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MIDD.L vs. IITU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MIDD.L vs. IITU.L

Last updated Jun 5, 2026

MIDD.L (iShares FTSE 250 UCITS ETF) and IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) are both exchange-traded funds - MIDD.L is a Europe Equities fund tracking the FTSE 250 Ex Investment Trust TR GBP, while IITU.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 10 years, MIDD.L returned 5.54%/yr vs 27.26%/yr for IITU.L. At a 0.46 correlation, their price movements are largely independent. MIDD.L charges 0.40%/yr vs 0.15%/yr for IITU.L.

Performance

MIDD.L vs. IITU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares FTSE 250 UCITS ETF (MIDD.L) 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.

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Returns By Period

In the year-to-date period, MIDD.L achieves a 5.26% return, which is significantly lower than IITU.L's 23.25% return. Over the past 10 years, MIDD.L has underperformed IITU.L with an annualized return of 5.54%, while IITU.L has yielded a comparatively higher 27.26% annualized return.

MIDD.L

1D
0.56%
1M
4.32%
YTD
5.26%
6M
7.17%
1Y
13.79%
3Y*
9.96%
5Y*
3.14%
10Y*
5.54%

IITU.L

1D
-2.08%
1M
14.24%
YTD
23.25%
6M
22.00%
1Y
53.38%
3Y*
30.94%
5Y*
25.50%
10Y*
27.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIDD.L vs. IITU.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MIDD.L
iShares FTSE 250 UCITS ETF		5.26%12.44%7.33%7.76%-17.86%16.27%-5.34%28.46%-13.44%17.34%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)		23.25%14.44%40.85%50.70%-20.63%35.67%38.34%44.21%4.28%25.57%

Correlation

The correlation between MIDD.L and IITU.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

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

0.38

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

0.46

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

0.45

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2015

0.46

MIDD.L vs. IITU.L - Sectors Allocation Comparison

Sectors
MIDD.L
IITU.L

Industrials

19.9%
0.0%

Financial Services

19.5%

-

Consumer Cyclical

13.3%

-

Real Estate

9.4%

-

Technology

9.2%
99.6%

Basic Materials

6.6%

-

Consumer Defensive

6.1%

-

Communication Services

5.9%

-

Healthcare

4.4%

-

Utilities

3.0%

-

Energy

2.5%
0.1%

Industrials

MIDD.L
19.9%
IITU.L
0.0%

Financial Services

MIDD.L
19.5%
IITU.L

-

Consumer Cyclical

MIDD.L
13.3%
IITU.L

-

Real Estate

MIDD.L
9.4%
IITU.L

-

Technology

MIDD.L
9.2%
IITU.L
99.6%

Basic Materials

MIDD.L
6.6%
IITU.L

-

Consumer Defensive

MIDD.L
6.1%
IITU.L

-

Communication Services

MIDD.L
5.9%
IITU.L

-

Healthcare

MIDD.L
4.4%
IITU.L

-

Utilities

MIDD.L
3.0%
IITU.L

-

Energy

MIDD.L
2.5%
IITU.L
0.1%

Compare stocks, funds, or ETFs

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iShares FTSE 250 UCITS ETF

iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)

Often compared with MIDD.L:
MIDD.L vs. VMID.LMIDD.L vs. CSUK.LMIDD.L vs. CUKS.LMIDD.L vs. ISF.LMIDD.L vs. HMWO.LMIDD.L vs. SWDA.LMIDD.L vs. FTAL.L
Often compared with IITU.L:
IITU.L vs. VGTIITU.L vs. CNX1.LIITU.L vs. VUAG.LIITU.L vs. XLKIITU.L vs. SMGB.LIITU.L vs. XLKQ.LIITU.L vs. QQQ

Return for Risk

MIDD.L vs. IITU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MIDD.L
MIDD.L Risk / Return Rank: 3030
Overall Rank
MIDD.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
MIDD.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
MIDD.L Omega Ratio Rank: 3131
Omega Ratio Rank
MIDD.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
MIDD.L Martin Ratio Rank: 2929
Martin Ratio Rank
IITU.L
IITU.L Risk / Return Rank: 7070
Overall Rank
IITU.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 7676
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 4949
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares FTSE 250 UCITS ETF (MIDD.L) 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.

MIDD.LIITU.LDifference
Sharpe ratioReturn per unit of total volatility
1.10
2.71

-1.61

Sortino ratioReturn per unit of downside risk
1.67
3.46

-1.79

Omega ratioGain probability vs. loss probability

1.21

1.44

-0.24

Calmar ratioReturn relative to maximum drawdown

1.19

3.17

-1.98

Martin ratioReturn relative to average drawdown

4.19

8.17

-3.98

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MIDD.L vs. IITU.L - Sharpe Ratio Comparison

The current MIDD.L Sharpe Ratio is 1.10, which is lower than the IITU.L Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of MIDD.L and IITU.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

MIDD.LIITU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

2.71

-1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

1.16

-0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

1.28

-0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

1.23

-0.75

Drawdowns

MIDD.L vs. IITU.L - Drawdown Comparison

The maximum MIDD.L drawdown since its inception was -51.66%, which is greater than IITU.L's maximum drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for MIDD.L and IITU.L.

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Drawdown Indicators

MIDD.LIITU.LDifference

Max Drawdown

Largest peak-to-trough decline

-51.66%

-28.03%

-23.63%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-16.76%

+5.22%

Max Drawdown (3Y)

Largest decline over 3 years

-16.92%

-28.03%

+11.11%

Max Drawdown (5Y)

Largest decline over 5 years

-29.93%

-28.03%

-1.90%

Max Drawdown (10Y)

Largest decline over 10 years

-41.60%

-28.03%

-13.57%

Current Drawdown

Current decline from peak

-0.77%

-2.89%

+2.12%

Average Drawdown

Average peak-to-trough decline

-8.76%

-5.14%

-3.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

6.51%

-3.23%

Volatility

MIDD.L vs. IITU.L - Volatility Comparison

The current volatility for iShares FTSE 250 UCITS ETF (MIDD.L) is 3.92%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 7.01%. This indicates that MIDD.L experiences smaller price fluctuations and is considered to be less risky 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

MIDD.LIITU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

7.01%

-3.09%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

14.45%

-4.18%

Volatility (1Y)

Calculated over the trailing 1-year period

12.49%

19.60%

-7.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

21.94%

-6.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

21.31%

-4.77%

MIDD.L vs. IITU.L - Expense Ratio Comparison

MIDD.L has a 0.40% expense ratio, which is higher than IITU.L's 0.15% expense ratio.

Dividends

MIDD.L vs. IITU.L - Dividend Comparison

MIDD.L's dividend yield for the trailing twelve months is around 3.43%, while IITU.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%
MIDD.L
iShares FTSE 250 UCITS ETF		3.43%3.56%3.05%3.17%2.76%2.01%1.51%2.72%3.07%2.80%2.67%2.80%

Frequently Asked Questions

MIDD.L and IITU.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IITU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IITU.L is cheaper with a 0.15% expense ratio, compared with 0.40% for MIDD.L.

MIDD.L is categorized as Europe Equities, while IITU.L is Technology Equities. MIDD.L tracks FTSE 250 Ex Investment Trust TR GBP, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.40% for MIDD.L and 0.15% for IITU.L.

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