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

Performance

SPYL.L vs. IUIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P 500 UCITS ETF USD Acc (SPYL.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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SPYL.L vs. IUIT.L - Yearly Performance Comparison


2026 (YTD)202520242023
SPYL.L
SPDR S&P 500 UCITS ETF USD Acc
-6.38%17.39%25.33%14.46%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
-12.03%22.93%38.51%18.76%

Returns By Period

In the year-to-date period, SPYL.L achieves a -6.38% return, which is significantly higher than IUIT.L's -12.03% return.


SPYL.L

1D
0.48%
1M
-6.33%
YTD
-6.38%
6M
-2.71%
1Y
17.14%
3Y*
5Y*
10Y*

IUIT.L

1D
0.65%
1M
-6.74%
YTD
-12.03%
6M
-9.61%
1Y
27.61%
3Y*
25.28%
5Y*
16.92%
10Y*
22.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SPYL.L has a 0.03% 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%.


Return for Risk

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

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

SPYL.L
SPYL.L Risk / Return Rank: 7373
Overall Rank
SPYL.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SPYL.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPYL.L Omega Ratio Rank: 6161
Omega Ratio Rank
SPYL.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
SPYL.L Martin Ratio Rank: 9494
Martin Ratio Rank

IUIT.L
IUIT.L Risk / Return Rank: 6363
Overall Rank
IUIT.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IUIT.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
IUIT.L Omega Ratio Rank: 6464
Omega Ratio Rank
IUIT.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
IUIT.L Martin Ratio Rank: 4949
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.

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

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF USD Acc (SPYL.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.


SPYL.LIUIT.LDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.16

-0.09

Sortino ratio

Return per unit of downside risk

1.56

1.70

-0.14

Omega ratio

Gain probability vs. loss probability

1.23

1.22

+0.01

Calmar ratio

Return relative to maximum drawdown

3.13

1.46

+1.67

Martin ratio

Return relative to average drawdown

14.12

4.33

+9.79

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

The current SPYL.L Sharpe Ratio is 1.07, which is comparable to the IUIT.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of SPYL.L and IUIT.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPYL.LIUIT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.16

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.47

1.00

+0.47

Correlation

The correlation between SPYL.L and IUIT.L is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SPYL.L vs. IUIT.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SPYL.L vs. IUIT.L - Drawdown Comparison

The maximum SPYL.L drawdown since its inception was -18.42%, smaller than the maximum IUIT.L drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for SPYL.L and IUIT.L.


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Drawdown Indicators


SPYL.LIUIT.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.42%

-33.46%

+15.04%

Max Drawdown (1Y)

Largest decline over 1 year

-11.78%

-17.03%

+5.25%

Max Drawdown (5Y)

Largest decline over 5 years

-33.46%

Max Drawdown (10Y)

Largest decline over 10 years

-33.46%

Current Drawdown

Current decline from peak

-7.69%

-16.49%

+8.80%

Average Drawdown

Average peak-to-trough decline

-1.82%

-6.08%

+4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

5.74%

-3.94%

Volatility

SPYL.L vs. IUIT.L - Volatility Comparison

The current volatility for SPDR S&P 500 UCITS ETF USD Acc (SPYL.L) is 4.11%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 5.16%. This indicates that SPYL.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


SPYL.LIUIT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

5.16%

-1.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.29%

14.66%

-6.37%

Volatility (1Y)

Calculated over the trailing 1-year period

15.77%

23.77%

-8.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

23.35%

-9.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.96%

22.44%

-8.48%