IYW vs. IITU.L
IYW (iShares U.S. Technology ETF) and IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) are both Technology Equities funds from iShares - IYW tracks the Russell 1000 Technology RIC 22.5/45 Capped Index while IITU.L tracks the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 10 years, IYW returned 25.22%/yr vs 25.85%/yr for IITU.L. A 0.64 correlation means they provide meaningful diversification when combined. IYW charges 0.38%/yr vs 0.15%/yr for IITU.L.
Performance
IYW vs. IITU.L - Performance Comparison
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Different Trading Currencies
IYW 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, IYW achieves a 20.86% return, which is significantly higher than IITU.L's 18.75% return. Both investments have delivered pretty close results over the past 10 years, with IYW having a 25.22% annualized return and IITU.L not far ahead at 25.85%.
IYW
- 1D
- -5.92%
- 1M
- 3.93%
- YTD
- 20.86%
- 6M
- 18.95%
- 1Y
- 49.32%
- 3Y*
- 32.37%
- 5Y*
- 21.27%
- 10Y*
- 25.22%
IITU.L
- 1D
- -3.42%
- 1M
- 6.84%
- YTD
- 18.75%
- 6M
- 18.13%
- 1Y
- 45.51%
- 3Y*
- 33.37%
- 5Y*
- 23.32%
- 10Y*
- 25.85%
IYW vs. IITU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IYW iShares U.S. Technology ETF | 20.86% | 25.38% | 30.25% | 65.44% | -34.83% | 35.44% | 47.45% | 46.64% | -0.93% | 36.60% |
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) | 18.75% | 23.07% | 38.50% | 58.65% | -29.11% | 34.44% | 42.58% | 49.99% | -1.62% | 37.53% |
Correlation
The correlation between IYW and IITU.L is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2015 | 0.64 |
The correlation between IYW and IITU.L shifts across timeframes, from 0.64 (all time) to 0.76 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IYW vs. IITU.L — Risk / Return Rank
IYW
IITU.L
IYW vs. IITU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Technology ETF (IYW) 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.
| IYW | IITU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.36 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 2.70 | +0.09 |
| Martin ratioReturn relative to average drawdown | 9.08 | 8.10 | +0.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IYW | IITU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 2.23 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.86 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.01 | 1.08 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.75 | -0.41 |
Drawdowns
IYW vs. IITU.L - Drawdown Comparison
The maximum IYW drawdown since its inception was -81.90%, which is greater than IITU.L's maximum drawdown of -43.85%. Use the drawdown chart below to compare losses from any high point for IYW and IITU.L.
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Drawdown Indicators
| IYW | IITU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.90% | -43.85% | -38.05% |
Max Drawdown (1Y)Largest decline over 1 year | -17.81% | -16.80% | -1.01% |
Max Drawdown (3Y)Largest decline over 3 years | -26.47% | -26.42% | -0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -39.44% | -34.22% | -5.22% |
Max Drawdown (10Y)Largest decline over 10 years | -39.44% | -34.22% | -5.22% |
Current DrawdownCurrent decline from peak | -7.19% | -6.51% | -0.68% |
Average DrawdownAverage peak-to-trough decline | -34.65% | -10.62% | -24.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.45% | 5.60% | -0.15% |
Volatility
IYW vs. IITU.L - Volatility Comparison
iShares U.S. Technology ETF (IYW) has a higher volatility of 8.75% compared to iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) at 7.83%. This indicates that IYW's price experiences larger fluctuations and is considered to be riskier 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
| IYW | IITU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.75% | 7.83% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 17.04% | 15.52% | +1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.98% | 20.37% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.99% | 27.15% | -1.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.16% | 24.13% | +1.03% |
IYW vs. IITU.L - Expense Ratio Comparison
IYW has a 0.38% expense ratio, which is higher than IITU.L's 0.15% expense ratio.
Dividends
IYW vs. IITU.L - Dividend Comparison
IYW's dividend yield for the trailing twelve months is around 0.11%, while IITU.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IYW iShares U.S. Technology ETF | 0.11% | 0.14% | 0.21% | 0.34% | 0.50% | 0.31% | 0.56% | 0.72% | 0.92% | 0.82% | 1.14% | 1.12% |
Frequently Asked Questions
IYW and IITU.L have a correlation of 0.76, 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 0.38% for IYW.
IYW tracks Russell 1000 Technology RIC 22.5/45 Capped Index, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.38% for IYW and 0.15% for IITU.L.
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