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ITEC.L vs. ESIT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITEC.L vs. ESIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR® MSCI Europe Technology UCITS ETF (ITEC.L) and iShares MSCI Europe Information Technology Sector UCITS ETF (ESIT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ITEC.L is traded in EUR, while ESIT.L is traded in GBP. To make them comparable, the ESIT.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with ITEC.L having a 50.84% return and ESIT.L slightly higher at 52.72%.


ITEC.L

1D
0.11%
1M
20.47%
YTD
50.84%
6M
47.59%
1Y
59.63%
3Y*
24.64%
5Y*
15.12%
10Y*
16.38%

ESIT.L

1D
0.09%
1M
20.50%
YTD
52.72%
6M
49.92%
1Y
61.61%
3Y*
24.58%
5Y*
15.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITEC.L vs. ESIT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ITEC.L
SPDR® MSCI Europe Technology UCITS ETF
50.84%9.68%8.54%34.99%-28.19%35.95%7.92%
ESIT.L
iShares MSCI Europe Information Technology Sector UCITS ETF
52.72%8.84%7.73%35.06%-28.32%35.54%7.80%

Correlation

The correlation between ITEC.L and ESIT.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2020

0.98

The correlation between ITEC.L and ESIT.L has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

ITEC.L vs. ESIT.L — Risk / Return Rank

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

ITEC.L
ITEC.L Risk / Return Rank: 7272
Overall Rank
ITEC.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ITEC.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
ITEC.L Omega Ratio Rank: 6464
Omega Ratio Rank
ITEC.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
ITEC.L Martin Ratio Rank: 6666
Martin Ratio Rank

ESIT.L
ESIT.L Risk / Return Rank: 8181
Overall Rank
ESIT.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ESIT.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
ESIT.L Omega Ratio Rank: 7575
Omega Ratio Rank
ESIT.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
ESIT.L Martin Ratio Rank: 7575
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.

ITEC.L vs. ESIT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR® MSCI Europe Technology UCITS ETF (ITEC.L) and iShares MSCI Europe Information Technology Sector UCITS ETF (ESIT.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.


ITEC.LESIT.LDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.38

1.40

-0.01

Calmar ratioReturn relative to maximum drawdown

4.54

4.87

-0.33

Martin ratioReturn relative to average drawdown

12.02

12.71

-0.69

ITEC.L vs. ESIT.L - Sharpe Ratio Comparison

The current ITEC.L Sharpe Ratio is 2.33, which is comparable to the ESIT.L Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of ITEC.L and ESIT.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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Sharpe Ratios by Period


ITEC.LESIT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

2.44

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.59

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.73

-0.09

Drawdowns

ITEC.L vs. ESIT.L - Drawdown Comparison

The maximum ITEC.L drawdown since its inception was -38.49%, roughly equal to the maximum ESIT.L drawdown of -38.49%. Use the drawdown chart below to compare losses from any high point for ITEC.L and ESIT.L.


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Drawdown Indicators


ITEC.LESIT.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.49%

-38.49%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-13.06%

-12.60%

-0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-26.94%

-26.16%

-0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-38.49%

-38.49%

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

-38.49%

Current Drawdown

Current decline from peak

-0.09%

-0.34%

+0.25%

Average Drawdown

Average peak-to-trough decline

-9.08%

-12.15%

+3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.95%

4.83%

+0.12%

Volatility

ITEC.L vs. ESIT.L - Volatility Comparison

SPDR® MSCI Europe Technology UCITS ETF (ITEC.L) has a higher volatility of 10.27% compared to iShares MSCI Europe Information Technology Sector UCITS ETF (ESIT.L) at 9.50%. This indicates that ITEC.L's price experiences larger fluctuations and is considered to be riskier than ESIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ITEC.LESIT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.27%

9.50%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

20.59%

20.22%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

25.53%

25.15%

+0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.71%

25.50%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.09%

25.03%

-0.94%

ITEC.L vs. ESIT.L - Expense Ratio Comparison

Both ITEC.L and ESIT.L have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

ITEC.L vs. ESIT.L - Dividend Comparison

Neither ITEC.L nor ESIT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, ITEC.L and ESIT.L 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.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ITEC.L and ESIT.L have the same expense ratio: 0.18% per year.

Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: State Street and iShares.

Portfolio Optimizer

Find the right allocation for ITEC.L and ESIT.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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