IUCM.L vs. IITU.L
Compare and contrast key facts about iShares S&P 500 Communication Sector UCITS ETF USD Acc (IUCM.L) and iShares S&P 500 USD Information Technology Sector UCITS (IITU.L).
IUCM.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. IUCM.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Comm Services NR USD. It was launched on Sep 17, 2018. 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 IUCM.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: IUCM.L or IITU.L.
Performance
IUCM.L vs. IITU.L - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with IUCM.L having a 34.62% return and IITU.L slightly lower at 33.95%.
IUCM.L
34.62%
4.99%
13.87%
40.68%
13.94%
N/A
IITU.L
33.95%
2.48%
14.78%
37.56%
25.26%
N/A
Key characteristics
| IUCM.L | IITU.L | |
|---|---|---|
| Sharpe Ratio | 2.59 | 1.82 |
| Sortino Ratio | 3.63 | 2.45 |
| Omega Ratio | 1.48 | 1.31 |
| Calmar Ratio | 2.08 | 2.50 |
| Martin Ratio | 14.75 | 7.62 |
| Ulcer Index | 2.65% | 4.83% |
| Daily Std Dev | 15.07% | 20.17% |
| Max Drawdown | -47.32% | -23.56% |
| Current Drawdown | -0.52% | -1.63% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IUCM.L vs. IITU.L - Expense Ratio Comparison
Both IUCM.L and IITU.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between IUCM.L and IITU.L is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
IUCM.L vs. IITU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Communication Sector UCITS ETF USD Acc (IUCM.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
IUCM.L vs. IITU.L - Dividend Comparison
Neither IUCM.L nor IITU.L has paid dividends to shareholders.
Drawdowns
IUCM.L vs. IITU.L - Drawdown Comparison
The maximum IUCM.L drawdown since its inception was -47.32%, 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 IUCM.L and IITU.L. For additional features, visit the drawdowns tool.
Volatility
IUCM.L vs. IITU.L - Volatility Comparison
The current volatility for iShares S&P 500 Communication Sector UCITS ETF USD Acc (IUCM.L) is 5.00%, while iShares S&P 500 USD Information Technology Sector UCITS (IITU.L) has a volatility of 5.58%. This indicates that IUCM.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.