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WITS.AS vs. AMZN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WITS.AS vs. AMZN

Last updated Jun 5, 2026

WITS.AS (iShares MSCI World Information Technology Sector ESG UCITS ETF) is Technology Equities fund tracking the MSCI World/Information Tech NR USD, while AMZN (Amazon.com, Inc) is a stock. Over the past 5 years, WITS.AS returned 20.38%/yr vs 9.62%/yr for AMZN. At a 0.41 correlation, their price movements are largely independent.

Performance

WITS.AS vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) and Amazon.com, Inc (AMZN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WITS.AS achieves a 23.70% return, which is significantly higher than AMZN's 9.95% return.

WITS.AS

1D
-1.52%
1M
14.43%
YTD
23.70%
6M
23.08%
1Y
47.95%
3Y*
31.66%
5Y*
20.38%
10Y*
—

AMZN

1D
1.51%
1M
-7.22%
YTD
9.95%
6M
10.77%
1Y
22.47%
3Y*
26.52%
5Y*
9.62%
10Y*
21.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WITS.AS vs. AMZN - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
WITS.AS
iShares MSCI World Information Technology Sector ESG UCITS ETF		23.70%22.39%28.01%60.19%-33.27%30.12%44.49%12.11%
AMZN
Amazon.com, Inc		9.95%5.21%44.39%80.88%-49.62%2.38%76.26%3.48%

Correlation

The correlation between WITS.AS and AMZN is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2019

0.41

Compare stocks, funds, or ETFs

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iShares MSCI World Information Technology Sector ESG UCITS ETF

Amazon.com, Inc

Often compared with WITS.AS:
WITS.AS vs. XDWT.LWITS.AS vs. IUIT.LWITS.AS vs. JEPQWITS.AS vs. AYEW.DEWITS.AS vs. FIKHXWITS.AS vs. MSFTWITS.AS vs. BRK-A
Often compared with AMZN:
AMZN vs. MSFTAMZN vs. NVDAAMZN vs. GOOGAMZN vs. AAPLAMZN vs. SPYAMZN vs. TSLAAMZN vs. META

Return for Risk

WITS.AS vs. AMZN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WITS.AS
WITS.AS Risk / Return Rank: 6666
Overall Rank
WITS.AS Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
WITS.AS Sortino Ratio Rank: 7272
Sortino Ratio Rank
WITS.AS Omega Ratio Rank: 6767
Omega Ratio Rank
WITS.AS Calmar Ratio Rank: 6060
Calmar Ratio Rank
WITS.AS Martin Ratio Rank: 5454
Martin Ratio Rank
AMZN
AMZN Risk / Return Rank: 6262
Overall Rank
AMZN Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 6060
Sortino Ratio Rank
AMZN Omega Ratio Rank: 5858
Omega Ratio Rank
AMZN Calmar Ratio Rank: 6363
Calmar Ratio Rank
AMZN Martin Ratio Rank: 6464
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) and Amazon.com, Inc (AMZN). 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.

WITS.ASAMZNDifference
Sharpe ratioReturn per unit of total volatility
2.39
0.75

+1.64

Sortino ratioReturn per unit of downside risk
3.20
1.22

+1.98

Omega ratioGain probability vs. loss probability

1.40

1.15

+0.25

Calmar ratioReturn relative to maximum drawdown

2.94

1.04

+1.90

Martin ratioReturn relative to average drawdown

9.14

2.49

+6.64

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WITS.AS vs. AMZN - Sharpe Ratio Comparison

The current WITS.AS Sharpe Ratio is 2.39, which is higher than the AMZN Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of WITS.AS and AMZN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

WITS.ASAMZNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

0.75

+1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.27

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.66

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.57

+0.45

Drawdowns

WITS.AS vs. AMZN - Drawdown Comparison

The maximum WITS.AS drawdown since its inception was -39.08%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for WITS.AS and AMZN.

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Drawdown Indicators

WITS.ASAMZNDifference

Max Drawdown

Largest peak-to-trough decline

-39.08%

-94.40%

+55.32%

Max Drawdown (1Y)

Largest decline over 1 year

-16.07%

-21.74%

+5.67%

Max Drawdown (3Y)

Largest decline over 3 years

-25.21%

-30.88%

+5.67%

Max Drawdown (5Y)

Largest decline over 5 years

-39.08%

-56.15%

+17.07%

Max Drawdown (10Y)

Largest decline over 10 years

—

-56.15%

—

Current Drawdown

Current decline from peak

-2.12%

-7.71%

+5.59%

Average Drawdown

Average peak-to-trough decline

-8.50%

-28.12%

+19.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.20%

9.03%

-3.83%

Volatility

WITS.AS vs. AMZN - Volatility Comparison

iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) and Amazon.com, Inc (AMZN) have volatilities of 7.12% and 7.43%, 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.

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Volatility by Period

WITS.ASAMZNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

7.43%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

15.52%

20.40%

-4.88%

Volatility (1Y)

Calculated over the trailing 1-year period

19.78%

30.03%

-10.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.75%

35.51%

-11.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.61%

32.46%

-7.85%

Dividends

WITS.AS vs. AMZN - Dividend Comparison

WITS.AS's dividend yield for the trailing twelve months is around 0.25%, while AMZN has not paid dividends to shareholders.

PositionTTM2025202420232022202120202019
AMZN
Amazon.com, Inc		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		0.25%0.31%0.38%0.46%0.81%0.41%0.73%0.12%

Frequently Asked Questions

WITS.AS and AMZN have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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