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

Performance

IUIT.L vs. IBIT - 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 Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUIT.L achieves a 18.82% return, which is significantly higher than IBIT's -27.71% return.


IUIT.L

1D
-0.20%
1M
3.97%
YTD
18.82%
6M
17.07%
1Y
46.28%
3Y*
33.11%
5Y*
23.20%
10Y*
25.94%

IBIT

1D
5.13%
1M
-21.03%
YTD
-27.71%
6M
-30.34%
1Y
-39.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUIT.L vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
18.82%22.93%40.26%
IBIT
iShares Bitcoin Trust ETF
-27.71%-6.41%89.87%

Correlation

The correlation between IUIT.L and IBIT is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.22

The correlation between IUIT.L and IBIT shifts across timeframes, from 0.22 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IUIT.L vs. IBIT — 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: 6666
Overall Rank
IUIT.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IUIT.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
IUIT.L Omega Ratio Rank: 6868
Omega Ratio Rank
IUIT.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
IUIT.L Martin Ratio Rank: 5252
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
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. IBIT - 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 Bitcoin Trust ETF (IBIT). 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.LIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.14

Sortino ratioReturn per unit of downside risk

+4.23

Omega ratioGain probability vs. loss probability

1.37

0.86

+0.51

Calmar ratioReturn relative to maximum drawdown

2.70

-0.76

+3.46

Martin ratioReturn relative to average drawdown

7.98

-1.36

+9.34

IUIT.L vs. IBIT - Sharpe Ratio Comparison

The current IUIT.L Sharpe Ratio is 2.24, which is higher than the IBIT Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of IUIT.L and IBIT, 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.LIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

-0.90

+3.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.26

+0.83

Drawdowns

IUIT.L vs. IBIT - Drawdown Comparison

The maximum IUIT.L drawdown since its inception was -33.46%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for IUIT.L and IBIT.


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Drawdown Indicators


IUIT.LIBITDifference

Max Drawdown

Largest peak-to-trough decline

-33.46%

-52.11%

+18.65%

Max Drawdown (1Y)

Largest decline over 1 year

-17.03%

-52.11%

+35.08%

Max Drawdown (3Y)

Largest decline over 3 years

-26.40%

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

-6.46%

-49.66%

+43.20%

Average Drawdown

Average peak-to-trough decline

-5.89%

-16.19%

+10.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.78%

28.97%

-23.19%

Volatility

IUIT.L vs. IBIT - Volatility Comparison

The current volatility for iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) is 8.10%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 11.85%. This indicates that IUIT.L experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUIT.LIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.10%

11.85%

-3.75%

Volatility (6M)

Calculated over the trailing 6-month period

15.91%

34.60%

-18.69%

Volatility (1Y)

Calculated over the trailing 1-year period

20.58%

44.28%

-23.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.65%

50.32%

-26.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.22%

50.32%

-28.10%

IUIT.L vs. IBIT - Expense Ratio Comparison

IUIT.L has a 0.15% expense ratio, which is lower than IBIT'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. IBIT - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IUIT.L and IBIT have a correlation of 0.36, 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 IBIT.

IUIT.L is categorized as Technology Equities, while IBIT is Cryptocurrency. IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.15% for IUIT.L and 0.25% for IBIT.

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