^AW03 vs. IITU.L
Compare and contrast key facts about FTSE All World ex UK Index (^AW03) and iShares S&P 500 USD Information Technology Sector UCITS (IITU.L).
IITU.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 20, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AW03 or IITU.L.
Key characteristics
| ^AW03 | IITU.L | |
|---|---|---|
| YTD Return | 17.24% | 29.32% |
| 1Y Return | 28.58% | 40.45% |
| 3Y Return (Ann) | 5.01% | 20.94% |
| 5Y Return (Ann) | 10.05% | 26.16% |
| Sharpe Ratio | 3.36 | 2.04 |
| Sortino Ratio | 4.45 | 2.66 |
| Omega Ratio | 1.66 | 1.35 |
| Calmar Ratio | 2.12 | 2.80 |
| Martin Ratio | 19.92 | 8.54 |
| Ulcer Index | 1.72% | 4.82% |
| Daily Std Dev | 10.37% | 20.15% |
| Max Drawdown | -58.89% | -23.56% |
| Current Drawdown | -0.59% | -3.38% |
Correlation
The correlation between ^AW03 and IITU.L is 0.63, 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.
Performance
^AW03 vs. IITU.L - Performance Comparison
In the year-to-date period, ^AW03 achieves a 17.24% return, which is significantly lower than IITU.L's 29.32% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^AW03 vs. IITU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FTSE All World ex UK Index (^AW03) and iShares S&P 500 USD Information Technology Sector UCITS (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.
Drawdowns
^AW03 vs. IITU.L - Drawdown Comparison
The maximum ^AW03 drawdown since its inception was -58.89%, which is greater than IITU.L's maximum drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for ^AW03 and IITU.L. For additional features, visit the drawdowns tool.
Volatility
^AW03 vs. IITU.L - Volatility Comparison
The current volatility for FTSE All World ex UK Index (^AW03) is 2.47%, while iShares S&P 500 USD Information Technology Sector UCITS (IITU.L) has a volatility of 4.55%. This indicates that ^AW03 experiences smaller price fluctuations and is considered to be less risky than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.