LIT vs. ILIT

Last updated Apr 1, 2026

Compare and contrast key facts about Global X Lithium & Battery Tech ETF (LIT) and Ishares Lithium Miners And Producers ETF (ILIT).

LIT and ILIT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LIT is a passively managed fund by Global X that tracks the performance of the Solactive Global Lithium Index. It was launched on Jul 22, 2010. ILIT is a passively managed fund by iShares that tracks the performance of the STOXX Global Lithium Miners and Producers Index - USD - Benchmark TR Net. It was launched on Jun 21, 2023. Both LIT and ILIT 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

LIT vs. ILIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Lithium & Battery Tech ETF (LIT) and Ishares Lithium Miners And Producers ETF (ILIT). The values are adjusted to include any dividend payments, if applicable.

LIT vs. ILIT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LIT Global X Lithium & Battery Tech ETF	14.63%	60.05%	-19.19%	-17.59%
ILIT Ishares Lithium Miners And Producers ETF	10.28%	81.51%	-45.14%	-28.86%

Returns By Period

In the year-to-date period, LIT achieves a 14.63% return, which is significantly higher than ILIT's 10.28% return.

LIT

• 1D: 2.54%
• 1M: -1.39%
• YTD: 14.63%
• 6M: 31.14%
• 1Y: 92.83%
• 3Y*: 6.29%
• 5Y*: 5.25%
• 10Y*: 14.87%

ILIT

• 1D: 1.54%
• 1M: -4.65%
• YTD: 10.28%
• 6M: 45.10%
• 1Y: 117.09%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LIT vs. ILIT - Expense Ratio Comparison

LIT has a 0.75% expense ratio, which is higher than ILIT's 0.47% expense ratio.

LIT

Global X Lithium & Battery Tech ETF

ILIT

Ishares Lithium Miners And Producers ETF

Return for Risk

LIT vs. ILIT — Risk / Return Rank

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

LIT

LIT Risk / Return Rank: 96
LIT Sharpe Ratio Rank: 97
LIT Sortino Ratio Rank: 96
LIT Omega Ratio Rank: 95
LIT Calmar Ratio Rank: 97
LIT Martin Ratio Rank: 97

ILIT

ILIT Risk / Return Rank: 93
ILIT Sharpe Ratio Rank: 95
ILIT Sortino Ratio Rank: 94
ILIT Omega Ratio Rank: 88
ILIT Calmar Ratio Rank: 97
ILIT Martin Ratio Rank: 93

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.

LIT vs. ILIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Lithium & Battery Tech ETF (LIT) and Ishares Lithium Miners And Producers ETF (ILIT). 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.

	LIT	ILIT	Difference
Sharpe ratio Return per unit of total volatility	2.70	2.37	+0.33
Sortino ratio Return per unit of downside risk	3.28	2.92	+0.35
Omega ratio Gain probability vs. loss probability	1.44	1.35	+0.09
Calmar ratio Return relative to maximum drawdown	5.00	4.85	+0.16
Martin ratio Return relative to average drawdown	19.45	13.48	+5.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LIT vs. ILIT - Sharpe Ratio Comparison

The current LIT Sharpe Ratio is 2.70, which is comparable to the ILIT Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of LIT and ILIT, 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

	LIT	ILIT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.70	2.37	+0.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.17	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	-0.21	+0.45

Correlation

The correlation between LIT and ILIT is 0.91, 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.

Dividends

LIT vs. ILIT - Dividend Comparison

LIT's dividend yield for the trailing twelve months is around 0.42%, less than ILIT's 2.06% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LIT Global X Lithium & Battery Tech ETF	0.42%	0.49%	0.93%	1.11%	0.99%	0.22%	0.40%	1.85%	2.52%	3.26%	2.15%	0.24%
ILIT Ishares Lithium Miners And Producers ETF	2.06%	2.27%	6.48%	0.69%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

LIT vs. ILIT - Drawdown Comparison

The maximum LIT drawdown since its inception was -65.91%, smaller than the maximum ILIT drawdown of -73.69%. Use the drawdown chart below to compare losses from any high point for LIT and ILIT.

Drawdown Indicators

	LIT	ILIT	Difference
Max Drawdown Largest peak-to-trough decline	-65.91%	-73.69%	+7.78%
Max Drawdown (1Y) Largest decline over 1 year	-17.61%	-22.86%	+5.25%
Max Drawdown (5Y) Largest decline over 5 years	-65.91%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-65.91%	—	—
Current Drawdown Current decline from peak	-19.86%	-27.85%	+7.99%
Average Drawdown Average peak-to-trough decline	-33.90%	-47.87%	+13.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.63%	8.22%	-3.59%

Volatility

LIT vs. ILIT - Volatility Comparison

The current volatility for Global X Lithium & Battery Tech ETF (LIT) is 11.99%, while Ishares Lithium Miners And Producers ETF (ILIT) has a volatility of 15.03%. This indicates that LIT experiences smaller price fluctuations and is considered to be less risky than ILIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LIT	ILIT	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.99%	15.03%	-3.04%
Volatility (6M) Calculated over the trailing 6-month period	24.73%	37.65%	-12.92%
Volatility (1Y) Calculated over the trailing 1-year period	34.57%	49.81%	-15.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.68%	41.40%	-9.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.50%	41.40%	-10.90%