IMVU.L vs. IUIT.L

Last updated Jul 16, 2026

IMVU.L (iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc)) and IUIT.L (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - IMVU.L is a Europe Equities fund tracking the iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc), while IUIT.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 3 years, IMVU.L returned 12.66%/yr vs 29.24%/yr for IUIT.L. At a 0.24 correlation, their price movements are largely independent. IMVU.L charges 0.25%/yr vs 0.15%/yr for IUIT.L.

Performance

IMVU.L vs. IUIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (IMVU.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IMVU.L achieves a 6.00% return, which is significantly lower than IUIT.L's 17.06% return.

IMVU.L

• 1D: 0.29%
• 1M: 0.33%
• 6M: 4.76%
• YTD: 6.00%
• 1Y: 10.14%
• 3Y*: 12.66%
• 5Y*: —
• 10Y*: —

IUIT.L

• 1D: -0.78%
• 1M: -2.95%
• 6M: 19.62%
• YTD: 17.06%
• 1Y: 31.65%
• 3Y*: 29.24%
• 5Y*: 21.03%
• 10Y*: 25.50%

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

IMVU.L vs. IUIT.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
IMVU.L iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc)	6.00%	26.03%	5.02%	7.89%
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF	17.06%	22.93%	38.51%	35.10%

Correlation

The correlation between IMVU.L and IUIT.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (All Time) Calculated using the full available price history since Mar 23, 2023	0.24

Return for Risk

IMVU.L vs. IUIT.L — Risk / Return Rank

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

IMVU.L

IMVU.L Risk / Return Rank: 27
IMVU.L Sharpe Ratio Rank: 28
IMVU.L Sortino Ratio Rank: 26
IMVU.L Omega Ratio Rank: 27
IMVU.L Calmar Ratio Rank: 26
IMVU.L Martin Ratio Rank: 26

IUIT.L

IUIT.L Risk / Return Rank: 46
IUIT.L Sharpe Ratio Rank: 52
IUIT.L Sortino Ratio Rank: 50
IUIT.L Omega Ratio Rank: 46
IUIT.L Calmar Ratio Rank: 45
IUIT.L Martin Ratio Rank: 39

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.

IMVU.L vs. IUIT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (IMVU.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.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.

	IMVU.L	IUIT.L	Difference
Sharpe ratio: Return per unit of total volatility	0.84	1.43	-0.59
Sortino ratio: Return per unit of downside risk	1.22	2.03	-0.81
Omega ratio: Gain probability vs. loss probability	1.16	1.25	-0.09
Calmar ratio: Return relative to maximum drawdown	1.05	1.85	-0.80
Martin ratio: Return relative to average drawdown	2.80	4.97	-2.17

IMVU.L vs. IUIT.L - Sharpe Ratio Comparison

The current IMVU.L Sharpe Ratio is 0.84, which is lower than the IUIT.L Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of IMVU.L and IUIT.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.

Drawdowns

IMVU.L vs. IUIT.L - Drawdown Comparison

The maximum IMVU.L drawdown since its inception was -10.74%, smaller than the maximum IUIT.L drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for IMVU.L and IUIT.L.

Drawdown Indicators

	IMVU.L	IUIT.L	Difference
Max Drawdown Largest peak-to-trough decline	-10.74%	-33.46%	+22.72%
Max Drawdown (1Y) Largest decline over 1 year	-9.02%	-17.03%	+8.01%
Max Drawdown (3Y) Largest decline over 3 years	-10.42%	-26.40%	+15.98%
Max Drawdown (5Y) Largest decline over 5 years	—	-33.46%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.46%	—
Current Drawdown Current decline from peak	-3.61%	-7.85%	+4.24%
Average Drawdown Average peak-to-trough decline	-2.83%	-5.91%	+3.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.38%	6.35%	-2.97%

Volatility

IMVU.L vs. IUIT.L - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (IMVU.L) is 3.52%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 7.15%. This indicates that IMVU.L experiences smaller price fluctuations and is considered to be less risky than IUIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IMVU.L	IUIT.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.52%	7.15%	-3.63%
Volatility (6M) Calculated over the trailing 6-month period	9.47%	17.59%	-8.12%
Volatility (1Y) Calculated over the trailing 1-year period	11.27%	22.08%	-10.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.14%	23.96%	-11.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.14%	22.32%	-10.18%

IMVU.L vs. IUIT.L - Expense Ratio Comparison

IMVU.L has a 0.25% expense ratio, which is higher than IUIT.L's 0.15% 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

IMVU.L vs. IUIT.L - Dividend Comparison

Neither IMVU.L nor IUIT.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both IMVU.L and IUIT.L in my portfolio?

IMVU.L and IUIT.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IMVU.L or IUIT.L?

On fees, IUIT.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IMVU.L or IUIT.L?

IUIT.L is cheaper with a 0.15% expense ratio, compared with 0.25% for IMVU.L.

What is the main difference between IMVU.L and IUIT.L?

IMVU.L is categorized as Europe Equities, while IUIT.L is Technology Equities. IMVU.L tracks iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc), while IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.25% for IMVU.L and 0.15% for IUIT.L.