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

Performance

SEAG.L vs. IUIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) (SEAG.L) 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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Different Trading Currencies

SEAG.L is traded in GBP, while IUIT.L is traded in USD. To make them comparable, the IUIT.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SEAG.L achieves a -4.08% return, which is significantly lower than IUIT.L's 16.58% return. Over the past 10 years, SEAG.L has underperformed IUIT.L with an annualized return of -0.32%, while IUIT.L has yielded a comparatively higher 25.18% annualized return.


SEAG.L

1D
-0.78%
1M
-2.48%
6M
-3.84%
YTD
-4.08%
1Y
-2.58%
3Y*
2.05%
5Y*
-2.46%
10Y*
-0.32%

IUIT.L

1D
-1.81%
1M
-3.80%
6M
18.89%
YTD
16.58%
1Y
30.26%
3Y*
27.83%
5Y*
21.45%
10Y*
25.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SEAG.L
iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist)
-4.08%6.32%-2.34%4.78%-12.37%-9.36%9.60%0.66%1.09%3.78%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
16.58%14.17%40.92%51.48%-20.73%35.36%38.94%43.17%4.43%26.01%

Correlation

The correlation between SEAG.L and IUIT.L is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

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

-0.01

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

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.09

The correlation between SEAG.L and IUIT.L shifts across timeframes, from -0.01 (3 years) to 0.10 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

SEAG.L
SEAG.L Risk / Return Rank: 88
Overall Rank
SEAG.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SEAG.L Sortino Ratio Rank: 88
Sortino Ratio Rank
SEAG.L Omega Ratio Rank: 77
Omega Ratio Rank
SEAG.L Calmar Ratio Rank: 88
Calmar Ratio Rank
SEAG.L Martin Ratio Rank: 88
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) (SEAG.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.


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

-1.49

Sortino ratioReturn per unit of downside risk

-1.98

Omega ratioGain probability vs. loss probability

0.99

1.24

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.15

1.78

-1.93

Martin ratioReturn relative to average drawdown

-0.22

4.24

-4.46

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

The current SEAG.L Sharpe Ratio is -0.13, which is lower than the IUIT.L Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of SEAG.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.


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Drawdowns

SEAG.L vs. IUIT.L - Drawdown Comparison

The maximum SEAG.L drawdown since its inception was -24.92%, smaller than the maximum IUIT.L drawdown of -28.01%. Use the drawdown chart below to compare losses from any high point for SEAG.L and IUIT.L.


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Drawdown Indicators


SEAG.LIUIT.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.92%

-28.01%

+3.09%

Max Drawdown (1Y)

Largest decline over 1 year

-16.63%

-16.96%

+0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-16.63%

-28.01%

+11.38%

Max Drawdown (5Y)

Largest decline over 5 years

-19.22%

-28.01%

+8.79%

Max Drawdown (10Y)

Largest decline over 10 years

-24.92%

-28.01%

+3.09%

Current Drawdown

Current decline from peak

-18.96%

-8.27%

-10.69%

Average Drawdown

Average peak-to-trough decline

-11.78%

-5.18%

-6.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.93%

7.11%

+4.82%

Volatility

SEAG.L vs. IUIT.L - Volatility Comparison

The current volatility for iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) (SEAG.L) is 1.45%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 7.26%. This indicates that SEAG.L experiences smaller price fluctuations and is considered to be less risky 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


SEAG.LIUIT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

7.26%

-5.81%

Volatility (6M)

Calculated over the trailing 6-month period

4.24%

17.36%

-13.12%

Volatility (1Y)

Calculated over the trailing 1-year period

19.81%

22.17%

-2.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.97%

23.19%

-12.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.65%

22.24%

-12.59%

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

SEAG.L has a 0.16% 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

SEAG.L vs. IUIT.L - Dividend Comparison

SEAG.L's dividend yield for the trailing twelve months is around 1.22%, while IUIT.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SEAG.L
iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist)
1.22%2.28%1.97%1.15%0.59%0.49%0.61%0.93%1.04%1.13%1.22%0.72%

Frequently Asked Questions


SEAG.L and IUIT.L have a correlation of 0.10, 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 0.16% for SEAG.L.

SEAG.L is categorized as Global Bonds, while IUIT.L is Technology Equities. SEAG.L tracks iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist), while IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.16% for SEAG.L and 0.15% for IUIT.L.

Portfolio Optimizer

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

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