SGAS.DE vs. IUIT.L
SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) and IUIT.L (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - SGAS.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Screened, while IUIT.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 5 years, SGAS.DE returned 15.10%/yr vs 25.33%/yr for IUIT.L. Their correlation of 0.85 suggests significant overlap in exposure. SGAS.DE charges 0.07%/yr vs 0.15%/yr for IUIT.L.
Performance
SGAS.DE vs. IUIT.L - Performance Comparison
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Different Trading Currencies
SGAS.DE is traded in EUR, while IUIT.L is traded in USD. To make them comparable, the IUIT.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SGAS.DE achieves a 11.26% return, which is significantly lower than IUIT.L's 24.44% return.
SGAS.DE
- 1D
- -0.42%
- 1M
- 5.79%
- YTD
- 11.26%
- 6M
- 11.24%
- 1Y
- 26.36%
- 3Y*
- 20.20%
- 5Y*
- 15.10%
- 10Y*
- —
IUIT.L
- 1D
- -2.25%
- 1M
- 13.89%
- YTD
- 24.44%
- 6M
- 23.08%
- 1Y
- 49.32%
- 3Y*
- 30.84%
- 5Y*
- 25.33%
- 10Y*
- 26.05%
SGAS.DE vs. IUIT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 11.26% | 5.13% | 33.97% | 26.37% | -17.05% | 39.63% | 10.62% | 35.37% | -7.63% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 24.44% | 8.34% | 47.65% | 54.67% | -24.76% | 44.12% | 31.35% | 52.26% | -10.04% |
Correlation
The correlation between SGAS.DE and IUIT.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.85 |
The correlation between SGAS.DE and IUIT.L has been stable across timeframes, ranging from 0.84 to 0.85 - a consistent structural relationship.
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Return for Risk
SGAS.DE vs. IUIT.L — Risk / Return Rank
SGAS.DE
IUIT.L
SGAS.DE vs. IUIT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) 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.
| SGAS.DE | IUIT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.39 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 3.04 | +0.04 |
| Martin ratioReturn relative to average drawdown | 10.78 | 7.99 | +2.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGAS.DE | IUIT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 2.36 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 1.08 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.18 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 1.11 | -0.18 |
Drawdowns
SGAS.DE vs. IUIT.L - Drawdown Comparison
The maximum SGAS.DE drawdown since its inception was -33.55%, which is greater than IUIT.L's maximum drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for SGAS.DE and IUIT.L.
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Drawdown Indicators
| SGAS.DE | IUIT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -31.38% | -2.17% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -16.15% | +7.64% |
Max Drawdown (3Y)Largest decline over 3 years | -24.66% | -29.93% | +5.27% |
Max Drawdown (5Y)Largest decline over 5 years | -24.66% | -29.93% | +5.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.38% | — |
Current DrawdownCurrent decline from peak | -0.42% | -3.00% | +2.58% |
Average DrawdownAverage peak-to-trough decline | -4.83% | -5.67% | +0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 6.16% | -3.72% |
Volatility
SGAS.DE vs. IUIT.L - Volatility Comparison
The current volatility for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) is 3.03%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 7.34%. This indicates that SGAS.DE 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
| SGAS.DE | IUIT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 7.34% | -4.31% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 15.50% | -7.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 20.76% | -8.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 23.38% | -7.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 22.70% | -5.09% |
SGAS.DE vs. IUIT.L - Expense Ratio Comparison
SGAS.DE has a 0.07% expense ratio, which is lower than IUIT.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SGAS.DE vs. IUIT.L - Dividend Comparison
Neither SGAS.DE nor IUIT.L has paid dividends to shareholders.
Frequently Asked Questions
SGAS.DE and IUIT.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for IUIT.L.
SGAS.DE is categorized as Large Cap Blend Equities, while IUIT.L is Technology Equities. SGAS.DE tracks MSCI USA ESG Screened, while IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.07% for SGAS.DE and 0.15% for IUIT.L.
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