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L&G Artificial Intelligence UCITS ETF (AIAI.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BK5BCD43
IssuerLegal & General
Inception DateJun 26, 2019
CategoryTechnology Equities
Leveraged1x
Index TrackedMSCI World/Information Tech NR USD
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

AIAI.L features an expense ratio of 0.49%, falling within the medium range.


Expense ratio chart for AIAI.L: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: AIAI.L vs. INTL.L, AIAI.L vs. HMEF.L, AIAI.L vs. SMGB.L, AIAI.L vs. AIAG.L, AIAI.L vs. XDWH.DE, AIAI.L vs. CLPAX, AIAI.L vs. SUSW.L, AIAI.L vs. WTI2.DE, AIAI.L vs. VEVE.AS, AIAI.L vs. IYW

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in L&G Artificial Intelligence UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


70.00%80.00%90.00%100.00%MayJuneJulyAugustSeptemberOctober
102.10%
93.44%
AIAI.L (L&G Artificial Intelligence UCITS ETF)
Benchmark (^GSPC)

Returns By Period

L&G Artificial Intelligence UCITS ETF had a return of 10.76% year-to-date (YTD) and 38.64% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date10.76%20.57%
1 month7.24%4.18%
6 months6.82%10.51%
1 year38.64%35.06%
5 years (annualized)16.79%14.29%
10 years (annualized)N/A11.53%

Monthly Returns

The table below presents the monthly returns of AIAI.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.38%4.90%0.91%-4.35%-0.93%7.94%-2.76%0.41%4.24%10.76%
202314.83%1.92%5.39%-6.79%11.40%7.71%4.92%-4.59%-4.94%-5.30%17.26%9.46%59.58%
2022-14.15%-3.11%1.68%-15.06%-8.13%-8.82%9.41%-0.43%-9.81%2.00%0.69%-2.14%-40.58%
20212.27%1.16%-5.18%5.83%-3.10%7.06%-0.15%3.69%-3.89%7.10%-2.71%-1.18%10.35%
20204.91%-7.53%-9.99%14.94%10.35%9.56%8.33%7.52%-3.44%0.07%13.74%8.53%68.60%
20191.46%-5.75%-2.63%1.47%7.43%1.89%3.43%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AIAI.L is 39, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of AIAI.L is 3939
AIAI.L (L&G Artificial Intelligence UCITS ETF)
The Sharpe Ratio Rank of AIAI.L is 3939Sharpe Ratio Rank
The Sortino Ratio Rank of AIAI.L is 3636Sortino Ratio Rank
The Omega Ratio Rank of AIAI.L is 3535Omega Ratio Rank
The Calmar Ratio Rank of AIAI.L is 4040Calmar Ratio Rank
The Martin Ratio Rank of AIAI.L is 4343Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for L&G Artificial Intelligence UCITS ETF (AIAI.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AIAI.L
Sharpe ratio
The chart of Sharpe ratio for AIAI.L, currently valued at 1.56, compared to the broader market0.002.004.001.56
Sortino ratio
The chart of Sortino ratio for AIAI.L, currently valued at 2.15, compared to the broader market0.005.0010.002.15
Omega ratio
The chart of Omega ratio for AIAI.L, currently valued at 1.27, compared to the broader market1.001.502.002.503.003.501.27
Calmar ratio
The chart of Calmar ratio for AIAI.L, currently valued at 1.06, compared to the broader market0.005.0010.0015.001.06
Martin ratio
The chart of Martin ratio for AIAI.L, currently valued at 7.91, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.91
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.79, compared to the broader market0.002.004.002.80
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.73, compared to the broader market0.005.0010.003.73
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.51, compared to the broader market1.001.502.002.503.003.501.51
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.46, compared to the broader market0.005.0010.0015.002.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.01, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.01

Sharpe Ratio

The current L&G Artificial Intelligence UCITS ETF Sharpe ratio is 1.56. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of L&G Artificial Intelligence UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50MayJuneJulyAugustSeptemberOctober
1.56
2.80
AIAI.L (L&G Artificial Intelligence UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


L&G Artificial Intelligence UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-3.82%
-0.20%
AIAI.L (L&G Artificial Intelligence UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the L&G Artificial Intelligence UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the L&G Artificial Intelligence UCITS ETF was 49.61%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current L&G Artificial Intelligence UCITS ETF drawdown is 3.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.61%Nov 10, 2021231Oct 14, 2022
-34.61%Feb 20, 202020Mar 18, 202049Jun 1, 202069
-19.66%Feb 16, 202114Mar 5, 2021161Oct 25, 2021175
-12.07%Jul 29, 201947Oct 2, 201956Dec 20, 2019103
-10.14%Sep 2, 202014Sep 21, 202014Oct 9, 202028

Volatility

Volatility Chart

The current L&G Artificial Intelligence UCITS ETF volatility is 5.84%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%MayJuneJulyAugustSeptemberOctober
5.84%
3.37%
AIAI.L (L&G Artificial Intelligence UCITS ETF)
Benchmark (^GSPC)