VUAG.L vs. IITU.L
Compare and contrast key facts about Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) and iShares S&P 500 USD Information Technology Sector UCITS (IITU.L).
VUAG.L and IITU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VUAG.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on May 14, 2019. IITU.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 20, 2015. Both VUAG.L and IITU.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUAG.L or IITU.L.
Performance
VUAG.L vs. IITU.L - Performance Comparison
Returns By Period
In the year-to-date period, VUAG.L achieves a 25.15% return, which is significantly lower than IITU.L's 33.95% return.
VUAG.L
25.15%
3.99%
12.25%
4.44%
15.50%
N/A
IITU.L
33.95%
2.48%
15.91%
37.56%
25.24%
N/A
Key characteristics
| VUAG.L | IITU.L | |
|---|---|---|
| Sharpe Ratio | 2.63 | 1.82 |
| Sortino Ratio | 3.76 | 2.45 |
| Omega Ratio | 1.51 | 1.31 |
| Calmar Ratio | 1.48 | 2.50 |
| Martin Ratio | 18.76 | 7.62 |
| Ulcer Index | 1.59% | 4.83% |
| Daily Std Dev | 33.12% | 20.17% |
| Max Drawdown | -25.61% | -23.56% |
| Current Drawdown | -1.22% | -1.63% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VUAG.L vs. IITU.L - Expense Ratio Comparison
VUAG.L has a 0.07% expense ratio, which is lower than IITU.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%.
Correlation
The correlation between VUAG.L and IITU.L is 0.88, 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.
Risk-Adjusted Performance
VUAG.L vs. IITU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) and iShares S&P 500 USD Information Technology Sector UCITS (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.
Dividends
VUAG.L vs. IITU.L - Dividend Comparison
Neither VUAG.L nor IITU.L has paid dividends to shareholders.
Drawdowns
VUAG.L vs. IITU.L - Drawdown Comparison
The maximum VUAG.L drawdown since its inception was -25.61%, which is greater than IITU.L's maximum drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for VUAG.L and IITU.L. For additional features, visit the drawdowns tool.
Volatility
VUAG.L vs. IITU.L - Volatility Comparison
The current volatility for Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) is 3.61%, while iShares S&P 500 USD Information Technology Sector UCITS (IITU.L) has a volatility of 5.57%. This indicates that VUAG.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.