XCTE.L vs. IUIT.L

Last updated Jun 5, 2026

XCTE.L (Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C) and IUIT.L (iShares S&P 500 Information Technology Sector UCITS ETF) are both Technology Equities funds - XCTE.L tracks the MSCI World/Information Tech NR USD while IUIT.L tracks the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 3 years, XCTE.L returned 13.51%/yr vs 34.42%/yr for IUIT.L. At a 0.34 correlation, their price movements are largely independent. XCTE.L charges 0.44%/yr vs 0.15%/yr for IUIT.L.

Performance

XCTE.L vs. IUIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C (XCTE.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XCTE.L achieves a 5.37% return, which is significantly lower than IUIT.L's 23.04% return.

XCTE.L

• 1D: -0.91%
• 1M: 2.56%
• YTD: 5.37%
• 6M: 5.95%
• 1Y: 28.12%
• 3Y*: 13.51%
• 5Y*: —
• 10Y*: —

IUIT.L

• 1D: -2.11%
• 1M: 13.14%
• YTD: 23.04%
• 6M: 22.75%
• 1Y: 51.87%
• 3Y*: 34.42%
• 5Y*: 24.18%
• 10Y*: 26.33%

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

XCTE.L vs. IUIT.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
XCTE.L Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C	5.37%	35.19%	13.80%	-15.21%	-18.22%
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF	23.04%	22.93%	38.51%	59.45%	-3.60%

Correlation

The correlation between XCTE.L and IUIT.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (All Time) Calculated using the full available price history since Jul 14, 2022	0.34

The correlation between XCTE.L and IUIT.L shifts across timeframes, from 0.32 (3 years) to 0.44 (1 year), reflecting how their relationship changes across market environments.

XCTE.L vs. IUIT.L - Sectors Allocation Comparison

Sectors	XCTE.L	IUIT.L
Technology	30.8%	99.6%
Consumer Cyclical	22.7%	-
Communication Services	13.9%	-
Industrials	11.4%	0.0%
Basic Materials	10.0%	-
Utilities	4.6%	-
Healthcare	3.2%	-
Financial Services	2.0%	-
Real Estate	1.0%	-
Consumer Defensive	0.3%	-
Energy	0.3%	0.1%

Return for Risk

XCTE.L vs. IUIT.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XCTE.L

XCTE.L Risk / Return Rank: 33
XCTE.L Sharpe Ratio Rank: 35
XCTE.L Sortino Ratio Rank: 35
XCTE.L Omega Ratio Rank: 33
XCTE.L Calmar Ratio Rank: 34
XCTE.L Martin Ratio Rank: 27

IUIT.L

IUIT.L Risk / Return Rank: 68
IUIT.L Sharpe Ratio Rank: 80
IUIT.L Sortino Ratio Rank: 76
IUIT.L Omega Ratio Rank: 70
IUIT.L Calmar Ratio Rank: 62
IUIT.L Martin Ratio Rank: 53

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.

XCTE.L vs. IUIT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C (XCTE.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.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.

	XCTE.L	IUIT.L	Difference
Sharpe ratio: Return per unit of total volatility	1.23	2.55	-1.32
Sortino ratio: Return per unit of downside risk	1.82	3.36	-1.54
Omega ratio: Gain probability vs. loss probability	1.22	1.41	-0.19
Calmar ratio: Return relative to maximum drawdown	1.67	3.03	-1.36
Martin ratio: Return relative to average drawdown	3.63	8.99	-5.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XCTE.L vs. IUIT.L - Sharpe Ratio Comparison

The current XCTE.L Sharpe Ratio is 1.23, which is lower than the IUIT.L Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of XCTE.L and IUIT.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.

Sharpe Ratios by Period

	XCTE.L	IUIT.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.23	2.55	-1.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.02	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.20	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.10	1.16	-1.06

Drawdowns

XCTE.L vs. IUIT.L - Drawdown Comparison

The maximum XCTE.L drawdown since its inception was -42.79%, which is greater than IUIT.L's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for XCTE.L and IUIT.L.

Drawdown Indicators

	XCTE.L	IUIT.L	Difference
Max Drawdown Largest peak-to-trough decline	-42.79%	-33.46%	-9.33%
Max Drawdown (1Y) Largest decline over 1 year	-16.77%	-17.03%	+0.26%
Max Drawdown (3Y) Largest decline over 3 years	-32.93%	-26.40%	-6.53%
Max Drawdown (5Y) Largest decline over 5 years	—	-33.46%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.46%	—
Current Drawdown Current decline from peak	-4.90%	-3.14%	-1.76%
Average Drawdown Average peak-to-trough decline	-19.14%	-6.02%	-13.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.72%	5.76%	+1.96%

Volatility

XCTE.L vs. IUIT.L - Volatility Comparison

Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C (XCTE.L) has a higher volatility of 8.72% compared to iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) at 7.49%. This indicates that XCTE.L's price experiences larger fluctuations and is considered to be riskier than IUIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XCTE.L	IUIT.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.72%	7.49%	+1.23%
Volatility (6M) Calculated over the trailing 6-month period	16.16%	15.53%	+0.63%
Volatility (1Y) Calculated over the trailing 1-year period	22.91%	20.28%	+2.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.31%	23.61%	+5.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.31%	22.47%	+6.84%

XCTE.L vs. IUIT.L - Expense Ratio Comparison

XCTE.L has a 0.44% expense ratio, which is higher than IUIT.L's 0.15% expense ratio.

Dividends

XCTE.L vs. IUIT.L - Dividend Comparison

Neither XCTE.L nor IUIT.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XCTE.L and IUIT.L in my portfolio?

XCTE.L and IUIT.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XCTE.L or IUIT.L?

On fees, IUIT.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XCTE.L or IUIT.L?

IUIT.L is cheaper with a 0.15% expense ratio, compared with 0.44% for XCTE.L.

What is the main difference between XCTE.L and IUIT.L?

XCTE.L tracks MSCI World/Information Tech NR USD, while IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: DWS and iShares. Their fees differ too: 0.44% for XCTE.L and 0.15% for IUIT.L.