LIT vs. ILIT

Last updated Jun 23, 2026

LIT (Global X Lithium & Battery Tech ETF) and ILIT (Ishares Lithium Miners And Producers ETF) are both Lithium & Battery Metals funds - LIT tracks the Solactive Global Lithium Index while ILIT tracks the STOXX Global Lithium Miners and Producers Index - USD - Benchmark TR Net. Both are passively managed. Over the past 3 years, LIT returned 10.70%/yr vs -5.16%/yr for ILIT. Their correlation of 0.91 suggests significant overlap in exposure. LIT charges 0.75%/yr vs 0.47%/yr for ILIT.

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.

Returns By Period

In the year-to-date period, LIT achieves a 27.30% return, which is significantly higher than ILIT's 20.43% return.

LIT

• 1D: 0.51%
• 1M: -3.18%
• YTD: 27.30%
• 6M: 26.02%
• 1Y: 129.27%
• 3Y*: 10.70%
• 5Y*: 4.07%
• 10Y*: 14.81%

ILIT

• 1D: -0.71%
• 1M: -6.71%
• YTD: 20.43%
• 6M: 20.23%
• 1Y: 160.57%
• 3Y*: -5.16%
• 5Y*: —
• 10Y*: —

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

LIT vs. ILIT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LIT Global X Lithium & Battery Tech ETF	27.30%	60.05%	-19.19%	-19.59%
ILIT Ishares Lithium Miners And Producers ETF	20.43%	81.51%	-45.14%	-28.86%

Correlation

The correlation between LIT and ILIT is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (All Time) Calculated using the full available price history since Jun 23, 2023	0.91

The correlation between LIT and ILIT has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

LIT vs. ILIT - Sectors Allocation Comparison

Sectors	LIT	ILIT
Basic Materials	49.9%	85.0%
Industrials	25.0%	10.8%
Technology	16.0%	0.4%
Consumer Cyclical	9.1%	3.7%
Communication Services	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-
Healthcare	-	-
Real Estate	-	-
Utilities	-	-

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: 93
LIT Sharpe Ratio Rank: 96
LIT Sortino Ratio Rank: 91
LIT Omega Ratio Rank: 90
LIT Calmar Ratio Rank: 95
LIT Martin Ratio Rank: 95

ILIT

ILIT Risk / Return Rank: 86
ILIT Sharpe Ratio Rank: 93
ILIT Sortino Ratio Rank: 82
ILIT Omega Ratio Rank: 75
ILIT Calmar Ratio Rank: 93
ILIT Martin Ratio Rank: 85

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LIT	ILIT	Difference
Sharpe ratio: Return per unit of total volatility	3.84	3.20	+0.64
Sortino ratio: Return per unit of downside risk	4.14	3.47	+0.67
Omega ratio: Gain probability vs. loss probability	1.55	1.42	+0.12
Calmar ratio: Return relative to maximum drawdown	7.90	6.06	+1.84
Martin ratio: Return relative to average drawdown	28.08	17.10	+10.98

LIT vs. ILIT - Sharpe Ratio Comparison

The current LIT Sharpe Ratio is 3.84, which is comparable to the ILIT Sharpe Ratio of 3.20. The chart below compares the historical Sharpe Ratios of LIT and ILIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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	-16.46%	-26.68%	+10.22%
Max Drawdown (3Y) Largest decline over 3 years	-53.01%	-73.69%	+20.68%
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	-10.99%	-21.22%	+10.23%
Average Drawdown Average peak-to-trough decline	-33.56%	-45.42%	+11.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.62%	9.43%	-4.81%

Volatility

LIT vs. ILIT - Volatility Comparison

The current volatility for Global X Lithium & Battery Tech ETF (LIT) is 10.69%, while Ishares Lithium Miners And Producers ETF (ILIT) has a volatility of 14.58%. 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	10.69%	14.58%	-3.89%
Volatility (6M) Calculated over the trailing 6-month period	23.79%	35.02%	-11.23%
Volatility (1Y) Calculated over the trailing 1-year period	33.94%	50.62%	-16.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.03%	41.97%	-9.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.78%	41.97%	-11.19%

LIT vs. ILIT - Expense Ratio Comparison

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

Dividends

LIT vs. ILIT - Dividend Comparison

LIT's dividend yield for the trailing twelve months is around 0.38%, less than ILIT's 1.71% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ILIT Ishares Lithium Miners And Producers ETF	1.71%	2.27%	6.48%	0.69%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LIT Global X Lithium & Battery Tech ETF	0.38%	0.49%	0.93%	1.11%	0.99%	0.22%	0.40%	1.85%	2.52%	3.26%	2.15%	0.24%

Frequently Asked Questions

Can I hold both LIT and ILIT in my portfolio?

LIT and ILIT have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LIT or ILIT?

ILIT has higher volatility (14.58%) compared to LIT (10.69%). In terms of maximum drawdown, LIT dropped -65.91% vs ILIT's -73.69%.

Which ETF is better, LIT or ILIT?

On 3-year performance, LIT leads with 10.70% vs -5.16% for ILIT. On fees, ILIT is cheaper at 0.47% per year. On volatility, LIT has been the lower-risk option at 10.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LIT or ILIT?

Over the 3-year period, LIT has performed better with a 10.70% return vs -5.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LIT or ILIT?

ILIT is cheaper with a 0.47% expense ratio, compared with 0.75% for LIT.

Which ETF pays a higher dividend yield, LIT or ILIT?

ILIT has the higher dividend yield at 1.71%, compared with 0.38% for LIT.

What is the main difference between LIT and ILIT?

LIT tracks Solactive Global Lithium Index, while ILIT tracks STOXX Global Lithium Miners and Producers Index - USD - Benchmark TR Net. They also come from different issuers: Global X and iShares. Their fees differ too: 0.75% for LIT and 0.47% for ILIT.

Which has better risk-adjusted returns?

LIT currently has the higher Sharpe Ratio (3.84 vs 3.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.