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IWFM.L vs. IITU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IWFM.L vs. IITU.L

Last updated Jun 5, 2026

IWFM.L (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) and IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) are both exchange-traded funds - IWFM.L is a Momentum fund tracking the MSCI World Momentum Index, while IITU.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 10 years, IWFM.L returned 16.44%/yr vs 27.26%/yr for IITU.L. A 0.80 correlation means they provide meaningful diversification when combined. IWFM.L charges 0.25%/yr vs 0.15%/yr for IITU.L.

Performance

IWFM.L vs. IITU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWFM.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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, IWFM.L achieves a 22.13% return, which is significantly lower than IITU.L's 23.25% return. Over the past 10 years, IWFM.L has underperformed IITU.L with an annualized return of 16.44%, while IITU.L has yielded a comparatively higher 27.26% annualized return.

IWFM.L

1D
-0.86%
1M
8.93%
YTD
22.13%
6M
22.59%
1Y
35.15%
3Y*
26.24%
5Y*
14.83%
10Y*
16.44%

IITU.L

1D
-2.08%
1M
14.24%
YTD
23.25%
6M
22.00%
1Y
53.38%
3Y*
30.94%
5Y*
25.50%
10Y*
27.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWFM.L vs. IITU.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IWFM.L
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)		22.13%12.72%32.62%5.85%-8.21%15.58%24.16%23.25%1.62%20.40%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)		23.25%14.44%40.85%50.70%-20.63%35.67%38.34%44.21%4.28%25.57%

Correlation

The correlation between IWFM.L and IITU.L is 0.74, 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

0.74

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

0.81

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

0.73

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

0.80

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2015

0.80

The correlation between IWFM.L and IITU.L has been stable across timeframes, ranging from 0.73 to 0.81 - a consistent structural relationship.

IWFM.L vs. IITU.L - Sectors Allocation Comparison

Sectors
IWFM.L
IITU.L

Technology

26.0%
99.6%

Industrials

18.7%
0.0%

Financial Services

13.1%

-

Healthcare

10.7%

-

Energy

10.6%
0.1%

Communication Services

6.8%

-

Basic Materials

6.0%

-

Utilities

3.7%

-

Consumer Cyclical

1.6%

-

Consumer Defensive

1.5%

-

Real Estate

1.4%

-

Technology

IWFM.L
26.0%
IITU.L
99.6%

Industrials

IWFM.L
18.7%
IITU.L
0.0%

Financial Services

IWFM.L
13.1%
IITU.L

-

Healthcare

IWFM.L
10.7%
IITU.L

-

Energy

IWFM.L
10.6%
IITU.L
0.1%

Communication Services

IWFM.L
6.8%
IITU.L

-

Basic Materials

IWFM.L
6.0%
IITU.L

-

Utilities

IWFM.L
3.7%
IITU.L

-

Consumer Cyclical

IWFM.L
1.6%
IITU.L

-

Consumer Defensive

IWFM.L
1.5%
IITU.L

-

Real Estate

IWFM.L
1.4%
IITU.L

-

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iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)

iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)

Often compared with IWFM.L:
IWFM.L vs. SPMOIWFM.L vs. XDEM.DEIWFM.L vs. IMTMIWFM.L vs. IUMF.LIWFM.L vs. SPYIWFM.L vs. JPGL.LIWFM.L vs. ACWI
Often compared with IITU.L:
IITU.L vs. VGTIITU.L vs. CNX1.LIITU.L vs. VUAG.LIITU.L vs. XLKIITU.L vs. SMGB.LIITU.L vs. XLKQ.LIITU.L vs. QQQ

Return for Risk

IWFM.L vs. IITU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IWFM.L
IWFM.L Risk / Return Rank: 7272
Overall Rank
IWFM.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IWFM.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
IWFM.L Omega Ratio Rank: 6767
Omega Ratio Rank
IWFM.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
IWFM.L Martin Ratio Rank: 8080
Martin Ratio Rank
IITU.L
IITU.L Risk / Return Rank: 7070
Overall Rank
IITU.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 7676
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 4949
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.

IWFM.L vs. IITU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWFM.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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.

IWFM.LIITU.LDifference
Sharpe ratioReturn per unit of total volatility
2.16
2.71

-0.55

Sortino ratioReturn per unit of downside risk
3.18
3.46

-0.28

Omega ratioGain probability vs. loss probability

1.39

1.44

-0.05

Calmar ratioReturn relative to maximum drawdown

3.91

3.17

+0.74

Martin ratioReturn relative to average drawdown

15.27

8.17

+7.09

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IWFM.L vs. IITU.L - Sharpe Ratio Comparison

The current IWFM.L Sharpe Ratio is 2.16, which is comparable to the IITU.L Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of IWFM.L and IITU.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

IWFM.LIITU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

2.71

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

1.16

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

1.28

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

1.23

-0.25

Drawdowns

IWFM.L vs. IITU.L - Drawdown Comparison

The maximum IWFM.L drawdown since its inception was -22.58%, smaller than the maximum IITU.L drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for IWFM.L and IITU.L.

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Drawdown Indicators

IWFM.LIITU.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.58%

-28.03%

+5.45%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-16.76%

+7.81%

Max Drawdown (3Y)

Largest decline over 3 years

-20.40%

-28.03%

+7.63%

Max Drawdown (5Y)

Largest decline over 5 years

-20.40%

-28.03%

+7.63%

Max Drawdown (10Y)

Largest decline over 10 years

-22.58%

-28.03%

+5.45%

Current Drawdown

Current decline from peak

-0.86%

-2.89%

+2.03%

Average Drawdown

Average peak-to-trough decline

-4.94%

-5.14%

+0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

6.51%

-4.21%

Volatility

IWFM.L vs. IITU.L - Volatility Comparison

The current volatility for iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWFM.L) is 5.85%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 7.01%. This indicates that IWFM.L experiences smaller price fluctuations and is considered to be less risky than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IWFM.LIITU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

7.01%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

13.75%

14.45%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

16.21%

19.60%

-3.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.47%

21.94%

-5.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.18%

21.31%

-4.13%

IWFM.L vs. IITU.L - Expense Ratio Comparison

IWFM.L has a 0.25% expense ratio, which is higher than IITU.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

IWFM.L vs. IITU.L - Dividend Comparison

Neither IWFM.L nor IITU.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

IWFM.L and IITU.L have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IITU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IITU.L is cheaper with a 0.15% expense ratio, compared with 0.25% for IWFM.L.

IWFM.L is categorized as Momentum, while IITU.L is Technology Equities. IWFM.L tracks MSCI World Momentum Index, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.25% for IWFM.L and 0.15% for IITU.L.

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