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IUIT.L vs. SXLK.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IUIT.L and SXLK.AS is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

IUIT.L vs. SXLK.AS - 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 U.S. Technology Select Sector UCITS ETF (SXLK.AS). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
14.26%
12.38%
IUIT.L
SXLK.AS

Key characteristics

Sharpe Ratio

IUIT.L:

1.11

SXLK.AS:

0.79

Sortino Ratio

IUIT.L:

1.57

SXLK.AS:

1.15

Omega Ratio

IUIT.L:

1.21

SXLK.AS:

1.16

Calmar Ratio

IUIT.L:

1.69

SXLK.AS:

1.02

Martin Ratio

IUIT.L:

5.41

SXLK.AS:

3.16

Ulcer Index

IUIT.L:

4.57%

SXLK.AS:

5.26%

Daily Std Dev

IUIT.L:

22.11%

SXLK.AS:

20.98%

Max Drawdown

IUIT.L:

-33.46%

SXLK.AS:

-34.44%

Current Drawdown

IUIT.L:

-6.04%

SXLK.AS:

-4.88%

Returns By Period

In the year-to-date period, IUIT.L achieves a -4.17% return, which is significantly lower than SXLK.AS's -2.59% return.


IUIT.L

YTD

-4.17%

1M

-3.64%

6M

14.26%

1Y

24.57%

5Y*

21.24%

10Y*

N/A

SXLK.AS

YTD

-2.59%

1M

-3.31%

6M

19.88%

1Y

18.21%

5Y*

19.60%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IUIT.L vs. SXLK.AS - Expense Ratio Comparison

Both IUIT.L and SXLK.AS 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%.


IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
Expense ratio chart for IUIT.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for SXLK.AS: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

IUIT.L vs. SXLK.AS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IUIT.L
The Risk-Adjusted Performance Rank of IUIT.L is 5050
Overall Rank
The Sharpe Ratio Rank of IUIT.L is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of IUIT.L is 4545
Sortino Ratio Rank
The Omega Ratio Rank of IUIT.L is 4848
Omega Ratio Rank
The Calmar Ratio Rank of IUIT.L is 5959
Calmar Ratio Rank
The Martin Ratio Rank of IUIT.L is 5252
Martin Ratio Rank

SXLK.AS
The Risk-Adjusted Performance Rank of SXLK.AS is 3636
Overall Rank
The Sharpe Ratio Rank of SXLK.AS is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of SXLK.AS is 3131
Sortino Ratio Rank
The Omega Ratio Rank of SXLK.AS is 3535
Omega Ratio Rank
The Calmar Ratio Rank of SXLK.AS is 4444
Calmar Ratio Rank
The Martin Ratio Rank of SXLK.AS is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IUIT.L vs. SXLK.AS - Risk-Adjusted Performance 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 U.S. Technology Select Sector UCITS ETF (SXLK.AS). 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.


Sharpe ratio
The chart of Sharpe ratio for IUIT.L, currently valued at 0.96, compared to the broader market0.002.004.000.960.47
The chart of Sortino ratio for IUIT.L, currently valued at 1.38, compared to the broader market0.005.0010.001.380.76
The chart of Omega ratio for IUIT.L, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.10
The chart of Calmar ratio for IUIT.L, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.450.64
The chart of Martin ratio for IUIT.L, currently valued at 4.62, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.622.03
IUIT.L
SXLK.AS

The current IUIT.L Sharpe Ratio is 1.11, which is higher than the SXLK.AS Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of IUIT.L and SXLK.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.96
0.47
IUIT.L
SXLK.AS

Dividends

IUIT.L vs. SXLK.AS - Dividend Comparison

Neither IUIT.L nor SXLK.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IUIT.L vs. SXLK.AS - Drawdown Comparison

The maximum IUIT.L drawdown since its inception was -33.46%, roughly equal to the maximum SXLK.AS drawdown of -34.44%. Use the drawdown chart below to compare losses from any high point for IUIT.L and SXLK.AS. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.04%
-6.19%
IUIT.L
SXLK.AS

Volatility

IUIT.L vs. SXLK.AS - Volatility Comparison

iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) and SPDR S&P U.S. Technology Select Sector UCITS ETF (SXLK.AS) have volatilities of 9.55% and 9.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
9.55%
9.15%
IUIT.L
SXLK.AS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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