LLY vs. IITU.L
LLY (Eli Lilly and Company) is a stock, while IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) is Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Over the past 10 years, LLY returned 33.36%/yr vs 25.85%/yr for IITU.L. At a 0.16 correlation, their price movements are largely independent.
Performance
LLY vs. IITU.L - Performance Comparison
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Different Trading Currencies
LLY 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, LLY achieves a 5.64% return, which is significantly lower than IITU.L's 18.75% return. Over the past 10 years, LLY has outperformed IITU.L with an annualized return of 33.36%, while IITU.L has yielded a comparatively lower 25.85% annualized return.
LLY
- 1D
- 0.55%
- 1M
- 14.82%
- YTD
- 5.64%
- 6M
- 12.37%
- 1Y
- 48.81%
- 3Y*
- 37.66%
- 5Y*
- 42.48%
- 10Y*
- 33.36%
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%
LLY vs. IITU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 5.64% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
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 LLY and IITU.L is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2015 | 0.16 |
The correlation between LLY and IITU.L shifts across timeframes, from -0.08 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LLY vs. IITU.L — Risk / Return Rank
LLY
IITU.L
LLY vs. IITU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) 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.
| LLY | IITU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.36 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | 2.70 | -0.62 |
| Martin ratioReturn relative to average drawdown | 5.16 | 8.10 | -2.94 |
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
| LLY | IITU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 2.23 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.30 | 0.86 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.11 | 1.08 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.75 | -0.18 |
Drawdowns
LLY vs. IITU.L - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, 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 LLY and IITU.L.
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Drawdown Indicators
| LLY | IITU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -43.85% | -24.39% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -16.80% | -6.84% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -26.42% | -8.06% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -34.22% | -0.26% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -34.22% | -0.26% |
Current DrawdownCurrent decline from peak | 0.00% | -6.51% | +6.51% |
Average DrawdownAverage peak-to-trough decline | -19.22% | -10.62% | -8.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 5.60% | +3.89% |
Volatility
LLY vs. IITU.L - Volatility Comparison
Eli Lilly and Company (LLY) has a higher volatility of 9.72% compared to iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) at 7.83%. This indicates that LLY'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
| LLY | IITU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.72% | 7.83% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 27.08% | 15.52% | +11.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.06% | 20.37% | +17.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.83% | 27.15% | +5.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.17% | 24.13% | +6.04% |
Dividends
LLY vs. IITU.L - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.57%, 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% |
LLY Eli Lilly and Company | 0.57% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
Frequently Asked Questions
LLY and IITU.L have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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