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IUIT.L vs. EGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUIT.L vs. EGLN.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 iShares Physical Gold ETC (EGLN.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 EGLN.L is traded in EUR. To make them comparable, the EGLN.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 EGLN.L's -2.27% return. Over the past 10 years, IUIT.L has outperformed EGLN.L with an annualized return of 26.03%, while EGLN.L has yielded a comparatively lower 11.12% annualized return.


IUIT.L

1D
2.98%
1M
1.46%
YTD
17.28%
6M
18.91%
1Y
42.46%
3Y*
31.45%
5Y*
22.66%
10Y*
26.03%

EGLN.L

1D
2.73%
1M
-10.28%
YTD
-2.27%
6M
-1.66%
1Y
24.16%
3Y*
29.23%
5Y*
17.39%
10Y*
11.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUIT.L vs. EGLN.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%
EGLN.L
iShares Physical Gold ETC
-2.27%65.63%26.01%12.82%-0.37%-3.23%23.75%18.25%-1.44%13.61%

Correlation

The correlation between IUIT.L and EGLN.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.07

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

0.06

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

0.03

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

0.01

The correlation between IUIT.L and EGLN.L shifts across timeframes, from 0.01 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IUIT.L vs. EGLN.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

EGLN.L
EGLN.L Risk / Return Rank: 3030
Overall Rank
EGLN.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
EGLN.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
EGLN.L Omega Ratio Rank: 3535
Omega Ratio Rank
EGLN.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
EGLN.L Martin Ratio Rank: 2828
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. EGLN.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 iShares Physical Gold ETC (EGLN.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.LEGLN.LDifference
Sharpe ratioReturn per unit of total volatility

+1.04

Sortino ratioReturn per unit of downside risk

+1.33

Omega ratioGain probability vs. loss probability

1.33

1.19

+0.14

Calmar ratioReturn relative to maximum drawdown

2.48

1.06

+1.42

Martin ratioReturn relative to average drawdown

7.17

3.23

+3.93

IUIT.L vs. EGLN.L - Sharpe Ratio Comparison

The current IUIT.L Sharpe Ratio is 2.01, which is higher than the EGLN.L Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of IUIT.L and EGLN.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. EGLN.L - Drawdown Comparison

The maximum IUIT.L drawdown since its inception was -33.46%, smaller than the maximum EGLN.L drawdown of -59.11%. Use the drawdown chart below to compare losses from any high point for IUIT.L and EGLN.L.


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Drawdown Indicators


IUIT.LEGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.46%

-59.11%

+25.65%

Max Drawdown (1Y)

Largest decline over 1 year

-17.03%

-22.68%

+5.65%

Max Drawdown (3Y)

Largest decline over 3 years

-26.40%

-22.68%

-3.72%

Max Drawdown (5Y)

Largest decline over 5 years

-33.46%

-22.68%

-10.78%

Max Drawdown (10Y)

Largest decline over 10 years

-33.46%

-26.49%

-6.97%

Current Drawdown

Current decline from peak

-7.68%

-20.57%

+12.89%

Average Drawdown

Average peak-to-trough decline

-5.90%

-33.85%

+27.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.91%

7.44%

-1.53%

Volatility

IUIT.L vs. EGLN.L - Volatility Comparison

iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a higher volatility of 8.88% compared to iShares Physical Gold ETC (EGLN.L) at 7.25%. This indicates that IUIT.L's price experiences larger fluctuations and is considered to be riskier than EGLN.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.LEGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.88%

7.25%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

16.62%

21.66%

-5.04%

Volatility (1Y)

Calculated over the trailing 1-year period

21.07%

24.87%

-3.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.74%

18.43%

+5.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.26%

17.10%

+5.16%

IUIT.L vs. EGLN.L - Expense Ratio Comparison

IUIT.L has a 0.15% expense ratio, which is lower than EGLN.L's 0.25% 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%.


Dividends

IUIT.L vs. EGLN.L - Dividend Comparison

Neither IUIT.L nor EGLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IUIT.L and EGLN.L have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUIT.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUIT.L is cheaper with a 0.15% expense ratio, compared with 0.25% for EGLN.L.

IUIT.L is categorized as Technology Equities, while EGLN.L is Gold. IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index, while EGLN.L tracks LBMA Gold Price. Their fees differ too: 0.15% for IUIT.L and 0.25% for EGLN.L.

Portfolio Optimizer

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