PortfoliosLab logoPortfoliosLab logo
SAEM.L vs. IUIT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SAEM.L vs. IUIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EM IMI Screened UCITS ETF USD (Acc) (SAEM.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with SAEM.L having a 17.34% return and IUIT.L slightly lower at 17.06%.


SAEM.L

1D
-1.24%
1M
-7.79%
6M
11.92%
YTD
17.34%
1Y
33.01%
3Y*
19.20%
5Y*
6.59%
10Y*

IUIT.L

1D
-0.78%
1M
-2.95%
6M
19.62%
YTD
17.06%
1Y
31.65%
3Y*
29.24%
5Y*
21.03%
10Y*
25.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAEM.L vs. IUIT.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SAEM.L
iShares MSCI EM IMI Screened UCITS ETF USD (Acc)
17.34%33.03%7.25%10.56%-20.46%-1.52%19.84%16.95%1.22%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
17.06%22.93%38.51%59.45%-29.15%34.09%43.14%48.83%-11.64%

Correlation

The correlation between SAEM.L and IUIT.L is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

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

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2018

0.64

The correlation between SAEM.L and IUIT.L shifts across timeframes, from 0.57 (3 years) to 0.69 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SAEM.L vs. IUIT.L — Risk / Return Rank

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

SAEM.L
SAEM.L Risk / Return Rank: 5555
Overall Rank
SAEM.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SAEM.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
SAEM.L Omega Ratio Rank: 5454
Omega Ratio Rank
SAEM.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
SAEM.L Martin Ratio Rank: 5656
Martin Ratio Rank

IUIT.L
IUIT.L Risk / Return Rank: 4646
Overall Rank
IUIT.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IUIT.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
IUIT.L Omega Ratio Rank: 4646
Omega Ratio Rank
IUIT.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
IUIT.L Martin Ratio Rank: 3939
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM IMI Screened UCITS ETF USD (Acc) (SAEM.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.

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.


SAEM.LIUIT.LDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.28

1.25

+0.03

Calmar ratioReturn relative to maximum drawdown

2.44

1.85

+0.59

Martin ratioReturn relative to average drawdown

7.82

4.97

+2.85

SAEM.L vs. IUIT.L - Sharpe Ratio Comparison

The current SAEM.L Sharpe Ratio is 1.50, which is comparable to the IUIT.L Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of SAEM.L 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.


Loading charts...

Drawdowns

SAEM.L vs. IUIT.L - Drawdown Comparison

The maximum SAEM.L drawdown since its inception was -38.77%, 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 SAEM.L and IUIT.L.


Loading charts...

Drawdown Indicators


SAEM.LIUIT.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.77%

-33.46%

-5.31%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

-17.03%

+3.62%

Max Drawdown (3Y)

Largest decline over 3 years

-17.36%

-26.40%

+9.04%

Max Drawdown (5Y)

Largest decline over 5 years

-34.85%

-33.46%

-1.39%

Max Drawdown (10Y)

Largest decline over 10 years

-33.46%

Current Drawdown

Current decline from peak

-9.43%

-7.85%

-1.58%

Average Drawdown

Average peak-to-trough decline

-12.86%

-5.91%

-6.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.19%

6.35%

-2.16%

Volatility

SAEM.L vs. IUIT.L - Volatility Comparison

iShares MSCI EM IMI Screened UCITS ETF USD (Acc) (SAEM.L) has a higher volatility of 9.20% compared to iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) at 7.15%. This indicates that SAEM.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.


Loading charts...

Volatility by Period


SAEM.LIUIT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.20%

7.15%

+2.05%

Volatility (6M)

Calculated over the trailing 6-month period

19.67%

17.59%

+2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

21.74%

22.08%

-0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.31%

23.96%

-4.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.52%

22.32%

-1.80%

SAEM.L vs. IUIT.L - Expense Ratio Comparison

SAEM.L has a 0.18% expense ratio, which is higher than IUIT.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SAEM.L vs. IUIT.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SAEM.L and IUIT.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUIT.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUIT.L is cheaper with a 0.15% expense ratio, compared with 0.18% for SAEM.L.

SAEM.L is categorized as Global Equities, while IUIT.L is Technology Equities. SAEM.L tracks iShares MSCI EM IMI Screened UCITS ETF USD (Acc), while IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.18% for SAEM.L and 0.15% for IUIT.L.

Portfolio Optimizer

Find the right allocation for SAEM.L and IUIT.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer