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

Performance

NU vs. IUIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nu Holdings Ltd. (NU) 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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Returns By Period

In the year-to-date period, NU achieves a -27.18% return, which is significantly lower than IUIT.L's 17.28% return.


NU

1D
0.83%
1M
-5.72%
YTD
-27.18%
6M
-27.87%
1Y
2.44%
3Y*
17.37%
5Y*
10Y*

IUIT.L

1D
2.98%
1M
0.18%
YTD
17.28%
6M
18.91%
1Y
43.37%
3Y*
31.45%
5Y*
22.66%
10Y*
26.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NU vs. IUIT.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NU
Nu Holdings Ltd.
-27.18%61.58%24.37%104.67%-56.61%-16.62%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
17.28%22.93%38.51%59.45%-29.15%1.22%

Correlation

The correlation between NU and IUIT.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.25

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2021

0.29

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Return for Risk

NU vs. IUIT.L — Risk / Return Rank

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

NU
NU Risk / Return Rank: 4242
Overall Rank
NU Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
NU Sortino Ratio Rank: 4040
Sortino Ratio Rank
NU Omega Ratio Rank: 3939
Omega Ratio Rank
NU Calmar Ratio Rank: 4444
Calmar Ratio Rank
NU Martin Ratio Rank: 4444
Martin Ratio Rank

IUIT.L
IUIT.L Risk / Return Rank: 6262
Overall Rank
IUIT.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IUIT.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
IUIT.L Omega Ratio Rank: 6464
Omega Ratio Rank
IUIT.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
IUIT.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.

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

This table presents a comparison of risk-adjusted performance metrics for Nu Holdings Ltd. (NU) 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.

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.


NUIUIT.LDifference
Sharpe ratioReturn per unit of total volatility

-1.96

Sortino ratioReturn per unit of downside risk

-2.37

Omega ratioGain probability vs. loss probability

1.04

1.33

-0.29

Calmar ratioReturn relative to maximum drawdown

0.04

2.48

-2.44

Martin ratioReturn relative to average drawdown

0.10

7.17

-7.06

NU vs. IUIT.L - Sharpe Ratio Comparison

The current NU Sharpe Ratio is 0.04, which is lower than the IUIT.L Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of NU 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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Drawdowns

NU vs. IUIT.L - Drawdown Comparison

The maximum NU drawdown since its inception was -72.07%, which is greater than IUIT.L's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for NU and IUIT.L.


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Drawdown Indicators


NUIUIT.LDifference

Max Drawdown

Largest peak-to-trough decline

-72.07%

-33.46%

-38.61%

Max Drawdown (1Y)

Largest decline over 1 year

-38.17%

-17.03%

-21.14%

Max Drawdown (3Y)

Largest decline over 3 years

-39.58%

-26.40%

-13.18%

Max Drawdown (5Y)

Largest decline over 5 years

-33.46%

Max Drawdown (10Y)

Largest decline over 10 years

-33.46%

Current Drawdown

Current decline from peak

-35.02%

-7.68%

-27.34%

Average Drawdown

Average peak-to-trough decline

-29.77%

-5.90%

-23.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.36%

5.91%

+9.45%

Volatility

NU vs. IUIT.L - Volatility Comparison

Nu Holdings Ltd. (NU) has a higher volatility of 14.80% compared to iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) at 8.88%. This indicates that NU'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


NUIUIT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.80%

8.88%

+5.92%

Volatility (6M)

Calculated over the trailing 6-month period

28.91%

16.62%

+12.29%

Volatility (1Y)

Calculated over the trailing 1-year period

38.77%

21.07%

+17.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.48%

23.74%

+34.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.48%

22.26%

+36.22%

Dividends

NU vs. IUIT.L - Dividend Comparison

Neither NU nor IUIT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


NU and IUIT.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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