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

Performance

IUIT.L vs. IGLN.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 (IGLN.L). 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 23.04% return, which is significantly higher than IGLN.L's 3.70% return. Over the past 10 years, IUIT.L has outperformed IGLN.L with an annualized return of 26.33%, while IGLN.L has yielded a comparatively lower 13.42% annualized return.


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%

IGLN.L

1D
0.68%
1M
-2.35%
YTD
3.70%
6M
6.03%
1Y
32.37%
3Y*
31.55%
5Y*
18.61%
10Y*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
23.04%22.93%38.51%59.45%-29.15%34.09%43.14%48.90%-1.41%38.43%
IGLN.L
iShares Physical Gold ETC
3.70%64.92%26.14%13.44%-0.09%-4.03%24.16%18.28%-1.31%11.67%

Correlation

The correlation between IUIT.L and IGLN.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.08

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

0.09

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

0.05

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2015

0.04

The correlation between IUIT.L and IGLN.L shifts across timeframes, from 0.04 (all time) to 0.16 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IUIT.L vs. IGLN.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

IGLN.L
IGLN.L Risk / Return Rank: 3636
Overall Rank
IGLN.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IGLN.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
IGLN.L Omega Ratio Rank: 3939
Omega Ratio Rank
IGLN.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 3333
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. IGLN.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 (IGLN.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.LIGLN.LDifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+1.62

Omega ratioGain probability vs. loss probability

1.41

1.25

+0.16

Calmar ratioReturn relative to maximum drawdown

3.03

1.86

+1.17

Martin ratioReturn relative to average drawdown

8.99

4.79

+4.19

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

The current IUIT.L Sharpe Ratio is 2.55, which is higher than the IGLN.L Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of IUIT.L and IGLN.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.LIGLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.55

1.30

+1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

1.07

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.20

0.86

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

0.46

+0.70

Drawdowns

IUIT.L vs. IGLN.L - Drawdown Comparison

The maximum IUIT.L drawdown since its inception was -33.46%, smaller than the maximum IGLN.L drawdown of -45.24%. Use the drawdown chart below to compare losses from any high point for IUIT.L and IGLN.L.


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Drawdown Indicators


IUIT.LIGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.46%

-45.24%

+11.78%

Max Drawdown (1Y)

Largest decline over 1 year

-17.03%

-17.36%

+0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-26.40%

-17.36%

-9.04%

Max Drawdown (5Y)

Largest decline over 5 years

-33.46%

-21.15%

-12.31%

Max Drawdown (10Y)

Largest decline over 10 years

-33.46%

-21.15%

-12.31%

Current Drawdown

Current decline from peak

-3.14%

-15.66%

+12.52%

Average Drawdown

Average peak-to-trough decline

-6.02%

-19.80%

+13.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.76%

6.74%

-0.98%

Volatility

IUIT.L vs. IGLN.L - Volatility Comparison

iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a higher volatility of 7.49% compared to iShares Physical Gold ETC (IGLN.L) at 6.36%. This indicates that IUIT.L's price experiences larger fluctuations and is considered to be riskier than IGLN.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.LIGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.49%

6.36%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

15.53%

21.73%

-6.20%

Volatility (1Y)

Calculated over the trailing 1-year period

20.28%

24.78%

-4.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.61%

17.36%

+6.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.47%

15.54%

+6.93%

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

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


IUIT.L and IGLN.L have a correlation of 0.16, 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 IGLN.L.

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

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