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

Performance

IUIT.L vs. GXLK.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 SPDR S&P US Technology Select Sector UCITS ETF (GXLK.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 GXLK.L is traded in GBP. To make them comparable, the GXLK.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with IUIT.L having a 23.04% return and GXLK.L slightly higher at 23.08%.


IUIT.L

1D
-2.11%
1M
13.14%
YTD
23.04%
6M
22.75%
1Y
51.87%
3Y*
34.42%
5Y*
24.18%
10Y*
26.33%

GXLK.L

1D
-2.01%
1M
13.27%
YTD
23.08%
6M
23.10%
1Y
52.29%
3Y*
29.76%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUIT.L vs. GXLK.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
23.04%22.93%38.51%59.45%-23.33%
GXLK.L
SPDR S&P US Technology Select Sector UCITS ETF
23.08%24.63%22.65%56.14%-22.69%

Correlation

The correlation between IUIT.L and GXLK.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.95

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2022

0.95

The correlation between IUIT.L and GXLK.L has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

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Return for Risk

IUIT.L vs. GXLK.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: 6868
Overall Rank
IUIT.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IUIT.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
IUIT.L Omega Ratio Rank: 7070
Omega Ratio Rank
IUIT.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
IUIT.L Martin Ratio Rank: 5353
Martin Ratio Rank

GXLK.L
GXLK.L Risk / Return Rank: 7272
Overall Rank
GXLK.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
GXLK.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
GXLK.L Omega Ratio Rank: 7878
Omega Ratio Rank
GXLK.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
GXLK.L Martin Ratio Rank: 5050
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. GXLK.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 SPDR S&P US Technology Select Sector UCITS ETF (GXLK.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.


IUIT.LGXLK.LDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.41

1.43

-0.02

Calmar ratioReturn relative to maximum drawdown

3.03

3.11

-0.08

Martin ratioReturn relative to average drawdown

8.99

9.30

-0.31

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

The current IUIT.L Sharpe Ratio is 2.55, which is comparable to the GXLK.L Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of IUIT.L and GXLK.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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Sharpe Ratios by Period


IUIT.LGXLK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.55

2.64

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.20

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

0.78

+0.38

Drawdowns

IUIT.L vs. GXLK.L - Drawdown Comparison

The maximum IUIT.L drawdown since its inception was -33.46%, which is greater than GXLK.L's maximum drawdown of -28.06%. Use the drawdown chart below to compare losses from any high point for IUIT.L and GXLK.L.


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Drawdown Indicators


IUIT.LGXLK.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.46%

-28.06%

-5.40%

Max Drawdown (1Y)

Largest decline over 1 year

-17.03%

-16.71%

-0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-26.40%

-27.01%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-33.46%

Max Drawdown (10Y)

Largest decline over 10 years

-33.46%

Current Drawdown

Current decline from peak

-3.14%

-3.06%

-0.08%

Average Drawdown

Average peak-to-trough decline

-6.02%

-8.55%

+2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.76%

5.61%

+0.15%

Volatility

IUIT.L vs. GXLK.L - Volatility Comparison

iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a higher volatility of 7.49% compared to SPDR S&P US Technology Select Sector UCITS ETF (GXLK.L) at 6.86%. This indicates that IUIT.L's price experiences larger fluctuations and is considered to be riskier than GXLK.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.LGXLK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.49%

6.86%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

15.53%

14.74%

+0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

20.28%

19.71%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.61%

27.80%

-4.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.47%

27.80%

-5.33%

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

Both IUIT.L and GXLK.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%.


Dividends

IUIT.L vs. GXLK.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, IUIT.L and GXLK.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IUIT.L and GXLK.L have the same expense ratio: 0.15% per year.

IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index, while GXLK.L tracks MSCI World/Information Tech NR USD. They also come from different issuers: iShares and State Street.

Portfolio Optimizer

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