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AIAA.DE vs. CHAT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AIAA.DE vs. CHAT - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares AI Adopters & Applications UCITS ETF USD (Acc) (AIAA.DE) and Roundhill Generative AI & Technology ETF (CHAT). The values are adjusted to include any dividend payments, if applicable.

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AIAA.DE vs. CHAT - Yearly Performance Comparison


2026 (YTD)20252024
AIAA.DE
iShares AI Adopters & Applications UCITS ETF USD (Acc)
-8.24%5.44%-1.65%
CHAT
Roundhill Generative AI & Technology ETF
10.72%32.07%-1.04%
Different Trading Currencies

AIAA.DE is traded in EUR, while CHAT is traded in USD. To make them comparable, the CHAT values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, AIAA.DE achieves a -8.24% return, which is significantly lower than CHAT's 10.72% return.


AIAA.DE

1D
2.03%
1M
-4.67%
YTD
-8.24%
6M
-3.71%
1Y
0.92%
3Y*
5Y*
10Y*

CHAT

1D
3.84%
1M
1.92%
YTD
10.72%
6M
7.14%
1Y
74.75%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AIAA.DE vs. CHAT - Expense Ratio Comparison

AIAA.DE has a 0.35% expense ratio, which is lower than CHAT's 0.75% expense ratio.


Return for Risk

AIAA.DE vs. CHAT — Risk / Return Rank

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

AIAA.DE
AIAA.DE Risk / Return Rank: 1212
Overall Rank
AIAA.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
AIAA.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
AIAA.DE Omega Ratio Rank: 1212
Omega Ratio Rank
AIAA.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
AIAA.DE Martin Ratio Rank: 1313
Martin Ratio Rank

CHAT
CHAT Risk / Return Rank: 9595
Overall Rank
CHAT Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CHAT Sortino Ratio Rank: 9595
Sortino Ratio Rank
CHAT Omega Ratio Rank: 9393
Omega Ratio Rank
CHAT Calmar Ratio Rank: 9898
Calmar Ratio Rank
CHAT Martin Ratio Rank: 9595
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.

AIAA.DE vs. CHAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares AI Adopters & Applications UCITS ETF USD (Acc) (AIAA.DE) and Roundhill Generative AI & Technology ETF (CHAT). 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.


AIAA.DECHATDifference

Sharpe ratio

Return per unit of total volatility

0.05

2.10

-2.05

Sortino ratio

Return per unit of downside risk

0.19

2.64

-2.45

Omega ratio

Gain probability vs. loss probability

1.03

1.37

-0.35

Calmar ratio

Return relative to maximum drawdown

0.07

4.49

-4.42

Martin ratio

Return relative to average drawdown

0.23

11.90

-11.67

AIAA.DE vs. CHAT - Sharpe Ratio Comparison

The current AIAA.DE Sharpe Ratio is 0.05, which is lower than the CHAT Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of AIAA.DE and CHAT, 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


AIAA.DECHATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

2.10

-2.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

1.20

-1.41

Correlation

The correlation between AIAA.DE and CHAT is 0.45, 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.


Dividends

AIAA.DE vs. CHAT - Dividend Comparison

AIAA.DE has not paid dividends to shareholders, while CHAT's dividend yield for the trailing twelve months is around 2.61%.


Drawdowns

AIAA.DE vs. CHAT - Drawdown Comparison

The maximum AIAA.DE drawdown since its inception was -24.42%, smaller than the maximum CHAT drawdown of -35.03%. Use the drawdown chart below to compare losses from any high point for AIAA.DE and CHAT.


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Drawdown Indicators


AIAA.DECHATDifference

Max Drawdown

Largest peak-to-trough decline

-24.42%

-31.34%

+6.92%

Max Drawdown (1Y)

Largest decline over 1 year

-14.39%

-16.28%

+1.89%

Current Drawdown

Current decline from peak

-10.89%

-3.05%

-7.84%

Average Drawdown

Average peak-to-trough decline

-7.32%

-5.61%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

5.86%

-1.84%

Volatility

AIAA.DE vs. CHAT - Volatility Comparison

The current volatility for iShares AI Adopters & Applications UCITS ETF USD (Acc) (AIAA.DE) is 4.97%, while Roundhill Generative AI & Technology ETF (CHAT) has a volatility of 12.50%. This indicates that AIAA.DE experiences smaller price fluctuations and is considered to be less risky than CHAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIAA.DECHATDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

12.50%

-7.53%

Volatility (6M)

Calculated over the trailing 6-month period

9.90%

23.36%

-13.46%

Volatility (1Y)

Calculated over the trailing 1-year period

18.06%

35.83%

-17.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.77%

29.60%

-11.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.77%

29.60%

-11.83%