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WITS.AS vs. PABG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WITS.AS vs. PABG.L - 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 Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc (PABG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, WITS.AS achieves a 23.70% return, which is significantly higher than PABG.L's 5.64% 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*

PABG.L

1D
0.91%
1M
5.66%
YTD
5.64%
6M
7.90%
1Y
15.81%
3Y*
19.35%
5Y*
8.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WITS.AS vs. PABG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WITS.AS
iShares MSCI World Information Technology Sector ESG UCITS ETF
23.70%22.39%28.01%60.19%-33.27%27.46%
PABG.L
Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc
5.64%37.39%7.19%25.70%-21.32%16.71%

Correlation

The correlation between WITS.AS and PABG.L is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.57

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

0.63

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2021

0.63

The correlation between WITS.AS and PABG.L has been stable across timeframes, ranging from 0.57 to 0.63 - a consistent structural relationship.

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Return for Risk

WITS.AS vs. PABG.L — 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

PABG.L
PABG.L Risk / Return Rank: 3131
Overall Rank
PABG.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PABG.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
PABG.L Omega Ratio Rank: 3131
Omega Ratio Rank
PABG.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
PABG.L Martin Ratio Rank: 3333
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. PABG.L - 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 Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc (PABG.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.


WITS.ASPABG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.48

Sortino ratioReturn per unit of downside risk

+1.76

Omega ratioGain probability vs. loss probability

1.40

1.17

+0.23

Calmar ratioReturn relative to maximum drawdown

2.94

1.16

+1.79

Martin ratioReturn relative to average drawdown

9.14

4.02

+5.12

WITS.AS vs. PABG.L - Sharpe Ratio Comparison

The current WITS.AS Sharpe Ratio is 2.39, which is higher than the PABG.L Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of WITS.AS and PABG.L, 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.ASPABG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

0.91

+1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.43

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.58

+0.43

Drawdowns

WITS.AS vs. PABG.L - Drawdown Comparison

The maximum WITS.AS drawdown since its inception was -39.08%, roughly equal to the maximum PABG.L drawdown of -39.61%. Use the drawdown chart below to compare losses from any high point for WITS.AS and PABG.L.


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Drawdown Indicators


WITS.ASPABG.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.08%

-39.61%

+0.53%

Max Drawdown (1Y)

Largest decline over 1 year

-16.07%

-13.63%

-2.44%

Max Drawdown (3Y)

Largest decline over 3 years

-25.21%

-15.38%

-9.83%

Max Drawdown (5Y)

Largest decline over 5 years

-39.08%

-39.61%

+0.53%

Current Drawdown

Current decline from peak

-2.12%

-0.39%

-1.73%

Average Drawdown

Average peak-to-trough decline

-8.50%

-8.82%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.20%

3.92%

+1.28%

Volatility

WITS.AS vs. PABG.L - Volatility Comparison

iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) has a higher volatility of 7.12% compared to Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc (PABG.L) at 5.45%. This indicates that WITS.AS's price experiences larger fluctuations and is considered to be riskier than PABG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WITS.ASPABG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

5.45%

+1.67%

Volatility (6M)

Calculated over the trailing 6-month period

15.52%

14.21%

+1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

19.78%

17.38%

+2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.75%

20.28%

+3.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.61%

19.93%

+4.68%

WITS.AS vs. PABG.L - Expense Ratio Comparison

WITS.AS has a 0.25% expense ratio, which is higher than PABG.L's 0.20% 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%.


Dividends

WITS.AS vs. PABG.L - Dividend Comparison

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


PositionTTM2025202420232022202120202019
PABG.L
Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc
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 PABG.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PABG.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PABG.L is cheaper with a 0.20% expense ratio, compared with 0.25% for WITS.AS.

WITS.AS is categorized as Technology Equities, while PABG.L is Europe Equities. WITS.AS tracks MSCI World/Information Tech NR USD, while PABG.L tracks MSCI EMU NR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for WITS.AS and 0.20% for PABG.L.

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