NFLX vs. IITU.L
NFLX (Netflix, Inc.) 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, NFLX returned 23.92%/yr vs 26.00%/yr for IITU.L. At a 0.33 correlation, their price movements are largely independent.
Performance
NFLX vs. IITU.L - Performance Comparison
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Different Trading Currencies
NFLX 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, NFLX achieves a -14.31% return, which is significantly lower than IITU.L's 17.16% return. Over the past 10 years, NFLX has underperformed IITU.L with an annualized return of 23.92%, while IITU.L has yielded a comparatively higher 26.00% annualized return.
NFLX
- 1D
- -1.14%
- 1M
- -7.68%
- YTD
- -14.31%
- 6M
- -15.60%
- 1Y
- -33.72%
- 3Y*
- 22.62%
- 5Y*
- 10.45%
- 10Y*
- 23.92%
IITU.L
- 1D
- 2.31%
- 1M
- -0.57%
- YTD
- 17.16%
- 6M
- 18.68%
- 1Y
- 43.71%
- 3Y*
- 31.33%
- 5Y*
- 22.64%
- 10Y*
- 26.00%
NFLX vs. IITU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NFLX Netflix, Inc. | -14.31% | 5.19% | 83.07% | 65.11% | -51.05% | 11.41% | 67.11% | 20.89% | 39.44% | 55.06% |
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) | 17.16% | 23.07% | 38.50% | 58.65% | -29.11% | 34.44% | 42.58% | 49.99% | -1.62% | 37.53% |
Correlation
The correlation between NFLX and IITU.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 | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2015 | 0.33 |
Over the past year, the correlation between NFLX and IITU.L has dropped to 0.03 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
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Return for Risk
NFLX vs. IITU.L — Risk / Return Rank
NFLX
IITU.L
NFLX vs. IITU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NFLX | IITU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.04 | ||
| Sortino ratioReturn per unit of downside risk | -4.13 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.33 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 2.49 | -3.27 |
| Martin ratioReturn relative to average drawdown | -1.35 | 7.30 | -8.65 |
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Drawdowns
NFLX vs. IITU.L - Drawdown Comparison
The maximum NFLX drawdown since its inception was -81.99%, 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 NFLX and IITU.L.
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Drawdown Indicators
| NFLX | IITU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.99% | -43.85% | -38.14% |
Max Drawdown (1Y)Largest decline over 1 year | -43.35% | -16.80% | -26.55% |
Max Drawdown (3Y)Largest decline over 3 years | -43.35% | -26.42% | -16.93% |
Max Drawdown (5Y)Largest decline over 5 years | -75.95% | -34.22% | -41.73% |
Max Drawdown (10Y)Largest decline over 10 years | -75.95% | -34.22% | -41.73% |
Current DrawdownCurrent decline from peak | -40.01% | -7.76% | -32.25% |
Average DrawdownAverage peak-to-trough decline | -24.91% | -10.61% | -14.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.19% | 5.74% | +19.45% |
Volatility
NFLX vs. IITU.L - Volatility Comparison
The current volatility for Netflix, Inc. (NFLX) is 5.85%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 8.47%. This indicates that NFLX 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
| NFLX | IITU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 8.47% | -2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 24.58% | 16.15% | +8.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.05% | 20.80% | +12.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.09% | 27.22% | +15.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.49% | 24.16% | +17.33% |
Dividends
NFLX vs. IITU.L - Dividend Comparison
Neither NFLX nor IITU.L has paid dividends to shareholders.
Frequently Asked Questions
NFLX and IITU.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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