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TNOW.L vs. IUIT.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TNOW.LIUIT.L
YTD Return30.89%35.15%
1Y Return43.09%46.39%
3Y Return (Ann)12.12%16.79%
5Y Return (Ann)22.19%25.45%
Sharpe Ratio2.072.21
Sortino Ratio2.732.89
Omega Ratio1.361.38
Calmar Ratio2.823.10
Martin Ratio9.5710.34
Ulcer Index4.40%4.38%
Daily Std Dev20.27%20.52%
Max Drawdown-36.17%-33.46%
Current Drawdown-0.74%-1.01%

Correlation

-0.50.00.51.01.0

The correlation between TNOW.L and IUIT.L is 0.98, 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.

Performance

TNOW.L vs. IUIT.L - Performance Comparison

In the year-to-date period, TNOW.L achieves a 30.89% return, which is significantly lower than IUIT.L's 35.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.86%
20.06%
TNOW.L
IUIT.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

TNOW.L has a 0.30% expense ratio, which is higher than IUIT.L's 0.15% expense ratio.


TNOW.L
Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD)
Expense ratio chart for TNOW.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for IUIT.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

TNOW.L vs. IUIT.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD) (TNOW.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.


TNOW.L
Sharpe ratio
The chart of Sharpe ratio for TNOW.L, currently valued at 2.07, compared to the broader market-2.000.002.004.006.002.07
Sortino ratio
The chart of Sortino ratio for TNOW.L, currently valued at 2.73, compared to the broader market0.005.0010.002.73
Omega ratio
The chart of Omega ratio for TNOW.L, currently valued at 1.36, compared to the broader market1.001.502.002.503.001.36
Calmar ratio
The chart of Calmar ratio for TNOW.L, currently valued at 2.82, compared to the broader market0.005.0010.0015.002.82
Martin ratio
The chart of Martin ratio for TNOW.L, currently valued at 9.57, compared to the broader market0.0020.0040.0060.0080.00100.009.57
IUIT.L
Sharpe ratio
The chart of Sharpe ratio for IUIT.L, currently valued at 2.21, compared to the broader market-2.000.002.004.006.002.21
Sortino ratio
The chart of Sortino ratio for IUIT.L, currently valued at 2.89, compared to the broader market0.005.0010.002.89
Omega ratio
The chart of Omega ratio for IUIT.L, currently valued at 1.38, compared to the broader market1.001.502.002.503.001.38
Calmar ratio
The chart of Calmar ratio for IUIT.L, currently valued at 3.10, compared to the broader market0.005.0010.0015.003.10
Martin ratio
The chart of Martin ratio for IUIT.L, currently valued at 10.34, compared to the broader market0.0020.0040.0060.0080.00100.0010.34

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

The current TNOW.L Sharpe Ratio is 2.07, which is comparable to the IUIT.L Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of TNOW.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.


Rolling 12-month Sharpe Ratio1.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.07
2.21
TNOW.L
IUIT.L

Dividends

TNOW.L vs. IUIT.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

TNOW.L vs. IUIT.L - Drawdown Comparison

The maximum TNOW.L drawdown since its inception was -36.17%, which is greater than IUIT.L's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for TNOW.L and IUIT.L. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.74%
-1.01%
TNOW.L
IUIT.L

Volatility

TNOW.L vs. IUIT.L - Volatility Comparison

Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD) (TNOW.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) have volatilities of 5.74% and 5.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
5.74%
5.85%
TNOW.L
IUIT.L