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IUIT.L vs. BT-A.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUIT.L vs. BT-A.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) and BT Group plc (BT-A.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUIT.L is traded in USD, while BT-A.L is traded in GBp. To make them comparable, the BT-A.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUIT.L achieves a 17.28% return, which is significantly higher than BT-A.L's 13.31% return. Over the past 10 years, IUIT.L has outperformed BT-A.L with an annualized return of 26.03%, while BT-A.L has yielded a comparatively lower -2.18% annualized return.


IUIT.L

1D
2.98%
1M
0.18%
YTD
17.28%
6M
18.91%
1Y
43.37%
3Y*
31.45%
5Y*
22.66%
10Y*
26.03%

BT-A.L

1D
1.49%
1M
-10.71%
YTD
13.31%
6M
17.92%
1Y
17.13%
3Y*
23.12%
5Y*
5.53%
10Y*
-2.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUIT.L vs. BT-A.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
17.28%22.93%38.51%59.45%-29.15%34.09%43.14%48.83%-1.41%37.94%
BT-A.L
BT Group plc
13.31%43.14%21.63%23.91%-37.69%28.79%-29.17%-8.63%-11.85%-14.56%

Correlation

The correlation between IUIT.L and BT-A.L is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.02

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

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.19

The correlation between IUIT.L and BT-A.L shifts across timeframes, from -0.02 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IUIT.L vs. BT-A.L — Risk / Return Rank

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

IUIT.L
IUIT.L Risk / Return Rank: 6262
Overall Rank
IUIT.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IUIT.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
IUIT.L Omega Ratio Rank: 6464
Omega Ratio Rank
IUIT.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
IUIT.L Martin Ratio Rank: 4949
Martin Ratio Rank

BT-A.L
BT-A.L Risk / Return Rank: 6161
Overall Rank
BT-A.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BT-A.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
BT-A.L Omega Ratio Rank: 5858
Omega Ratio Rank
BT-A.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
BT-A.L Martin Ratio Rank: 6060
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.

IUIT.L vs. BT-A.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) and BT Group plc (BT-A.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.


IUIT.LBT-A.LDifference
Sharpe ratioReturn per unit of total volatility

+1.44

Sortino ratioReturn per unit of downside risk

+1.67

Omega ratioGain probability vs. loss probability

1.33

1.12

+0.21

Calmar ratioReturn relative to maximum drawdown

2.48

0.71

+1.78

Martin ratioReturn relative to average drawdown

7.17

1.42

+5.74

IUIT.L vs. BT-A.L - Sharpe Ratio Comparison

The current IUIT.L Sharpe Ratio is 2.01, which is higher than the BT-A.L Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of IUIT.L and BT-A.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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Drawdowns

IUIT.L vs. BT-A.L - Drawdown Comparison

The maximum IUIT.L drawdown since its inception was -33.46%, smaller than the maximum BT-A.L drawdown of -83.54%. Use the drawdown chart below to compare losses from any high point for IUIT.L and BT-A.L.


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Drawdown Indicators


IUIT.LBT-A.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.46%

-83.54%

+50.08%

Max Drawdown (1Y)

Largest decline over 1 year

-17.03%

-22.31%

+5.28%

Max Drawdown (3Y)

Largest decline over 3 years

-26.40%

-24.44%

-1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-33.46%

-52.51%

+19.05%

Max Drawdown (10Y)

Largest decline over 10 years

-33.46%

-75.92%

+42.46%

Current Drawdown

Current decline from peak

-7.68%

-39.69%

+32.01%

Average Drawdown

Average peak-to-trough decline

-5.90%

-45.90%

+40.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.91%

11.07%

-5.16%

Volatility

IUIT.L vs. BT-A.L - Volatility Comparison

The current volatility for iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) is 8.88%, while BT Group plc (BT-A.L) has a volatility of 10.37%. This indicates that IUIT.L experiences smaller price fluctuations and is considered to be less risky than BT-A.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUIT.LBT-A.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.88%

10.37%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

16.62%

21.86%

-5.24%

Volatility (1Y)

Calculated over the trailing 1-year period

21.07%

27.84%

-6.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.74%

31.47%

-7.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.26%

33.13%

-10.87%

Dividends

IUIT.L vs. BT-A.L - Dividend Comparison

IUIT.L has not paid dividends to shareholders, while BT-A.L's dividend yield for the trailing twelve months is around 3.92%.


PositionTTM20252024202320222021202020192018201720162015
BT-A.L
BT Group plc
3.92%4.46%5.62%6.23%6.87%1.36%0.00%8.00%6.37%5.67%3.94%2.73%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IUIT.L and BT-A.L have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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