ITPS.L vs. IITU.L
Compare and contrast key facts about iShares $ TIPS UCITS ETF USD (Acc) (ITPS.L) and iShares S&P 500 USD Information Technology Sector UCITS (IITU.L).
ITPS.L and IITU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ITPS.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Gbl Infl Linked US TIPS TR USD. It was launched on Dec 8, 2006. IITU.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 20, 2015. Both ITPS.L and IITU.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITPS.L or IITU.L.
Performance
ITPS.L vs. IITU.L - Performance Comparison
Returns By Period
In the year-to-date period, ITPS.L achieves a 3.23% return, which is significantly lower than IITU.L's 33.95% return.
ITPS.L
3.23%
1.33%
2.95%
3.90%
2.32%
4.35%
IITU.L
33.95%
2.48%
15.91%
37.56%
25.24%
N/A
Key characteristics
| ITPS.L | IITU.L | |
|---|---|---|
| Sharpe Ratio | 0.67 | 1.82 |
| Sortino Ratio | 1.09 | 2.45 |
| Omega Ratio | 1.12 | 1.31 |
| Calmar Ratio | 0.21 | 2.50 |
| Martin Ratio | 3.03 | 7.62 |
| Ulcer Index | 1.45% | 4.83% |
| Daily Std Dev | 6.53% | 20.17% |
| Max Drawdown | -37.27% | -23.56% |
| Current Drawdown | -16.29% | -1.63% |
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ITPS.L vs. IITU.L - Expense Ratio Comparison
ITPS.L has a 0.12% expense ratio, which is lower than IITU.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between ITPS.L and IITU.L is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
ITPS.L vs. IITU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF USD (Acc) (ITPS.L) and iShares S&P 500 USD Information Technology Sector UCITS (IITU.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.
Dividends
ITPS.L vs. IITU.L - Dividend Comparison
Neither ITPS.L nor IITU.L has paid dividends to shareholders.
Drawdowns
ITPS.L vs. IITU.L - Drawdown Comparison
The maximum ITPS.L drawdown since its inception was -37.27%, which is greater than IITU.L's maximum drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for ITPS.L and IITU.L. For additional features, visit the drawdowns tool.
Volatility
ITPS.L vs. IITU.L - Volatility Comparison
The current volatility for iShares $ TIPS UCITS ETF USD (Acc) (ITPS.L) is 1.91%, while iShares S&P 500 USD Information Technology Sector UCITS (IITU.L) has a volatility of 5.57%. This indicates that ITPS.L experiences smaller price fluctuations and is considered to be less risky than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.