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SPEH.L vs. IITU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPEH.L vs. IITU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Spain Govt Bond UCITS ETF USD Hedged (Acc) (SPEH.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPEH.L is traded in USD, while IITU.L is traded in GBp. To make them comparable, the IITU.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPEH.L achieves a 0.87% return, which is significantly lower than IITU.L's 17.45% return.


SPEH.L

1D
-0.17%
1M
-0.68%
6M
0.34%
YTD
0.87%
1Y
3.37%
3Y*
5.12%
5Y*
-0.14%
10Y*

IITU.L

1D
-0.41%
1M
-2.54%
6M
20.12%
YTD
17.45%
1Y
32.12%
3Y*
29.51%
5Y*
21.16%
10Y*
25.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPEH.L vs. IITU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPEH.L
iShares Spain Govt Bond UCITS ETF USD Hedged (Acc)
0.87%3.59%4.70%9.02%-16.01%-2.52%5.30%11.64%1.72%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
17.45%23.07%38.50%58.65%-29.11%34.44%42.58%49.99%-7.64%

Correlation

The correlation between SPEH.L and IITU.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.12

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

0.09

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

0.05

The correlation between SPEH.L and IITU.L shifts across timeframes, from 0.05 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SPEH.L vs. IITU.L — Risk / Return Rank

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

SPEH.L
SPEH.L Risk / Return Rank: 2626
Overall Rank
SPEH.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SPEH.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
SPEH.L Omega Ratio Rank: 2626
Omega Ratio Rank
SPEH.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
SPEH.L Martin Ratio Rank: 2828
Martin Ratio Rank

IITU.L
IITU.L Risk / Return Rank: 4545
Overall Rank
IITU.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 4747
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 3636
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.

SPEH.L vs. IITU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Spain Govt Bond UCITS ETF USD Hedged (Acc) (SPEH.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (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.

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.


SPEH.LIITU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.15

1.25

-0.10

Calmar ratioReturn relative to maximum drawdown

1.04

1.90

-0.86

Martin ratioReturn relative to average drawdown

3.13

5.17

-2.03

SPEH.L vs. IITU.L - Sharpe Ratio Comparison

The current SPEH.L Sharpe Ratio is 0.78, which is lower than the IITU.L Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of SPEH.L and IITU.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

SPEH.L vs. IITU.L - Drawdown Comparison

The maximum SPEH.L drawdown since its inception was -19.03%, smaller than the maximum IITU.L drawdown of -43.85%. Use the drawdown chart below to compare losses from any high point for SPEH.L and IITU.L.


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Drawdown Indicators


SPEH.LIITU.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.03%

-43.85%

+24.82%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-16.80%

+13.58%

Max Drawdown (3Y)

Largest decline over 3 years

-3.54%

-26.42%

+22.88%

Max Drawdown (5Y)

Largest decline over 5 years

-18.21%

-34.22%

+16.01%

Max Drawdown (10Y)

Largest decline over 10 years

-34.22%

Current Drawdown

Current decline from peak

-2.84%

-7.53%

+4.69%

Average Drawdown

Average peak-to-trough decline

-6.16%

-10.59%

+4.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

6.20%

-5.13%

Volatility

SPEH.L vs. IITU.L - Volatility Comparison

The current volatility for iShares Spain Govt Bond UCITS ETF USD Hedged (Acc) (SPEH.L) is 1.16%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 7.45%. This indicates that SPEH.L experiences smaller price fluctuations and is considered to be less risky than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPEH.LIITU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

7.45%

-6.29%

Volatility (6M)

Calculated over the trailing 6-month period

3.60%

17.21%

-13.61%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

21.89%

-17.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.25%

27.39%

-21.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.82%

24.22%

-18.40%

SPEH.L vs. IITU.L - Expense Ratio Comparison

SPEH.L has a 0.22% expense ratio, which is higher than IITU.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

SPEH.L vs. IITU.L - Dividend Comparison

Neither SPEH.L nor IITU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPEH.L and IITU.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IITU.L is cheaper with a 0.15% expense ratio, compared with 0.22% for SPEH.L.

SPEH.L is categorized as Government Bonds, while IITU.L is Technology Equities. SPEH.L tracks iShares Spain Govt Bond UCITS ETF USD Hedged (Acc), while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.22% for SPEH.L and 0.15% for IITU.L.

Portfolio Optimizer

Find the right allocation for SPEH.L and IITU.L

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

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