WITS.AS vs. FIKHX

Last updated Jun 5, 2026

WITS.AS (iShares MSCI World Information Technology Sector ESG UCITS ETF) and FIKHX (Fidelity Advisor Technology Fund Class Z) are both Technology Equities funds. A 0.56 correlation means they provide meaningful diversification when combined. WITS.AS charges 0.25%/yr vs 0.59%/yr for FIKHX.

Performance

WITS.AS vs. FIKHX - 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 Fidelity Advisor Technology Fund Class Z (FIKHX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

WITS.AS

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

FIKHX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WITS.AS vs. FIKHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
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%
FIKHX Fidelity Advisor Technology Fund Class Z	0.00%	24.77%	35.52%	59.89%	-35.93%	27.74%	64.56%	13.24%

Correlation

The correlation between WITS.AS and FIKHX is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (All Time) Calculated using the full available price history since Oct 22, 2019	0.56

The correlation between WITS.AS and FIKHX shifts across timeframes, from 0.37 (1 year) to 0.58 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

WITS.AS vs. FIKHX — 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: 75
WITS.AS Sortino Ratio Rank: 72
WITS.AS Omega Ratio Rank: 67
WITS.AS Calmar Ratio Rank: 60
WITS.AS Martin Ratio Rank: 54

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. FIKHX - 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 Fidelity Advisor Technology Fund Class Z (FIKHX). 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	FIKHX	Difference
Sharpe ratio: Return per unit of total volatility	2.39	—	—
Sortino ratio: Return per unit of downside risk	3.20	—	—
Omega ratio: Gain probability vs. loss probability	1.40	—	—
Calmar ratio: Return relative to maximum drawdown	2.94	—	—
Martin ratio: Return relative to average drawdown	9.14	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	WITS.AS	FIKHX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.39	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.85	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.01	—	—

Drawdowns

Drawdown Indicators

	WITS.AS	FIKHX	Difference
Max Drawdown Largest peak-to-trough decline	-39.08%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-16.07%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-25.21%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-39.08%	—	—
Current Drawdown Current decline from peak	-2.12%	—	—
Average Drawdown Average peak-to-trough decline	-8.50%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	5.20%	—	—

Volatility

Volatility by Period

	WITS.AS	FIKHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.12%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.52%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	19.78%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.75%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.61%	—	—

WITS.AS vs. FIKHX - Expense Ratio Comparison

WITS.AS has a 0.25% expense ratio, which is lower than FIKHX's 0.59% expense ratio.

Dividends

WITS.AS vs. FIKHX - Dividend Comparison

WITS.AS's dividend yield for the trailing twelve months is around 0.25%, less than FIKHX's 9.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
FIKHX Fidelity Advisor Technology Fund Class Z	9.85%	9.85%	7.33%	3.86%	3.32%	11.52%	7.42%	2.64%	22.38%
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%	0.00%

Frequently Asked Questions

Can I hold both WITS.AS and FIKHX in my portfolio?

WITS.AS and FIKHX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.