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LSEG.L vs. IUIT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LSEG.L vs. IUIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in London Stock Exchange Group plc (LSEG.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LSEG.L is traded in GBp, while IUIT.L is traded in USD. To make them comparable, the IUIT.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, LSEG.L achieves a 3.50% return, which is significantly lower than IUIT.L's 23.54% return. Over the past 10 years, LSEG.L has underperformed IUIT.L with an annualized return of 14.59%, while IUIT.L has yielded a comparatively higher 27.27% annualized return.


LSEG.L

1D
5.29%
1M
-1.91%
YTD
3.50%
6M
7.09%
1Y
-17.51%
3Y*
3.30%
5Y*
5.26%
10Y*
14.59%

IUIT.L

1D
-2.11%
1M
12.08%
YTD
23.54%
6M
21.60%
1Y
52.27%
3Y*
31.04%
5Y*
25.52%
10Y*
27.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSEG.L vs. IUIT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSEG.L
London Stock Exchange Group plc
3.50%-19.64%23.26%31.78%4.28%-22.30%17.31%92.96%8.43%31.87%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
23.50%14.17%40.92%51.48%-20.73%35.36%38.94%43.23%4.43%25.62%

Correlation

The correlation between LSEG.L and IUIT.L is 0.03, 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

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2015

0.28

Over the past year, the correlation between LSEG.L and IUIT.L has dropped to 0.03 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

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Return for Risk

LSEG.L vs. IUIT.L — Risk / Return Rank

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

LSEG.L
LSEG.L Risk / Return Rank: 2121
Overall Rank
LSEG.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
LSEG.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
LSEG.L Omega Ratio Rank: 1717
Omega Ratio Rank
LSEG.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
LSEG.L Martin Ratio Rank: 2525
Martin Ratio Rank

IUIT.L
IUIT.L Risk / Return Rank: 6868
Overall Rank
IUIT.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IUIT.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
IUIT.L Omega Ratio Rank: 7070
Omega Ratio Rank
IUIT.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
IUIT.L Martin Ratio Rank: 5353
Martin Ratio Rank
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.

LSEG.L vs. IUIT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for London Stock Exchange Group plc (LSEG.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.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.


LSEG.LIUIT.LDifference
Sharpe ratioReturn per unit of total volatility

-3.17

Sortino ratioReturn per unit of downside risk

-3.99

Omega ratioGain probability vs. loss probability

0.92

1.43

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.48

3.13

-3.61

Martin ratioReturn relative to average drawdown

-0.85

7.94

-8.79

LSEG.L vs. IUIT.L - Sharpe Ratio Comparison

The current LSEG.L Sharpe Ratio is -0.56, which is lower than the IUIT.L Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of LSEG.L and IUIT.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.


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Sharpe Ratios by Period


LSEG.LIUIT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.56

2.61

-3.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

1.12

-0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

1.24

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

1.23

-0.73

Drawdowns

LSEG.L vs. IUIT.L - Drawdown Comparison

The maximum LSEG.L drawdown since its inception was -80.59%, which is greater than IUIT.L's maximum drawdown of -28.01%. Use the drawdown chart below to compare losses from any high point for LSEG.L and IUIT.L.


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Drawdown Indicators


LSEG.LIUIT.LDifference

Max Drawdown

Largest peak-to-trough decline

-80.59%

-28.01%

-52.58%

Max Drawdown (1Y)

Largest decline over 1 year

-36.72%

-16.96%

-19.76%

Max Drawdown (3Y)

Largest decline over 3 years

-39.94%

-28.01%

-11.93%

Max Drawdown (5Y)

Largest decline over 5 years

-39.94%

-28.01%

-11.93%

Max Drawdown (10Y)

Largest decline over 10 years

-39.94%

-28.01%

-11.93%

Current Drawdown

Current decline from peak

-22.39%

-2.79%

-19.60%

Average Drawdown

Average peak-to-trough decline

-19.48%

-5.29%

-14.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.67%

6.70%

+13.97%

Volatility

LSEG.L vs. IUIT.L - Volatility Comparison

London Stock Exchange Group plc (LSEG.L) has a higher volatility of 9.82% compared to iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) at 7.58%. This indicates that LSEG.L's price experiences larger fluctuations and is considered to be riskier than IUIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSEG.LIUIT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.82%

7.58%

+2.24%

Volatility (6M)

Calculated over the trailing 6-month period

25.02%

15.33%

+9.69%

Volatility (1Y)

Calculated over the trailing 1-year period

31.71%

20.32%

+11.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.84%

22.83%

+1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.56%

22.51%

+3.05%

Dividends

LSEG.L vs. IUIT.L - Dividend Comparison

LSEG.L's dividend yield for the trailing twelve months is around 1.64%, while IUIT.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LSEG.L
London Stock Exchange Group plc
1.64%1.52%1.07%1.20%1.43%1.11%0.81%0.82%1.34%1.20%1.28%0.86%

Frequently Asked Questions


LSEG.L and IUIT.L have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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