IUIT.L vs. AMZN
Compare and contrast key facts about iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) and Amazon.com, Inc. (AMZN).
IUIT.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Information Technology Index. It was launched on Nov 20, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUIT.L or AMZN.
Performance
IUIT.L vs. AMZN - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with IUIT.L having a 32.97% return and AMZN slightly higher at 33.35%.
IUIT.L
32.97%
-0.54%
15.43%
40.07%
24.65%
N/A
AMZN
33.35%
7.21%
9.70%
39.56%
18.31%
28.57%
Key characteristics
| IUIT.L | AMZN | |
|---|---|---|
| Sharpe Ratio | 1.87 | 1.53 |
| Sortino Ratio | 2.50 | 2.14 |
| Omega Ratio | 1.33 | 1.28 |
| Calmar Ratio | 2.63 | 1.77 |
| Martin Ratio | 8.77 | 7.05 |
| Ulcer Index | 4.39% | 5.88% |
| Daily Std Dev | 20.61% | 27.21% |
| Max Drawdown | -33.46% | -94.40% |
| Current Drawdown | -2.60% | -5.37% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between IUIT.L and AMZN is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
IUIT.L vs. AMZN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) and Amazon.com, Inc. (AMZN). 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
IUIT.L vs. AMZN - Dividend Comparison
Neither IUIT.L nor AMZN has paid dividends to shareholders.
Drawdowns
IUIT.L vs. AMZN - Drawdown Comparison
The maximum IUIT.L drawdown since its inception was -33.46%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for IUIT.L and AMZN. For additional features, visit the drawdowns tool.
Volatility
IUIT.L vs. AMZN - Volatility Comparison
The current volatility for iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) is 6.03%, while Amazon.com, Inc. (AMZN) has a volatility of 10.50%. This indicates that IUIT.L experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.