RYCEY vs. IITU.L
Compare and contrast key facts about Rolls-Royce Holdings plc (RYCEY) 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: RYCEY or IITU.L.
Key characteristics
| RYCEY | IITU.L | |
|---|---|---|
| YTD Return | 39.68% | 15.56% |
| 1Y Return | 179.37% | 40.27% |
| 3Y Return (Ann) | 53.93% | 23.32% |
| 5Y Return (Ann) | 1.19% | 24.80% |
| Sharpe Ratio | 4.52 | 2.15 |
| Daily Std Dev | 39.68% | 19.06% |
| Max Drawdown | -91.67% | -23.56% |
| Current Drawdown | -32.67% | -1.24% |
Correlation
The correlation between RYCEY and IITU.L is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
RYCEY vs. IITU.L - Performance Comparison
In the year-to-date period, RYCEY achieves a 39.68% return, which is significantly higher than IITU.L's 15.56% 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
RYCEY vs. IITU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings plc (RYCEY) 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
RYCEY vs. IITU.L - Dividend Comparison
Neither RYCEY nor IITU.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYCEY Rolls-Royce Holdings plc | 0.00% | 0.00% | 0.00% | 0.00% | 128.87% | 1.71% | 1.46% | 1.35% | 1.92% | 4.01% | 2.72% | 1.50% |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RYCEY vs. IITU.L - Drawdown Comparison
The maximum RYCEY drawdown since its inception was -91.67%, 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 RYCEY and IITU.L. For additional features, visit the drawdowns tool.
Volatility
RYCEY vs. IITU.L - Volatility Comparison
Rolls-Royce Holdings plc (RYCEY) has a higher volatility of 9.56% compared to iShares S&P 500 USD Information Technology Sector UCITS (IITU.L) at 7.73%. This indicates that RYCEY'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.