IUIT.L vs. ENR.DE
IUIT.L (iShares S&P 500 Information Technology Sector UCITS ETF) is Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index, while ENR.DE (Siemens Energy AG) is a stock. Over the past 5 years, IUIT.L returned 22.66%/yr vs 43.44%/yr for ENR.DE. At a 0.45 correlation, their price movements are largely independent.
Performance
IUIT.L vs. ENR.DE - Performance Comparison
Loading charts...
Different Trading Currencies
IUIT.L is traded in USD, while ENR.DE is traded in EUR. To make them comparable, the ENR.DE 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 lower than ENR.DE's 26.13% 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%
ENR.DE
- 1D
- 4.37%
- 1M
- -9.87%
- YTD
- 26.13%
- 6M
- 27.21%
- 1Y
- 82.09%
- 3Y*
- 91.06%
- 5Y*
- 43.44%
- 10Y*
- —
IUIT.L vs. ENR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 17.28% | 22.93% | 38.51% | 59.45% | -29.15% | 34.09% | 15.60% |
ENR.DE Siemens Energy AG | 26.13% | 169.80% | 295.82% | -29.58% | -25.76% | -30.95% | 43.65% |
Correlation
The correlation between IUIT.L and ENR.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2020 | 0.45 |
The correlation between IUIT.L and ENR.DE shifts across timeframes, from 0.42 (3 years) to 0.52 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IUIT.L vs. ENR.DE — Risk / Return Rank
IUIT.L
ENR.DE
IUIT.L vs. ENR.DE - 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 Siemens Energy AG (ENR.DE). 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.L | ENR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.26 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 2.91 | -0.43 |
| Martin ratioReturn relative to average drawdown | 7.17 | 10.26 | -3.09 |
Loading charts...
Drawdowns
IUIT.L vs. ENR.DE - Drawdown Comparison
The maximum IUIT.L drawdown since its inception was -33.46%, smaller than the maximum ENR.DE drawdown of -82.20%. Use the drawdown chart below to compare losses from any high point for IUIT.L and ENR.DE.
Loading charts...
Drawdown Indicators
| IUIT.L | ENR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.46% | -82.20% | +48.74% |
Max Drawdown (1Y)Largest decline over 1 year | -17.03% | -27.24% | +10.21% |
Max Drawdown (3Y)Largest decline over 3 years | -26.40% | -71.67% | +45.27% |
Max Drawdown (5Y)Largest decline over 5 years | -33.46% | -77.19% | +43.73% |
Max Drawdown (10Y)Largest decline over 10 years | -33.46% | — | — |
Current DrawdownCurrent decline from peak | -7.68% | -19.20% | +11.52% |
Average DrawdownAverage peak-to-trough decline | -5.90% | -31.73% | +25.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.91% | 7.75% | -1.84% |
Volatility
IUIT.L vs. ENR.DE - Volatility Comparison
The current volatility for iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) is 8.88%, while Siemens Energy AG (ENR.DE) has a volatility of 15.58%. This indicates that IUIT.L experiences smaller price fluctuations and is considered to be less risky than ENR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IUIT.L | ENR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.88% | 15.58% | -6.70% |
Volatility (6M)Calculated over the trailing 6-month period | 16.62% | 37.51% | -20.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.07% | 49.57% | -28.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.74% | 53.39% | -29.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.26% | 51.73% | -29.47% |
Dividends
IUIT.L vs. ENR.DE - Dividend Comparison
IUIT.L has not paid dividends to shareholders, while ENR.DE's dividend yield for the trailing twelve months is around 0.46%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
ENR.DE Siemens Energy AG | 0.46% | 0.00% | 0.00% | 0.00% | 0.57% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IUIT.L and ENR.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for IUIT.L and ENR.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer