PCT.L vs. IITU.L
Compare and contrast key facts about Polar Capital Technology Trust (PCT.L) and iShares S&P 500 USD Information Technology Sector UCITS (IITU.L).
IITU.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 20, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PCT.L or IITU.L.
Key characteristics
| PCT.L | IITU.L | |
|---|---|---|
| YTD Return | 26.97% | 33.69% |
| 1Y Return | 43.57% | 41.72% |
| 3Y Return (Ann) | 7.40% | 18.65% |
| 5Y Return (Ann) | 17.73% | 25.53% |
| Sharpe Ratio | 1.93 | 2.00 |
| Sortino Ratio | 2.48 | 2.65 |
| Omega Ratio | 1.33 | 1.34 |
| Calmar Ratio | 2.04 | 2.73 |
| Martin Ratio | 5.72 | 8.32 |
| Ulcer Index | 7.24% | 4.83% |
| Daily Std Dev | 21.47% | 20.04% |
| Max Drawdown | -84.10% | -23.56% |
| Current Drawdown | -4.35% | -0.12% |
Correlation
The correlation between PCT.L and IITU.L is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
PCT.L vs. IITU.L - Performance Comparison
In the year-to-date period, PCT.L achieves a 26.97% return, which is significantly lower than IITU.L's 33.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
PCT.L vs. IITU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Polar Capital Technology Trust (PCT.L) and iShares S&P 500 USD Information Technology Sector UCITS (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.
Dividends
PCT.L vs. IITU.L - Dividend Comparison
Neither PCT.L nor IITU.L has paid dividends to shareholders.
Drawdowns
PCT.L vs. IITU.L - Drawdown Comparison
The maximum PCT.L drawdown since its inception was -84.10%, which is greater than IITU.L's maximum drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for PCT.L and IITU.L. For additional features, visit the drawdowns tool.
Volatility
PCT.L vs. IITU.L - Volatility Comparison
Polar Capital Technology Trust (PCT.L) has a higher volatility of 6.90% compared to iShares S&P 500 USD Information Technology Sector UCITS (IITU.L) at 5.41%. This indicates that PCT.L's price experiences larger fluctuations and is considered to be riskier than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.