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AIAI.L vs. BTCE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIAI.L vs. BTCE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Artificial Intelligence UCITS ETF (AIAI.L) and ETC Group Physical Bitcoin (BTCE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, AIAI.L achieves a 35.30% return, which is significantly higher than BTCE.DE's -27.87% return.


AIAI.L

1D
4.04%
1M
7.88%
YTD
35.30%
6M
35.16%
1Y
67.09%
3Y*
33.97%
5Y*
16.36%
10Y*

BTCE.DE

1D
-3.69%
1M
-19.41%
YTD
-27.87%
6M
-29.75%
1Y
-40.70%
3Y*
31.53%
5Y*
9.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIAI.L vs. BTCE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AIAI.L
L&G Artificial Intelligence UCITS ETF
35.30%30.31%18.47%59.57%-40.29%9.81%42.10%
BTCE.DE
ETC Group Physical Bitcoin
-27.87%-7.65%112.88%154.31%-65.88%67.06%187.82%

Correlation

The correlation between AIAI.L and BTCE.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2020

0.39

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Return for Risk

AIAI.L vs. BTCE.DE — 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: 7878
Overall Rank
AIAI.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
AIAI.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
AIAI.L Omega Ratio Rank: 7474
Omega Ratio Rank
AIAI.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
AIAI.L Martin Ratio Rank: 7171
Martin Ratio Rank

BTCE.DE
BTCE.DE Risk / Return Rank: 11
Overall Rank
BTCE.DE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTCE.DE Sortino Ratio Rank: 11
Sortino Ratio Rank
BTCE.DE Omega Ratio Rank: 22
Omega Ratio Rank
BTCE.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCE.DE Martin Ratio Rank: 11
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. BTCE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Artificial Intelligence UCITS ETF (AIAI.L) and ETC Group Physical Bitcoin (BTCE.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AIAI.LBTCE.DEDifference
Sharpe ratioReturn per unit of total volatility

+3.39

Sortino ratioReturn per unit of downside risk

+4.52

Omega ratioGain probability vs. loss probability

1.38

0.84

+0.54

Calmar ratioReturn relative to maximum drawdown

3.86

-0.82

+4.68

Martin ratioReturn relative to average drawdown

11.59

-1.42

+13.01

AIAI.L vs. BTCE.DE - Sharpe Ratio Comparison

The current AIAI.L Sharpe Ratio is 2.37, which is higher than the BTCE.DE Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of AIAI.L and BTCE.DE, 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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Drawdowns

AIAI.L vs. BTCE.DE - Drawdown Comparison

The maximum AIAI.L drawdown since its inception was -49.61%, smaller than the maximum BTCE.DE drawdown of -77.07%. Use the drawdown chart below to compare losses from any high point for AIAI.L and BTCE.DE.


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Drawdown Indicators


AIAI.LBTCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.61%

-77.07%

+27.46%

Max Drawdown (1Y)

Largest decline over 1 year

-16.80%

-49.71%

+32.91%

Max Drawdown (3Y)

Largest decline over 3 years

-29.94%

-49.71%

+19.77%

Max Drawdown (5Y)

Largest decline over 5 years

-49.61%

-77.07%

+27.46%

Current Drawdown

Current decline from peak

-6.67%

-49.71%

+43.04%

Average Drawdown

Average peak-to-trough decline

-14.08%

-31.22%

+17.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.61%

28.63%

-23.02%

Volatility

AIAI.L vs. BTCE.DE - Volatility Comparison

L&G Artificial Intelligence UCITS ETF (AIAI.L) has a higher volatility of 11.38% compared to ETC Group Physical Bitcoin (BTCE.DE) at 9.77%. This indicates that AIAI.L's price experiences larger fluctuations and is considered to be riskier than BTCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIAI.LBTCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.38%

9.77%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

21.68%

31.28%

-9.60%

Volatility (1Y)

Calculated over the trailing 1-year period

27.39%

39.98%

-12.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.73%

53.24%

-24.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.81%

58.56%

-29.75%

AIAI.L vs. BTCE.DE - Expense Ratio Comparison

AIAI.L has a 0.49% expense ratio, which is lower than BTCE.DE's 2.00% expense ratio.


Dividends

AIAI.L vs. BTCE.DE - Dividend Comparison

Neither AIAI.L nor BTCE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AIAI.L and BTCE.DE have a correlation of 0.41, 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 2.00% for BTCE.DE.

AIAI.L is categorized as Technology Equities, while BTCE.DE is Cryptocurrency. They also come from different issuers: Legal & General and ETC Issuance. Their fees differ too: 0.49% for AIAI.L and 2.00% for BTCE.DE.

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