iShares S&P 500 Information Technology Sector UCITS (Acc) (IITU.L): Historical Returns

Simulation Settings
Category: Fixed Income
Period: January 1999 - July 2025 (~27 years)
Consolidated Returns as of 31 July 2025
Initial Amount: 1£
Currency: GBP
Inflation: UK
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Results
All Data
(1999/01 - 2025/07)
Inflation Adjusted:
iShares S&P 500 Information Technology Sector UCITS (Acc) (IITU.L)
1.00£
Invested Capital
January 1999
15.39£
Final Capital
July 2025
10.83%
Yearly Return
22.90%
Std Deviation
-80.69%
Max Drawdown
191months
Recovery Period
1.00£
Invested Capital
January 1999
7.96£
Final Capital
July 2025
8.11%
Yearly Return
22.90%
Std Deviation
-81.27%
Max Drawdown
204months
Recovery Period

The iShares S&P 500 Information Technology Sector UCITS (Acc) (IITU.L) ETF covers to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Growth
  • Region: North America
  • Country: U.S.
  • Sector: Technology
  • Industry: Broad Technology

As of July 2025, over the analyzed timeframe, the iShares S&P 500 Information Technology Sector UCITS (Acc) (IITU.L) ETF obtained a 10.83% compound annual return, with a 22.90% standard deviation. It suffered a maximum drawdown of -80.69% that required 191 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.
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Investment Returns as of Jul 31, 2025

Returns are calculated in GBP, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
  • the actual UK Inflation rates.
ISHARES S&P 500 INFORMATION TECHNOLOGY SECTOR UCITS (ACC) (IITU.L) ETF
Capital Growth
All Data
(1999/01 - 2025/07)
Inflation Adjusted:
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Initial Amount £ Final Amount £ Total Return (%) Annualized (%)
iShares S&P 500 Information Technology Sector UCITS (Acc) (IITU.L)
 1 £ 15.39 £ 1 438.80% 10.83%
Jan 1999 Jul 2025

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Initial Amount £ Final Amount £ Total Return (%) Annualized (%)
iShares S&P 500 Information Technology Sector UCITS (Acc) (IITU.L)
 1 £ 7.96 £ 695.72% 8.11%
Jan 1999 Jul 2025

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Chg (%) Return (%) Return (%) as of Jul 31, 2025
1 Day Time ET(*) --- YTD
(7M) 		1M 6M 1Y 5Y 10Y 20Y MAX
(~27Y)
Investment Return --- --- 6.43 10.01 7.75 20.73 22.89 25.08 17.37 10.83
UK Inflation Adjusted Return 3.89 10.01 5.07 16.35 17.10 21.04 14.04 8.11
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation.
UK Inflation is updated to Jun 2025. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Inflation (annualized) is 1Y: 3.76% , 5Y: 4.95% , 10Y: 3.34% , 20Y: 2.91%
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Investment Metrics as of Jul 31, 2025

