STOR.AS vs. WITS.AS

Last updated Jun 27, 2026

STOR.AS (iShares Energy Storage & Hydrogen UCITS ETF USD (Acc)) and WITS.AS (iShares MSCI World Information Technology Sector ESG UCITS ETF) are both exchange-traded funds - STOR.AS is a Alternative Energy Equities fund tracking the STOXX Global Energy Storage and Hydrogen Index, while WITS.AS is a Technology Equities fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past year, STOR.AS returned 143.90% vs 33.20% for WITS.AS. A 0.54 correlation means they provide meaningful diversification when combined. STOR.AS charges 0.50%/yr vs 0.25%/yr for WITS.AS.

Performance

STOR.AS vs. WITS.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Energy Storage & Hydrogen UCITS ETF USD (Acc) (STOR.AS) and iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STOR.AS achieves a 75.53% return, which is significantly higher than WITS.AS's 15.83% return.

STOR.AS

• 1D: -3.37%
• 1M: -5.75%
• YTD: 75.53%
• 6M: 73.71%
• 1Y: 143.90%
• 3Y*: —
• 5Y*: —
• 10Y*: —

WITS.AS

• 1D: -0.58%
• 1M: -1.32%
• YTD: 15.83%
• 6M: 15.63%
• 1Y: 33.20%
• 3Y*: 28.60%
• 5Y*: 17.71%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

STOR.AS vs. WITS.AS - Yearly Performance Comparison

	2026 (YTD)	2025
STOR.AS iShares Energy Storage & Hydrogen UCITS ETF USD (Acc)	75.53%	33.58%
WITS.AS iShares MSCI World Information Technology Sector ESG UCITS ETF	15.83%	20.71%

Correlation

The correlation between STOR.AS and WITS.AS is 0.64, 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	0.64
Correlation (All Time) Calculated using the full available price history since Feb 10, 2025	0.54

The correlation between STOR.AS and WITS.AS shifts across timeframes, from 0.54 (all time) to 0.64 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

STOR.AS vs. WITS.AS — Risk / Return Rank

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

STOR.AS

STOR.AS Risk / Return Rank: 97
STOR.AS Sharpe Ratio Rank: 98
STOR.AS Sortino Ratio Rank: 96
STOR.AS Omega Ratio Rank: 95
STOR.AS Calmar Ratio Rank: 98
STOR.AS Martin Ratio Rank: 96

WITS.AS

WITS.AS Risk / Return Rank: 47
WITS.AS Sharpe Ratio Rank: 52
WITS.AS Sortino Ratio Rank: 52
WITS.AS Omega Ratio Rank: 47
WITS.AS Calmar Ratio Rank: 45
WITS.AS Martin Ratio Rank: 41

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.

STOR.AS vs. WITS.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Energy Storage & Hydrogen UCITS ETF USD (Acc) (STOR.AS) and iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS). 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.

	STOR.AS	WITS.AS	Difference
Sharpe ratio: Return per unit of total volatility	4.47	1.58	+2.89
Sortino ratio: Return per unit of downside risk	4.87	2.25	+2.62
Omega ratio: Gain probability vs. loss probability	1.66	1.27	+0.38
Calmar ratio: Return relative to maximum drawdown	10.25	2.04	+8.21
Martin ratio: Return relative to average drawdown	29.02	6.07	+22.95

STOR.AS vs. WITS.AS - Sharpe Ratio Comparison

The current STOR.AS Sharpe Ratio is 4.47, which is higher than the WITS.AS Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of STOR.AS and WITS.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

STOR.AS vs. WITS.AS - Drawdown Comparison

The maximum STOR.AS drawdown since its inception was -20.12%, smaller than the maximum WITS.AS drawdown of -39.11%. Use the drawdown chart below to compare losses from any high point for STOR.AS and WITS.AS.

Drawdown Indicators

	STOR.AS	WITS.AS	Difference
Max Drawdown Largest peak-to-trough decline	-20.12%	-39.11%	+18.99%
Max Drawdown (1Y) Largest decline over 1 year	-13.79%	-16.06%	+2.27%
Max Drawdown (3Y) Largest decline over 3 years	—	-25.21%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-39.11%	—
Current Drawdown Current decline from peak	-11.14%	-8.32%	-2.82%
Average Drawdown Average peak-to-trough decline	-4.18%	-8.38%	+4.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.90%	5.42%	-0.52%

Volatility

STOR.AS vs. WITS.AS - Volatility Comparison

iShares Energy Storage & Hydrogen UCITS ETF USD (Acc) (STOR.AS) has a higher volatility of 13.61% compared to iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) at 8.18%. This indicates that STOR.AS's price experiences larger fluctuations and is considered to be riskier than WITS.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STOR.AS	WITS.AS	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.61%	8.18%	+5.43%
Volatility (6M) Calculated over the trailing 6-month period	25.68%	16.89%	+8.79%
Volatility (1Y) Calculated over the trailing 1-year period	31.64%	20.72%	+10.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.57%	23.93%	+8.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.57%	24.49%	+8.08%

STOR.AS vs. WITS.AS - Expense Ratio Comparison

STOR.AS has a 0.50% expense ratio, which is higher than WITS.AS's 0.25% expense ratio.

Dividends

STOR.AS vs. WITS.AS - Dividend Comparison

STOR.AS has not paid dividends to shareholders, while WITS.AS's dividend yield for the trailing twelve months is around 0.26%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
STOR.AS iShares Energy Storage & Hydrogen UCITS ETF USD (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WITS.AS iShares MSCI World Information Technology Sector ESG UCITS ETF	0.26%	0.31%	0.38%	0.46%	0.81%	0.41%	0.62%	0.12%

Frequently Asked Questions

Can I hold both STOR.AS and WITS.AS in my portfolio?

STOR.AS and WITS.AS have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, STOR.AS or WITS.AS?

On fees, WITS.AS is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, STOR.AS or WITS.AS?

WITS.AS is cheaper with a 0.25% expense ratio, compared with 0.50% for STOR.AS.

What is the main difference between STOR.AS and WITS.AS?

STOR.AS is categorized as Alternative Energy Equities, while WITS.AS is Technology Equities. STOR.AS tracks STOXX Global Energy Storage and Hydrogen Index, while WITS.AS tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.50% for STOR.AS and 0.25% for WITS.AS.