LOPE vs. IITU.L

Last updated Apr 1, 2026

Compare and contrast key facts about Grand Canyon Education, Inc. (LOPE) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L).

IITU.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Information Technology Index. It was launched on Nov 20, 2015.

Performance

LOPE vs. IITU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grand Canyon Education, Inc. (LOPE) 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.

LOPE vs. IITU.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LOPE Grand Canyon Education, Inc.	2.24%	1.53%	24.05%	24.97%	23.28%	-7.95%	-2.80%	-0.36%	7.38%	53.17%
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)	-11.77%	23.07%	38.50%	58.65%	-29.11%	34.44%	42.58%	49.99%	-1.62%	37.53%

Different Trading Currencies

LOPE 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, LOPE achieves a 2.24% return, which is significantly higher than IITU.L's -11.77% return. Over the past 10 years, LOPE has underperformed IITU.L with an annualized return of 14.74%, while IITU.L has yielded a comparatively higher 22.03% annualized return.

LOPE

• 1D: 1.21%
• 1M: 6.89%
• YTD: 2.24%
• 6M: -22.54%
• 1Y: -1.73%
• 3Y*: 14.29%
• 5Y*: 9.05%
• 10Y*: 14.74%

IITU.L

• 1D: 0.96%
• 1M: -6.62%
• YTD: -11.77%
• 6M: -9.44%
• 1Y: 27.78%
• 3Y*: 25.56%
• 5Y*: 16.98%
• 10Y*: 22.03%

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

Return for Risk

LOPE vs. IITU.L — Risk / Return Rank

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

LOPE

LOPE Risk / Return Rank: 37
LOPE Sharpe Ratio Rank: 39
LOPE Sortino Ratio Rank: 34
LOPE Omega Ratio Rank: 34
LOPE Calmar Ratio Rank: 39
LOPE Martin Ratio Rank: 39

IITU.L

IITU.L Risk / Return Rank: 57
IITU.L Sharpe Ratio Rank: 63
IITU.L Sortino Ratio Rank: 64
IITU.L Omega Ratio Rank: 59
IITU.L Calmar Ratio Rank: 57
IITU.L Martin Ratio Rank: 40

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.

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

This table presents a comparison of risk-adjusted performance metrics for Grand Canyon Education, Inc. (LOPE) 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.

	LOPE	IITU.L	Difference
Sharpe ratio Return per unit of total volatility	-0.05	1.16	-1.21
Sortino ratio Return per unit of downside risk	0.16	1.70	-1.55
Omega ratio Gain probability vs. loss probability	1.02	1.22	-0.20
Calmar ratio Return relative to maximum drawdown	-0.09	1.49	-1.58
Martin ratio Return relative to average drawdown	-0.17	4.47	-4.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LOPE vs. IITU.L - Sharpe Ratio Comparison

The current LOPE Sharpe Ratio is -0.05, which is lower than the IITU.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of LOPE and IITU.L, 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

	LOPE	IITU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.05	1.16	-1.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	0.74	-0.43
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	1.01	-0.53
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.98	-0.49

Correlation

The correlation between LOPE and IITU.L is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

LOPE vs. IITU.L - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

LOPE vs. IITU.L - Drawdown Comparison

The maximum LOPE drawdown since its inception was -54.81%, which is greater than IITU.L's maximum drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for LOPE and IITU.L.

Drawdown Indicators

	LOPE	IITU.L	Difference
Max Drawdown Largest peak-to-trough decline	-54.81%	-28.03%	-26.78%
Max Drawdown (1Y) Largest decline over 1 year	-31.62%	-16.76%	-14.86%
Max Drawdown (5Y) Largest decline over 5 years	-39.13%	-28.03%	-11.10%
Max Drawdown (10Y) Largest decline over 10 years	-54.81%	-28.03%	-26.78%
Current Drawdown Current decline from peak	-22.91%	-16.25%	-6.66%
Average Drawdown Average peak-to-trough decline	-17.60%	-5.17%	-12.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.73%	6.50%	+10.23%

Volatility

LOPE vs. IITU.L - Volatility Comparison

Grand Canyon Education, Inc. (LOPE) has a higher volatility of 7.84% compared to iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) at 5.12%. This indicates that LOPE'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

	LOPE	IITU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.84%	5.12%	+2.72%
Volatility (6M) Calculated over the trailing 6-month period	24.32%	14.89%	+9.43%
Volatility (1Y) Calculated over the trailing 1-year period	32.85%	23.95%	+8.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.92%	23.03%	+6.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.83%	21.71%	+9.12%