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XNGS.L vs. IITU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XNGS.L vs. IITU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGS.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.

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


2026 (YTD)2025202420232022
XNGS.L
Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C
-12.20%11.63%38.09%48.85%-12.98%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
-10.28%14.44%40.85%50.70%-10.22%
Different Trading Currencies

XNGS.L is traded in GBP, while IITU.L is traded in GBp. To make them comparable, the IITU.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XNGS.L achieves a -12.20% return, which is significantly lower than IITU.L's -10.28% return.


XNGS.L

1D
0.76%
1M
-4.10%
YTD
-12.20%
6M
-13.55%
1Y
10.08%
3Y*
18.81%
5Y*
10Y*

IITU.L

1D
0.61%
1M
-4.88%
YTD
-10.28%
6M
-7.99%
1Y
24.73%
3Y*
22.64%
5Y*
18.02%
10Y*
22.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XNGS.L has a 0.35% expense ratio, which is higher than IITU.L's 0.15% expense ratio.


Return for Risk

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

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

XNGS.L
XNGS.L Risk / Return Rank: 2525
Overall Rank
XNGS.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XNGS.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
XNGS.L Omega Ratio Rank: 2828
Omega Ratio Rank
XNGS.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
XNGS.L Martin Ratio Rank: 2020
Martin Ratio Rank

IITU.L
IITU.L Risk / Return Rank: 5757
Overall Rank
IITU.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 5959
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 4040
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGS.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.


XNGS.LIITU.LDifference

Sharpe ratio

Return per unit of total volatility

0.49

1.05

-0.56

Sortino ratio

Return per unit of downside risk

0.82

1.56

-0.74

Omega ratio

Gain probability vs. loss probability

1.11

1.21

-0.10

Calmar ratio

Return relative to maximum drawdown

0.40

1.32

-0.93

Martin ratio

Return relative to average drawdown

1.05

3.41

-2.36

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

The current XNGS.L Sharpe Ratio is 0.49, which is lower than the IITU.L Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of XNGS.L and IITU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XNGS.LIITU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

1.05

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

1.07

-0.25

Correlation

The correlation between XNGS.L and IITU.L is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XNGS.L vs. IITU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

XNGS.L vs. IITU.L - Drawdown Comparison

The maximum XNGS.L drawdown since its inception was -24.85%, smaller than the maximum IITU.L drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for XNGS.L and IITU.L.


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Drawdown Indicators


XNGS.LIITU.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.85%

-28.03%

+3.18%

Max Drawdown (1Y)

Largest decline over 1 year

-20.19%

-16.76%

-3.43%

Max Drawdown (5Y)

Largest decline over 5 years

-28.03%

Max Drawdown (10Y)

Largest decline over 10 years

-28.03%

Current Drawdown

Current decline from peak

-19.14%

-16.25%

-2.89%

Average Drawdown

Average peak-to-trough decline

-5.26%

-5.17%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.60%

6.50%

+1.10%

Volatility

XNGS.L vs. IITU.L - Volatility Comparison

Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGS.L) has a higher volatility of 5.08% compared to iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) at 4.23%. This indicates that XNGS.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.


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Volatility by Period


XNGS.LIITU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

4.23%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

12.85%

14.67%

-1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

20.42%

23.43%

-3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.87%

21.79%

-1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.87%

21.21%

-1.34%