WITS.AS vs. AYEW.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) and iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE).

WITS.AS and AYEW.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WITS.AS is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Oct 16, 2019. AYEW.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Information Technology ESG Reduced Carbon Select 20 35 Capped. It was launched on Oct 16, 2019. Both WITS.AS and AYEW.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

WITS.AS vs. AYEW.DE - 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 iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE). The values are adjusted to include any dividend payments, if applicable.

WITS.AS vs. AYEW.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
WITS.AS iShares MSCI World Information Technology Sector ESG UCITS ETF	-8.08%	22.39%	28.01%	60.19%	-33.27%	30.12%	44.49%	12.11%
AYEW.DE iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist)	-8.32%	23.78%	26.08%	60.69%	-33.56%	30.70%	43.79%	12.74%

Different Trading Currencies

WITS.AS is traded in USD, while AYEW.DE is traded in EUR. To make them comparable, the AYEW.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with WITS.AS having a -8.08% return and AYEW.DE slightly lower at -8.32%.

WITS.AS

• 1D: 3.79%
• 1M: -2.83%
• YTD: -8.08%
• 6M: -5.74%
• 1Y: 25.71%
• 3Y*: 23.69%
• 5Y*: 14.19%
• 10Y*: —

AYEW.DE

• 1D: 3.56%
• 1M: -3.02%
• YTD: -8.32%
• 6M: -5.84%
• 1Y: 25.99%
• 3Y*: 23.85%
• 5Y*: 14.17%
• 10Y*: —

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

WITS.AS vs. AYEW.DE - Expense Ratio Comparison

WITS.AS has a 0.25% expense ratio, which is higher than AYEW.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

WITS.AS

iShares MSCI World Information Technology Sector ESG UCITS ETF

AYEW.DE

iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist)

Return for Risk

WITS.AS vs. AYEW.DE — 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: 66
WITS.AS Sharpe Ratio Rank: 61
WITS.AS Sortino Ratio Rank: 62
WITS.AS Omega Ratio Rank: 55
WITS.AS Calmar Ratio Rank: 81
WITS.AS Martin Ratio Rank: 72

AYEW.DE

AYEW.DE Risk / Return Rank: 36
AYEW.DE Sharpe Ratio Rank: 36
AYEW.DE Sortino Ratio Rank: 37
AYEW.DE Omega Ratio Rank: 34
AYEW.DE Calmar Ratio Rank: 40
AYEW.DE Martin Ratio Rank: 33

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. AYEW.DE - 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 iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE). 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.AS	AYEW.DE	Difference
Sharpe ratio Return per unit of total volatility	1.11	1.09	+0.02
Sortino ratio Return per unit of downside risk	1.65	1.61	+0.04
Omega ratio Gain probability vs. loss probability	1.21	1.21	0.00
Calmar ratio Return relative to maximum drawdown	2.42	1.59	+0.83
Martin ratio Return relative to average drawdown	7.86	5.18	+2.69
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. AYEW.DE - Sharpe Ratio Comparison

The current WITS.AS Sharpe Ratio is 1.11, which is comparable to the AYEW.DE Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of WITS.AS and AYEW.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WITS.AS	AYEW.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.11	1.09	+0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	0.59	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	0.81	0.00

Correlation

The correlation between WITS.AS and AYEW.DE is 0.95, 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.

Dividends

WITS.AS vs. AYEW.DE - Dividend Comparison

WITS.AS's dividend yield for the trailing twelve months is around 0.34%, which matches AYEW.DE's 0.34% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
WITS.AS iShares MSCI World Information Technology Sector ESG UCITS ETF	0.34%	0.31%	0.38%	0.46%	0.81%	0.41%	0.73%	0.12%
AYEW.DE iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist)	0.34%	0.31%	0.38%	0.46%	0.82%	0.40%	0.65%	0.12%

Drawdowns

WITS.AS vs. AYEW.DE - Drawdown Comparison

The maximum WITS.AS drawdown since its inception was -39.08%, roughly equal to the maximum AYEW.DE drawdown of -39.13%. Use the drawdown chart below to compare losses from any high point for WITS.AS and AYEW.DE.

Drawdown Indicators

	WITS.AS	AYEW.DE	Difference
Max Drawdown Largest peak-to-trough decline	-39.08%	-31.36%	-7.72%
Max Drawdown (1Y) Largest decline over 1 year	-16.07%	-14.98%	-1.09%
Max Drawdown (5Y) Largest decline over 5 years	-39.08%	-30.10%	-8.98%
Current Drawdown Current decline from peak	-12.17%	-12.20%	+0.03%
Average Drawdown Average peak-to-trough decline	-8.67%	-7.88%	-0.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.95%	5.46%	-0.51%

Volatility

WITS.AS vs. AYEW.DE - Volatility Comparison

iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) and iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE) have volatilities of 6.52% and 6.43%, 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.

Volatility by Period

	WITS.AS	AYEW.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.52%	6.43%	+0.09%
Volatility (6M) Calculated over the trailing 6-month period	14.83%	15.03%	-0.20%
Volatility (1Y) Calculated over the trailing 1-year period	22.96%	23.86%	-0.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.57%	23.60%	-0.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.60%	24.34%	+0.26%