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
  • the actual UK Inflation rates.
ISHARES S&P 500 INFORMATION TECHNOLOGY SECTOR UCITS (ACC) (IITU.L) ETF
Advanced Metrics
1 January 1999 - 31 July 2025 (~27 years)
Swipe left to see all data
Metrics as of Jul 31, 2025
YTD
(7M) 		1M 3M 6M 1Y 3Y 5Y 10Y 20Y MAX
(~27Y)
Investment Return (%)
6.43 10.01 31.26 7.75 20.73 25.70 22.89 25.08 17.37 10.83
Growth of 1£ 1.06 1.10 1.31 1.08 1.21 1.99 2.80 9.37 24.60 15.39
Infl. Adjusted Return (%)
3.89 10.01 30.61 5.07 16.35 20.57 17.10 21.04 14.04 8.11
UK Inflation (%) 2.44 0.00 0.50 2.56 3.76 4.26 4.95 3.34 2.91 2.51
Pending updates, the monthly inflation of Jul 2025 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
 Current 1Y 3Y 5Y 10Y 20Y MAX
Deepest Drawdown Depth (%) 0.00 -18.91 -18.91 -20.63 -20.63 -26.59 -80.69
Start to Recovery (# months)
7 7 17 17 26 191
Start (yyyy mm) 2025 01 2025 01 2022 01 2022 01 2007 11 2000 09
Start to Bottom (# months) 4 4 12 12 13 25
Bottom (yyyy mm) 2025 04 2025 04 2022 12 2022 12 2008 11 2002 09
Bottom to End (# months) 3 3 5 5 13 166
End (yyyy mm) 2025 07 2025 07 2023 05 2023 05 2009 12 2016 07
Longest Drawdown Depth (%)
same		 -12.09
same
same
same
same
Start to Recovery (# months)
8
Start (yyyy mm) 2025 01 2022 08 2022 01 2022 01 2007 11 2000 09
Start to Bottom (# months) 4 5 12 12 13 25
Bottom (yyyy mm) 2025 04 2022 12 2022 12 2022 12 2008 11 2002 09
Bottom to End (# months) 3 3 5 5 13 166
End (yyyy mm) 2025 07 2023 03 2023 05 2023 05 2009 12 2016 07
Longest negative period (# months)
9 11 18 18 47 194
Start (yyyy mm) 2024 08 2024 06 2021 07 2021 07 2005 08 2000 03
End (yyyy mm) 2025 04 2025 04 2022 12 2022 12 2009 06 2016 04
Annualized Return (%) -10.55 -1.26 -2.81 -2.81 -0.93 -0.30
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
Deepest Drawdown Depth (%) 0.00 -20.46 -20.46 -28.19 -28.19 -29.64 -81.27
Start to Recovery (# months)
7 7 23 23 26 204
Start (yyyy mm) 2025 01 2025 01 2022 01 2022 01 2007 11 2000 09
Start to Bottom (# months) 4 4 12 12 13 25
Bottom (yyyy mm) 2025 04 2025 04 2022 12 2022 12 2008 11 2002 09
Bottom to End (# months) 3 3 11 11 13 179
End (yyyy mm) 2025 07 2025 07 2023 11 2023 11 2009 12 2017 08
Longest Drawdown Depth (%)
same		 -15.29
same
same
same
same
Start to Recovery (# months)
10
Start (yyyy mm) 2025 01 2022 08 2022 01 2022 01 2007 11 2000 09
Start to Bottom (# months) 4 5 12 12 13 25
Bottom (yyyy mm) 2025 04 2022 12 2022 12 2022 12 2008 11 2002 09
Bottom to End (# months) 3 5 11 11 13 179
End (yyyy mm) 2025 07 2023 05 2023 11 2023 11 2009 12 2017 08
Longest negative period (# months)
10 14 28 28 57 208
Start (yyyy mm) 2024 08 2024 03 2020 09 2020 09 2005 12 2000 04
End (yyyy mm) 2025 05 2025 04 2022 12 2022 12 2010 08 2017 07
Annualized Return (%) -1.53 -0.94 -1.89 -1.89 -0.07 -0.05
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y MAX
Standard Deviation (%) 21.81 19.38 19.49 18.02 17.11 22.90
Sharpe Ratio 0.74 1.09 1.03 1.29 0.92 0.39
Sortino Ratio 0.99 1.54 1.46 1.78 1.28 0.53
Ulcer Index 8.03 5.88 7.83 6.25 7.34 45.14
Ratio: Return / Standard Deviation 0.95 1.33 1.17 1.39 1.02 0.47
Ratio: Return / Deepest Drawdown 1.10 1.36 1.11 1.22 0.65 0.13
Positive Months (%)
58.33 61.11 58.33 63.33 61.66 58.62
Positive Months 7 22 35 76 148 187
Negative Months 5 14 25 44 92 132
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y MAX
Best 10 Years Return (%) - Annualized 25.08 26.05 26.05
Worst 10 Years Return (%) - Annualized 9.83 -9.31
Best 10 Years Return (%) - Annualized 21.04 22.57 22.57
Worst 10 Years Return (%) - Annualized 7.20 -11.22
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
 1M 3M 6M 1Y 3Y 5Y 10Y 20Y MAX
Best Rolling Return (%) - Annualized 68.82 39.36 31.51 26.05 17.66
Worst Rolling Return (%) - Annualized -59.45 -38.02 -22.46 -9.31 4.22
Positive Periods (%) 75.3 82.0 82.3 84.5 100.0
Best Rolling Return (%) - Annualized 66.95 36.09 29.06 22.57 14.39
Worst Rolling Return (%) - Annualized -60.18 -38.83 -23.53 -11.22 2.12
Positive Periods (%) 72.0 79.9 79.6 81.5 100.0
95% VaR - Value at Risk (%) - Cumulative
9.79 15.59 20.15 40.65 62.89 59.70 53.03
95% CVaR - Conditional Value at Risk (%) 12.54 20.35 26.87 48.35 69.90 66.38 56.12
99% VaR - Value at Risk (%) - Cumulative
14.30 23.40 31.19 53.96 72.37 69.80 58.33
99% CVaR - Conditional Value at Risk (%) 17.17 28.36 38.21 58.94 75.04 71.62 62.36
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 57.45 11.24 6.15 2.96 1.98
Perpetual Withdrawal Rate (%) --- --- --- --- 0.69
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: the annualized geometric mean return of the portfolio. When cashflows are involved, it is calculated using the Money-Weighted Rate of Return (MWRR), based on the Modified Dietz formula.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration. When cashflows are involved, portfolio values are normalized by the invested capital (i.e. owned quotes) at each time step: this isolates the effect of market performance from capital contributions, avoiding misleading drawdowns caused by large inflows that artificially lift portfolio value and, as a result, the drawdowns match the ones without cash flows.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
  • Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.
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Correlations as of Jul 31, 2025

Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.

The following table shows the monthly correlations of iShares S&P 500 Information Technology Sector UCITS (Acc) (IITU.L) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

ISHARES S&P 500 INFORMATION TECHNOLOGY SECTOR UCITS (ACC) (IITU.L) ETF
Monthly correlations as of 31 July 2025
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Correlation vs IITU.L
Asset Class 1 Year 5 Years 10 Years 30 Years
CSP1.L
 US Large Cap Blend 0.88 0.88 0.86 -
IUGA.L
 US Total Bond Market GBP Hdg -0.31 0.28 0.20 -
Terms and Definitions
Correlation values range between -1 and +1
  • A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
  • A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
  • A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

ISHARES S&P 500 INFORMATION TECHNOLOGY SECTOR UCITS (ACC) (IITU.L) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
1 August 2005 - 31 July 2025 (20 Years)
1 January 1999 - 31 July 2025 (~27 years)
All Data
(1999/01 - 2025/07)
Inflation Adjusted:

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Rolling Returns

For a detailed rolling return analysis, click here
iShares S&P 500 Information Technology Sector UCITS (Acc) (IITU.L) ETF: Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ISHARES S&P 500 INFORMATION TECHNOLOGY SECTOR UCITS (ACC) (IITU.L) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 August 2005 - 31 July 2025 (20 Years)
1 January 1999 - 31 July 2025 (~27 years)
All Data
(1999/01 - 2025/07)
Inflation Adjusted:

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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.

Seasonality

In which months is it better to invest in iShares S&P 500 Information Technology Sector UCITS (Acc) (IITU.L) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from January 1999 to July 2025.

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For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the iShares S&P 500 Information Technology Sector UCITS (Acc) (IITU.L) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ISHARES S&P 500 INFORMATION TECHNOLOGY SECTOR UCITS (ACC) (IITU.L) ETF
Monthly Returns Distribution
1 August 2005 - 31 July 2025 (20 Years)
1 January 1999 - 31 July 2025 (~27 years)
148 Positive Months (62%) - 92 Negative Months (38%)
187 Positive Months (59%) - 132 Negative Months (41%)
All Data
(1999/01 - 2025/07)

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Methodology

Returns, up to November 2015, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

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