega Ratio Rank: 83
ILIT Calmar Ratio Rank: 95
ILIT Martin Ratio Rank: 92

LITP

LITP Risk / Return Rank: 90
LITP Sharpe Ratio Rank: 96
LITP Sortino Ratio Rank: 86
LITP Omega Ratio Rank: 80
LITP Calmar Ratio Rank: 94
LITP Martin Ratio Rank: 92

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.

ILIT vs. LITP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lithium Miners And Producers ETF (ILIT) and Sprott Lithium Miners ETF (LITP). 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.

	ILIT	LITP	Difference
Sharpe ratio Return per unit of total volatility	4.09	4.28	-0.19
Sortino ratio Return per unit of downside risk	4.06	3.93	+0.13
Omega ratio Gain probability vs. loss probability	1.50	1.49	+0.02
Calmar ratio Return relative to maximum drawdown	8.42	7.47	+0.95
Martin ratio Return relative to average drawdown	23.63	22.81	+0.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ILIT vs. LITP - Sharpe Ratio Comparison

The current ILIT Sharpe Ratio is 4.09, which is comparable to the LITP Sharpe Ratio of 4.28. The chart below compares the historical Sharpe Ratios of ILIT and LITP, 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

	ILIT	LITP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.09	4.28	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	-0.06	-0.04	-0.03

Drawdowns

ILIT vs. LITP - Drawdown Comparison

The maximum ILIT drawdown since its inception was -73.69%, roughly equal to the maximum LITP drawdown of -74.72%. Use the drawdown chart below to compare losses from any high point for ILIT and LITP.

Drawdown Indicators

	ILIT	LITP	Difference
Max Drawdown Largest peak-to-trough decline	-73.69%	-74.72%	+1.03%
Max Drawdown (1Y) Largest decline over 1 year	-22.86%	-31.12%	+8.26%
Max Drawdown (3Y) Largest decline over 3 years	—	-74.31%	—
Current Drawdown Current decline from peak	-14.46%	-10.29%	-4.17%
Average Drawdown Average peak-to-trough decline	-45.91%	-42.32%	-3.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.15%	10.19%	-2.04%

Volatility

ILIT vs. LITP - Volatility Comparison

The current volatility for Ishares Lithium Miners And Producers ETF (ILIT) is 11.61%, while Sprott Lithium Miners ETF (LITP) has a volatility of 13.45%. This indicates that ILIT experiences smaller price fluctuations and is considered to be less risky than LITP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ILIT	LITP	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.61%	13.45%	-1.84%
Volatility (6M) Calculated over the trailing 6-month period	33.12%	39.39%	-6.27%
Volatility (1Y) Calculated over the trailing 1-year period	48.84%	58.30%	-9.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.55%	47.30%	-5.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.55%	47.30%	-5.75%

ILIT vs. LITP - Expense Ratio Comparison

ILIT has a 0.47% expense ratio, which is lower than LITP's 0.65% expense ratio.

Dividends

ILIT vs. LITP - Dividend Comparison

ILIT's dividend yield for the trailing twelve months is around 1.74%, less than LITP's 5.48% yield.

Position	TTM	2025	2024	2023
ILIT Ishares Lithium Miners And Producers ETF	1.74%	2.27%	6.48%	0.69%
LITP Sprott Lithium Miners ETF	5.48%	7.41%	6.55%	2.80%

Frequently Asked Questions

Can I hold both ILIT and LITP in my portfolio?

With a correlation of 0.93, ILIT and LITP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, ILIT or LITP?

LITP has higher volatility (13.45%) compared to ILIT (11.61%). In terms of maximum drawdown, ILIT dropped -73.69% vs LITP's -74.72%.

Which ETF is better, ILIT or LITP?

On 1-year performance, LITP leads with 246.91% vs 198.34% for ILIT. On fees, ILIT is cheaper at 0.47% per year. On volatility, ILIT has been the lower-risk option at 11.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ILIT or LITP?

Over the 1-year period, LITP has performed better with a 246.91% return vs 198.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ILIT or LITP?

ILIT is cheaper with a 0.47% expense ratio, compared with 0.65% for LITP.

Which ETF pays a higher dividend yield, ILIT or LITP?

LITP has the higher dividend yield at 5.48%, compared with 1.74% for ILIT.

What is the main difference between ILIT and LITP?

ILIT tracks STOXX Global Lithium Miners and Producers Index - USD - Benchmark TR Net, while LITP tracks Nasdaq Sprott Lithium Miners Index - Benchmark TR Gross. They also come from different issuers: iShares and Sprott. Their fees differ too: 0.47% for ILIT and 0.65% for LITP.

Which has better risk-adjusted returns?

LITP currently has the higher Sharpe Ratio (4.28 vs 4.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.