PCT.L vs. IUIT.L
Compare and contrast key facts about Polar Capital Technology Trust (PCT.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L).
IUIT.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Information Technology Index. 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 IUIT.L.
Key characteristics
| PCT.L | IUIT.L | |
|---|---|---|
| YTD Return | 26.97% | 36.28% |
| 1Y Return | 43.57% | 49.74% |
| 3Y Return (Ann) | 7.40% | 16.93% |
| 5Y Return (Ann) | 17.73% | 25.93% |
| Sharpe Ratio | 1.93 | 2.35 |
| Sortino Ratio | 2.48 | 3.04 |
| Omega Ratio | 1.33 | 1.41 |
| Calmar Ratio | 2.04 | 3.29 |
| Martin Ratio | 5.72 | 10.98 |
| Ulcer Index | 7.24% | 4.38% |
| Daily Std Dev | 21.47% | 20.46% |
| Max Drawdown | -84.10% | -33.46% |
| Current Drawdown | -4.35% | 0.00% |
Correlation
The correlation between PCT.L and IUIT.L is 0.78, 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. IUIT.L - Performance Comparison
In the year-to-date period, PCT.L achieves a 26.97% return, which is significantly lower than IUIT.L's 36.28% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PCT.L vs. IUIT.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 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.
Dividends
PCT.L vs. IUIT.L - Dividend Comparison
Neither PCT.L nor IUIT.L has paid dividends to shareholders.
Drawdowns
PCT.L vs. IUIT.L - Drawdown Comparison
The maximum PCT.L drawdown since its inception was -84.10%, 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 PCT.L and IUIT.L. For additional features, visit the drawdowns tool.
Volatility
PCT.L vs. IUIT.L - Volatility Comparison
Polar Capital Technology Trust (PCT.L) has a higher volatility of 6.90% compared to iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) at 5.74%. This indicates that PCT.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.