KLWD.L vs. IITU.L

Last updated Jun 5, 2026

KLWD.L (WisdomTree Cloud Computing UCITS ETF - USD Acc) and IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) are both Technology Equities funds - KLWD.L tracks the MSCI World/Information Tech NR USD while IITU.L tracks the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past year, KLWD.L returned -8.10% vs 53.38% for IITU.L. At a 0.43 correlation, their price movements are largely independent. KLWD.L charges 0.40%/yr vs 0.15%/yr for IITU.L.

Performance

KLWD.L vs. IITU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Cloud Computing UCITS ETF - USD Acc (KLWD.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.

Returns By Period

In the year-to-date period, KLWD.L achieves a -5.67% return, which is significantly lower than IITU.L's 23.25% return.

KLWD.L

• 1D: -2.99%
• 1M: 13.26%
• YTD: -5.67%
• 6M: -5.24%
• 1Y: -8.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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)

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

	2026 (YTD)	2025
KLWD.L WisdomTree Cloud Computing UCITS ETF - USD Acc	-5.67%	8.16%
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)	23.25%	42.45%

Correlation

The correlation between KLWD.L and IITU.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (All Time) Calculated using the full available price history since Apr 29, 2025	0.43

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

Sectors	KLWD.L	IITU.L
Technology	97.3%	99.6%
Healthcare	2.8%	-
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	0.1%
Financial Services	-	-
Industrials	-	0.0%
Real Estate	-	-
Utilities	-	-

Return for Risk

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

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

KLWD.L

KLWD.L Risk / Return Rank: 7
KLWD.L Sharpe Ratio Rank: 7
KLWD.L Sortino Ratio Rank: 7
KLWD.L Omega Ratio Rank: 7
KLWD.L Calmar Ratio Rank: 7
KLWD.L Martin Ratio Rank: 7

IITU.L

IITU.L Risk / Return Rank: 70
IITU.L Sharpe Ratio Rank: 84
IITU.L Sortino Ratio Rank: 78
IITU.L Omega Ratio Rank: 76
IITU.L Calmar Ratio Rank: 65
IITU.L Martin Ratio Rank: 49

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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cloud Computing UCITS ETF - USD Acc (KLWD.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.

	KLWD.L	IITU.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.22	2.71	-2.93
Sortino ratio: Return per unit of downside risk	-0.08	3.46	-3.54
Omega ratio: Gain probability vs. loss probability	0.99	1.44	-0.45
Calmar ratio: Return relative to maximum drawdown	-0.22	3.17	-3.39
Martin ratio: Return relative to average drawdown	-0.52	8.17	-8.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current KLWD.L Sharpe Ratio is -0.22, which is lower than the IITU.L Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of KLWD.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.

Sharpe Ratios by Period

	KLWD.L	IITU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.22	2.71	-2.93
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.16	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.28	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	1.23	-1.17

Drawdowns

KLWD.L vs. IITU.L - Drawdown Comparison

The maximum KLWD.L drawdown since its inception was -35.51%, which is greater than IITU.L's maximum drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for KLWD.L and IITU.L.

Drawdown Indicators

	KLWD.L	IITU.L	Difference
Max Drawdown Largest peak-to-trough decline	-35.51%	-28.03%	-7.48%
Max Drawdown (1Y) Largest decline over 1 year	-34.77%	-16.76%	-18.01%
Max Drawdown (3Y) Largest decline over 3 years	—	-28.03%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-28.03%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-28.03%	—
Current Drawdown Current decline from peak	-10.71%	-2.89%	-7.82%
Average Drawdown Average peak-to-trough decline	-11.11%	-5.14%	-5.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.63%	6.51%	+8.12%

Volatility

KLWD.L vs. IITU.L - Volatility Comparison

WisdomTree Cloud Computing UCITS ETF - USD Acc (KLWD.L) has a higher volatility of 15.82% compared to iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) at 7.01%. This indicates that KLWD.L'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.

Volatility by Period

	KLWD.L	IITU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.82%	7.01%	+8.81%
Volatility (6M) Calculated over the trailing 6-month period	30.90%	14.45%	+16.45%
Volatility (1Y) Calculated over the trailing 1-year period	34.46%	19.60%	+14.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.83%	21.94%	+11.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.83%	21.31%	+12.52%

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

KLWD.L has a 0.40% expense ratio, which is higher than IITU.L's 0.15% expense ratio.

Dividends

KLWD.L vs. IITU.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both KLWD.L and IITU.L in my portfolio?

KLWD.L and IITU.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, KLWD.L or IITU.L?

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.

Which ETF is cheaper, KLWD.L or IITU.L?

IITU.L is cheaper with a 0.15% expense ratio, compared with 0.40% for KLWD.L.

What is the main difference between KLWD.L and IITU.L?

KLWD.L tracks MSCI World/Information Tech NR USD, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.40% for KLWD.L and 0.15% for IITU.L.