IWSZ.L vs. IITU.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI World Mid-Cap Equal Weight UCITS ETF (IWSZ.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L).

IWSZ.L and IITU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWSZ.L is a passively managed fund by iShares that tracks the performance of the MSCI World Mid-Cap Equal Weighted Index. It was launched on Oct 3, 2014. IITU.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Information Technology Index. It was launched on Nov 20, 2015. Both IWSZ.L and IITU.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IWSZ.L vs. IITU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Mid-Cap Equal Weight UCITS ETF (IWSZ.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.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IWSZ.L iShares MSCI World Mid-Cap Equal Weight UCITS ETF	0.73%	21.40%	5.93%	16.04%	-17.96%	12.56%	10.79%	23.39%	-14.41%	24.35%
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)	-8.64%	23.07%	38.50%	58.65%	-29.11%	34.44%	42.58%	49.99%	-1.62%	37.53%

Different Trading Currencies

IWSZ.L is traded in USD, while IITU.L is traded in GBp. To make them comparable, the IITU.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IWSZ.L achieves a 0.73% return, which is significantly higher than IITU.L's -11.77% return. Over the past 10 years, IWSZ.L has underperformed IITU.L with an annualized return of 8.15%, while IITU.L has yielded a comparatively higher 22.03% annualized return.

IWSZ.L

• 1D: 2.95%
• 1M: -5.15%
• YTD: 0.73%
• 6M: 4.34%
• 1Y: 20.15%
• 3Y*: 12.65%
• 5Y*: 5.40%
• 10Y*: 8.15%

IITU.L

• 1D: 0.00%
• 1M: -6.19%
• YTD: -11.77%
• 6M: -9.92%
• 1Y: 25.12%
• 3Y*: 25.56%
• 5Y*: 16.98%
• 10Y*: 22.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

IWSZ.L has a 0.30% expense ratio, which is higher than IITU.L's 0.15% expense ratio.

IWSZ.L

iShares MSCI World Mid-Cap Equal Weight UCITS ETF

IITU.L

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

Return for Risk

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

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

IWSZ.L

IWSZ.L Risk / Return Rank: 71
IWSZ.L Sharpe Ratio Rank: 74
IWSZ.L Sortino Ratio Rank: 72
IWSZ.L Omega Ratio Rank: 71
IWSZ.L Calmar Ratio Rank: 71
IWSZ.L Martin Ratio Rank: 68

IITU.L

IITU.L Risk / Return Rank: 55
IITU.L Sharpe Ratio Rank: 60
IITU.L Sortino Ratio Rank: 61
IITU.L Omega Ratio Rank: 55
IITU.L Calmar Ratio Rank: 57
IITU.L Martin Ratio Rank: 42

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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Mid-Cap Equal Weight UCITS ETF (IWSZ.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.

	IWSZ.L	IITU.L	Difference
Sharpe ratio Return per unit of total volatility	1.40	1.05	+0.35
Sortino ratio Return per unit of downside risk	1.94	1.57	+0.37
Omega ratio Gain probability vs. loss probability	1.28	1.20	+0.08
Calmar ratio Return relative to maximum drawdown	2.10	1.42	+0.68
Martin ratio Return relative to average drawdown	7.96	4.38	+3.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IWSZ.L Sharpe Ratio is 1.40, which is higher than the IITU.L Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of IWSZ.L and IITU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IWSZ.L	IITU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	1.05	+0.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.34	0.74	-0.40
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	1.01	-0.52
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.98	-0.54

Correlation

The correlation between IWSZ.L and IITU.L is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IWSZ.L vs. IITU.L - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

IWSZ.L vs. IITU.L - Drawdown Comparison

The maximum IWSZ.L drawdown since its inception was -38.11%, which is greater than IITU.L's maximum drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for IWSZ.L and IITU.L.

Drawdown Indicators

	IWSZ.L	IITU.L	Difference
Max Drawdown Largest peak-to-trough decline	-38.11%	-28.03%	-10.08%
Max Drawdown (1Y) Largest decline over 1 year	-10.45%	-16.76%	+6.31%
Max Drawdown (5Y) Largest decline over 5 years	-30.13%	-28.03%	-2.10%
Max Drawdown (10Y) Largest decline over 10 years	-38.11%	-28.03%	-10.08%
Current Drawdown Current decline from peak	-6.09%	-13.74%	+7.65%
Average Drawdown Average peak-to-trough decline	-7.00%	-5.17%	-1.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.50%	6.26%	-3.76%

Volatility

IWSZ.L vs. IITU.L - Volatility Comparison

iShares MSCI World Mid-Cap Equal Weight UCITS ETF (IWSZ.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) have volatilities of 5.19% and 5.11%, 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.

Volatility by Period

	IWSZ.L	IITU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.19%	5.11%	+0.08%
Volatility (6M) Calculated over the trailing 6-month period	8.55%	14.85%	-6.30%
Volatility (1Y) Calculated over the trailing 1-year period	14.37%	23.90%	-9.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.00%	23.02%	-7.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.51%	21.71%	-5.20%