XDWT.L vs. IITU.L

Last updated Jun 5, 2026

XDWT.L (Xtrackers MSCI World Information Technology UCITS ETF 1C) and IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) are both Technology Equities funds - XDWT.L tracks the MSCI World/Information Tech NR USD while IITU.L tracks the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 10 years, XDWT.L returned 24.28%/yr vs 26.34%/yr for IITU.L. Their correlation of 0.92 suggests significant overlap in exposure. XDWT.L charges 0.25%/yr vs 0.15%/yr for IITU.L.

Performance

XDWT.L vs. IITU.L - Performance Comparison

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

Different Trading Currencies

XDWT.L is traded in USD, while IITU.L is traded in GBp. To make them comparable, the IITU.L 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 XDWT.L having a 24.10% return and IITU.L slightly lower at 22.95%. Over the past 10 years, XDWT.L has underperformed IITU.L with an annualized return of 24.28%, while IITU.L has yielded a comparatively higher 26.34% annualized return.

XDWT.L

• 1D: -1.87%
• 1M: 11.43%
• YTD: 24.10%
• 6M: 23.33%
• 1Y: 50.07%
• 3Y*: 32.85%
• 5Y*: 21.37%
• 10Y*: 24.28%

IITU.L

• 1D: -2.03%
• 1M: 13.27%
• YTD: 22.95%
• 6M: 22.91%
• 1Y: 51.92%
• 3Y*: 34.31%
• 5Y*: 24.18%
• 10Y*: 26.34%

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

XDWT.L vs. IITU.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XDWT.L Xtrackers MSCI World Information Technology UCITS ETF 1C	24.10%	22.42%	33.90%	54.82%	-31.38%	29.86%	44.46%	46.27%	-3.14%	37.72%
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)	22.96%	23.07%	38.50%	58.65%	-29.11%	34.44%	42.58%	49.99%	-1.62%	37.53%

Correlation

The correlation between XDWT.L and IITU.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.97
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.92
Correlation (All Time) Calculated using the full available price history since Apr 25, 2016	0.92

The correlation between XDWT.L and IITU.L has been stable across timeframes, ranging from 0.91 to 0.97 - a consistent structural relationship.

XDWT.L vs. IITU.L - Sectors Allocation Comparison

Sectors	XDWT.L	IITU.L
Technology	99.1%	99.6%
Communication Services	0.6%	-
Industrials	0.3%	0.0%
Energy	0.1%	0.1%
Healthcare	0.1%	-
Financial Services	0.1%	-
Basic Materials	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

XDWT.L vs. IITU.L — Risk / Return Rank

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

XDWT.L

XDWT.L Risk / Return Rank: 68
XDWT.L Sharpe Ratio Rank: 78
XDWT.L Sortino Ratio Rank: 76
XDWT.L Omega Ratio Rank: 69
XDWT.L Calmar Ratio Rank: 62
XDWT.L Martin Ratio Rank: 54

IITU.L

IITU.L Risk / Return Rank: 70
IITU.L Sharpe Ratio Rank: 84
IITU.L Sortino Ratio Rank: 78
IITU.L Omega Ratio Rank: 76
IITU.L Calmar Ratio Rank: 65
IITU.L Martin Ratio Rank: 49

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.

XDWT.L vs. IITU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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.

	XDWT.L	IITU.L	Difference
Sharpe ratio: Return per unit of total volatility	2.51	2.58	-0.07
Sortino ratio: Return per unit of downside risk	3.34	3.38	-0.04
Omega ratio: Gain probability vs. loss probability	1.41	1.41	0.00
Calmar ratio: Return relative to maximum drawdown	3.03	3.07	-0.04
Martin ratio: Return relative to average drawdown	9.02	9.27	-0.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDWT.L vs. IITU.L - Sharpe Ratio Comparison

The current XDWT.L Sharpe Ratio is 2.51, which is comparable to the IITU.L Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of XDWT.L and IITU.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

	XDWT.L	IITU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.51	2.58	-0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.90	1.04	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.11	1.20	-0.09
Sharpe Ratio (All Time) Calculated using the full available price history	1.11	1.14	-0.02

Drawdowns

XDWT.L vs. IITU.L - Drawdown Comparison

The maximum XDWT.L drawdown since its inception was -35.99%, which is greater than IITU.L's maximum drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for XDWT.L and IITU.L.

Drawdown Indicators

	XDWT.L	IITU.L	Difference
Max Drawdown Largest peak-to-trough decline	-35.99%	-34.22%	-1.77%
Max Drawdown (1Y) Largest decline over 1 year	-16.86%	-16.80%	-0.06%
Max Drawdown (3Y) Largest decline over 3 years	-26.10%	-26.42%	+0.32%
Max Drawdown (5Y) Largest decline over 5 years	-35.99%	-34.22%	-1.77%
Max Drawdown (10Y) Largest decline over 10 years	-35.99%	-34.22%	-1.77%
Current Drawdown Current decline from peak	-2.66%	-3.20%	+0.54%
Average Drawdown Average peak-to-trough decline	-6.41%	-5.93%	-0.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.68%	5.59%	+0.09%

Volatility

XDWT.L vs. IITU.L - Volatility Comparison

Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) has a higher volatility of 7.39% compared to iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) at 7.00%. This indicates that XDWT.L's price experiences larger fluctuations and is considered to be riskier than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDWT.L	IITU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.39%	7.00%	+0.39%
Volatility (6M) Calculated over the trailing 6-month period	15.71%	15.11%	+0.60%
Volatility (1Y) Calculated over the trailing 1-year period	20.39%	20.05%	+0.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.62%	23.19%	+0.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.09%	21.85%	+0.24%

XDWT.L vs. IITU.L - Expense Ratio Comparison

XDWT.L has a 0.25% expense ratio, which is higher than IITU.L's 0.15% 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

XDWT.L vs. IITU.L - Dividend Comparison

Neither XDWT.L nor IITU.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XDWT.L and IITU.L in my portfolio?

With a correlation of 0.97, XDWT.L and IITU.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, XDWT.L or IITU.L?

On fees, IITU.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, XDWT.L or IITU.L?

IITU.L is cheaper with a 0.15% expense ratio, compared with 0.25% for XDWT.L.

What is the main difference between XDWT.L and IITU.L?

XDWT.L tracks MSCI World/Information Tech NR USD, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDWT.L and 0.15% for IITU.L.