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AIAI.L vs. ARKI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIAI.L vs. ARKI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Artificial Intelligence UCITS ETF (AIAI.L) and ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation (ARKI.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AIAI.L achieves a 42.35% return, which is significantly higher than ARKI.L's 13.70% return.


AIAI.L

1D
-1.83%
1M
20.66%
YTD
42.35%
6M
40.34%
1Y
77.74%
3Y*
38.01%
5Y*
18.10%
10Y*

ARKI.L

1D
-0.35%
1M
9.84%
YTD
13.70%
6M
12.57%
1Y
43.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIAI.L vs. ARKI.L - Yearly Performance Comparison


Correlation

The correlation between AIAI.L and ARKI.L is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2024

0.87

The correlation between AIAI.L and ARKI.L has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.

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Return for Risk

AIAI.L vs. ARKI.L — Risk / Return Rank

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

AIAI.L
AIAI.L Risk / Return Rank: 8383
Overall Rank
AIAI.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
AIAI.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
AIAI.L Omega Ratio Rank: 7878
Omega Ratio Rank
AIAI.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
AIAI.L Martin Ratio Rank: 7777
Martin Ratio Rank

ARKI.L
ARKI.L Risk / Return Rank: 3939
Overall Rank
ARKI.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
ARKI.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
ARKI.L Omega Ratio Rank: 4242
Omega Ratio Rank
ARKI.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
ARKI.L Martin Ratio Rank: 3232
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.

AIAI.L vs. ARKI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Artificial Intelligence UCITS ETF (AIAI.L) and ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation (ARKI.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.


AIAI.LARKI.LDifference
Sharpe ratioReturn per unit of total volatility

+1.45

Sortino ratioReturn per unit of downside risk

+1.60

Omega ratioGain probability vs. loss probability

1.46

1.26

+0.20

Calmar ratioReturn relative to maximum drawdown

4.73

1.81

+2.92

Martin ratioReturn relative to average drawdown

14.60

4.67

+9.93

AIAI.L vs. ARKI.L - Sharpe Ratio Comparison

The current AIAI.L Sharpe Ratio is 3.00, which is higher than the ARKI.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of AIAI.L and ARKI.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AIAI.LARKI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.00

1.55

+1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

1.74

-0.97

Drawdowns

AIAI.L vs. ARKI.L - Drawdown Comparison

The maximum AIAI.L drawdown since its inception was -49.61%, which is greater than ARKI.L's maximum drawdown of -30.97%. Use the drawdown chart below to compare losses from any high point for AIAI.L and ARKI.L.


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Drawdown Indicators


AIAI.LARKI.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.61%

-30.97%

-18.64%

Max Drawdown (1Y)

Largest decline over 1 year

-16.80%

-24.05%

+7.25%

Max Drawdown (3Y)

Largest decline over 3 years

-29.96%

Max Drawdown (5Y)

Largest decline over 5 years

-49.61%

Current Drawdown

Current decline from peak

-1.83%

-2.18%

+0.35%

Average Drawdown

Average peak-to-trough decline

-14.16%

-6.45%

-7.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.45%

9.35%

-3.90%

Volatility

AIAI.L vs. ARKI.L - Volatility Comparison

L&G Artificial Intelligence UCITS ETF (AIAI.L) has a higher volatility of 10.67% compared to ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation (ARKI.L) at 8.69%. This indicates that AIAI.L's price experiences larger fluctuations and is considered to be riskier than ARKI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIAI.LARKI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.67%

8.69%

+1.98%

Volatility (6M)

Calculated over the trailing 6-month period

20.49%

19.68%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

26.55%

28.20%

-1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.59%

30.91%

-2.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.81%

30.91%

-2.10%

AIAI.L vs. ARKI.L - Expense Ratio Comparison

AIAI.L has a 0.49% expense ratio, which is lower than ARKI.L's 0.75% expense ratio.


Dividends

AIAI.L vs. ARKI.L - Dividend Comparison

Neither AIAI.L nor ARKI.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AIAI.L and ARKI.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AIAI.L is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AIAI.L is cheaper with a 0.49% expense ratio, compared with 0.75% for ARKI.L.

They also come from different issuers: Legal & General and ARK. Their fees differ too: 0.49% for AIAI.L and 0.75% for ARKI.L.

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