LSEG.L vs. IUIT.L
LSEG.L (London Stock Exchange Group plc) is a stock, while IUIT.L (iShares S&P 500 Information Technology Sector UCITS ETF) is Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Over the past 10 years, LSEG.L returned 14.59%/yr vs 27.27%/yr for IUIT.L. At a 0.28 correlation, their price movements are largely independent.
Performance
LSEG.L vs. IUIT.L - Performance Comparison
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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%
LSEG.L vs. IUIT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
LSEG.L
IUIT.L
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.L | IUIT.L | Difference | |
|---|---|---|---|
| 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 |
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
| LSEG.L | IUIT.L | Difference | |
|---|---|---|---|
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.L | IUIT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -22.39% | -2.79% | -19.60% |
Average DrawdownAverage peak-to-trough decline | -19.48% | -5.29% | -14.19% |
Ulcer IndexDepth 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.L | IUIT.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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