WITS.AS vs. FIKHX

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) and Fidelity Advisor Technology Fund Class Z (FIKHX).

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. FIKHX is managed by Fidelity. It was launched on Oct 2, 2018.

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.

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	-8.08%	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%

Returns By Period

WITS.AS

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

FIKHX

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

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

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.

FIKHX

Fidelity Advisor Technology Fund Class Z

WITS.AS

iShares MSCI World Information Technology Sector ESG UCITS ETF

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: 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

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	1.11	—	—
Sortino ratio Return per unit of downside risk	1.65	—	—
Omega ratio Gain probability vs. loss probability	1.21	—	—
Calmar ratio Return relative to maximum drawdown	2.42	—	—
Martin ratio Return relative to average drawdown	7.86	—	—
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	1.11	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	—	—

Correlation

The correlation between WITS.AS and FIKHX is 0.58, 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

WITS.AS vs. FIKHX - Dividend Comparison

WITS.AS's dividend yield for the trailing twelve months is around 0.34%, less than FIKHX's 9.85% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
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%	0.00%
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%

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 (5Y) Largest decline over 5 years	-39.08%	—	—
Current Drawdown Current decline from peak	-12.17%	—	—
Average Drawdown Average peak-to-trough decline	-8.67%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	4.95%	—	—

Volatility

Volatility by Period

	WITS.AS	FIKHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.52%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.83%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	22.96%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.57%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.60%	—	—