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

Performance

TYLG vs. IUIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Information Technology Covered Call & Growth ETF (TYLG) 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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TYLG vs. IUIT.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
TYLG
Global X Information Technology Covered Call & Growth ETF
-3.97%16.84%20.57%41.56%-3.64%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
-12.03%22.93%38.51%59.45%-6.09%

Returns By Period

In the year-to-date period, TYLG achieves a -3.97% return, which is significantly higher than IUIT.L's -12.03% return.


TYLG

1D
3.85%
1M
-1.91%
YTD
-3.97%
6M
-0.07%
1Y
23.43%
3Y*
17.71%
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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TYLG vs. IUIT.L - Expense Ratio Comparison

TYLG has a 0.60% expense ratio, which is higher than IUIT.L's 0.15% expense ratio.


Return for Risk

TYLG vs. IUIT.L — Risk / Return Rank

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

TYLG
TYLG Risk / Return Rank: 6565
Overall Rank
TYLG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
TYLG Sortino Ratio Rank: 6262
Sortino Ratio Rank
TYLG Omega Ratio Rank: 6767
Omega Ratio Rank
TYLG Calmar Ratio Rank: 6666
Calmar Ratio Rank
TYLG Martin Ratio Rank: 7373
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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X Information Technology Covered Call & Growth ETF (TYLG) 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.


TYLGIUIT.LDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.16

-0.16

Sortino ratio

Return per unit of downside risk

1.58

1.70

-0.12

Omega ratio

Gain probability vs. loss probability

1.24

1.22

+0.02

Calmar ratio

Return relative to maximum drawdown

1.66

1.46

+0.20

Martin ratio

Return relative to average drawdown

7.53

4.33

+3.20

TYLG vs. IUIT.L - Sharpe Ratio Comparison

The current TYLG Sharpe Ratio is 1.00, which is comparable to the IUIT.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of TYLG 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


TYLGIUIT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.16

-0.16

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

1.05

1.00

+0.05

Correlation

The correlation between TYLG and IUIT.L is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TYLG vs. IUIT.L - Dividend Comparison

TYLG's dividend yield for the trailing twelve months is around 9.13%, while IUIT.L has not paid dividends to shareholders.


TTM2025202420232022
TYLG
Global X Information Technology Covered Call & Growth ETF
9.13%7.66%7.24%11.89%0.51%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%

Drawdowns

TYLG vs. IUIT.L - Drawdown Comparison

The maximum TYLG drawdown since its inception was -24.01%, smaller than the maximum IUIT.L drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for TYLG and IUIT.L.


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Drawdown Indicators


TYLGIUIT.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.01%

-33.46%

+9.45%

Max Drawdown (1Y)

Largest decline over 1 year

-14.26%

-17.03%

+2.77%

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

-6.63%

-16.49%

+9.86%

Average Drawdown

Average peak-to-trough decline

-2.84%

-6.08%

+3.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

5.74%

-2.61%

Volatility

TYLG vs. IUIT.L - Volatility Comparison

Global X Information Technology Covered Call & Growth ETF (TYLG) has a higher volatility of 6.96% compared to iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) at 5.16%. This indicates that TYLG's price experiences larger fluctuations and is considered to be riskier 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


TYLGIUIT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

5.16%

+1.80%

Volatility (6M)

Calculated over the trailing 6-month period

12.91%

14.66%

-1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

23.43%

23.77%

-0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.34%

23.35%

-4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

22.44%

-3.10%