SGWS.L vs. IUIT.L
SGWS.L (iShares MSCI World SRI UCITS ETF GBP Hedged (Dist)) and IUIT.L (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - SGWS.L is a Global Equities fund tracking the iShares MSCI World SRI UCITS ETF GBP Hedged (Dist), 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, SGWS.L returned 9.85%/yr vs 21.45%/yr for IUIT.L. A 0.71 correlation means they provide meaningful diversification when combined. SGWS.L charges 0.23%/yr vs 0.15%/yr for IUIT.L.
Performance
SGWS.L vs. IUIT.L - Performance Comparison
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Different Trading Currencies
SGWS.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, SGWS.L achieves a 11.67% return, which is significantly lower than IUIT.L's 16.58% return.
SGWS.L
- 1D
- -0.28%
- 1M
- -0.65%
- 6M
- 8.99%
- YTD
- 11.67%
- 1Y
- 20.35%
- 3Y*
- 14.60%
- 5Y*
- 9.85%
- 10Y*
- —
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%
SGWS.L vs. IUIT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SGWS.L iShares MSCI World SRI UCITS ETF GBP Hedged (Dist) | 11.67% | 12.73% | 13.86% | 24.27% | -20.28% | 28.51% | 7.96% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 16.58% | 14.17% | 40.92% | 51.48% | -20.73% | 35.36% | 1.31% |
Correlation
The correlation between SGWS.L and IUIT.L is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2020 | 0.71 |
The correlation between SGWS.L and IUIT.L has been stable across timeframes, ranging from 0.65 to 0.71 - a consistent structural relationship.
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Return for Risk
SGWS.L vs. IUIT.L — Risk / Return Rank
SGWS.L
IUIT.L
SGWS.L vs. IUIT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF GBP Hedged (Dist) (SGWS.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.
| SGWS.L | IUIT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.24 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 1.78 | +0.68 |
| Martin ratioReturn relative to average drawdown | 9.53 | 4.24 | +5.29 |
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Drawdowns
SGWS.L vs. IUIT.L - Drawdown Comparison
The maximum SGWS.L drawdown since its inception was -25.65%, smaller than the maximum IUIT.L drawdown of -28.01%. Use the drawdown chart below to compare losses from any high point for SGWS.L and IUIT.L.
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Drawdown Indicators
| SGWS.L | IUIT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.65% | -28.01% | +2.36% |
Max Drawdown (1Y)Largest decline over 1 year | -8.63% | -16.96% | +8.33% |
Max Drawdown (3Y)Largest decline over 3 years | -17.92% | -28.01% | +10.09% |
Max Drawdown (5Y)Largest decline over 5 years | -25.65% | -28.01% | +2.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.01% | — |
Current DrawdownCurrent decline from peak | -1.70% | -8.27% | +6.57% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -5.18% | -0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 7.11% | -4.88% |
Volatility
SGWS.L vs. IUIT.L - Volatility Comparison
The current volatility for iShares MSCI World SRI UCITS ETF GBP Hedged (Dist) (SGWS.L) is 4.02%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 7.26%. This indicates that SGWS.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
| SGWS.L | IUIT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.02% | 7.26% | -3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 10.83% | 17.36% | -6.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.39% | 22.17% | -8.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.49% | 23.19% | -7.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 22.24% | -7.04% |
SGWS.L vs. IUIT.L - Expense Ratio Comparison
SGWS.L has a 0.23% 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
SGWS.L vs. IUIT.L - Dividend Comparison
SGWS.L's dividend yield for the trailing twelve months is around 1.16%, while IUIT.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
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% |
SGWS.L iShares MSCI World SRI UCITS ETF GBP Hedged (Dist) | 1.16% | 1.16% | 1.36% | 1.47% | 1.75% | 1.16% | 0.10% |
Frequently Asked Questions
SGWS.L and IUIT.L have a correlation of 0.65, 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 0.23% for SGWS.L.
SGWS.L is categorized as Global Equities, while IUIT.L is Technology Equities. SGWS.L tracks iShares MSCI World SRI UCITS ETF GBP Hedged (Dist), while IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.23% for SGWS.L and 0.15% for IUIT.L.
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