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

Performance

AIAI.L vs. SHLD.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 iShares Digital Security UCITS ETF USD (Dist) (SHLD.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 29.30% return, which is significantly higher than SHLD.L's 16.56% return.


AIAI.L

1D
-3.15%
1M
-6.72%
6M
25.92%
YTD
29.30%
1Y
50.62%
3Y*
30.16%
5Y*
14.95%
10Y*

SHLD.L

1D
-0.54%
1M
3.39%
6M
16.67%
YTD
16.56%
1Y
21.82%
3Y*
19.12%
5Y*
9.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
AIAI.L
L&G Artificial Intelligence UCITS ETF
29.30%30.31%18.47%59.57%-40.29%9.81%68.60%7.32%
SHLD.L
iShares Digital Security UCITS ETF USD (Dist)
16.56%11.51%16.55%33.91%-29.11%16.50%27.22%9.38%

Correlation

The correlation between AIAI.L and SHLD.L is 0.81, 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

0.81

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

0.87

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

0.90

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2019

0.89

The correlation between AIAI.L and SHLD.L has been stable across timeframes, ranging from 0.81 to 0.90 - a consistent structural relationship.

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Return for Risk

AIAI.L vs. SHLD.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: 6666
Overall Rank
AIAI.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
AIAI.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
AIAI.L Omega Ratio Rank: 5959
Omega Ratio Rank
AIAI.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
AIAI.L Martin Ratio Rank: 6262
Martin Ratio Rank

SHLD.L
SHLD.L Risk / Return Rank: 3939
Overall Rank
SHLD.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SHLD.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
SHLD.L Omega Ratio Rank: 3535
Omega Ratio Rank
SHLD.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
SHLD.L Martin Ratio Rank: 3636
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. SHLD.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 iShares Digital Security UCITS ETF USD (Dist) (SHLD.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.

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.LSHLD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.29

1.18

+0.11

Calmar ratioReturn relative to maximum drawdown

3.00

1.91

+1.09

Martin ratioReturn relative to average drawdown

8.61

4.12

+4.49

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

The current AIAI.L Sharpe Ratio is 1.75, which is higher than the SHLD.L Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of AIAI.L and SHLD.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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Drawdowns

AIAI.L vs. SHLD.L - Drawdown Comparison

The maximum AIAI.L drawdown since its inception was -49.61%, which is greater than SHLD.L's maximum drawdown of -36.07%. Use the drawdown chart below to compare losses from any high point for AIAI.L and SHLD.L.


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Drawdown Indicators


AIAI.LSHLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.61%

-36.07%

-13.54%

Max Drawdown (1Y)

Largest decline over 1 year

-16.80%

-11.40%

-5.40%

Max Drawdown (3Y)

Largest decline over 3 years

-29.94%

-22.72%

-7.22%

Max Drawdown (5Y)

Largest decline over 5 years

-49.61%

-36.07%

-13.54%

Current Drawdown

Current decline from peak

-10.81%

-5.36%

-5.45%

Average Drawdown

Average peak-to-trough decline

-13.95%

-9.27%

-4.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.86%

5.28%

+0.58%

Volatility

AIAI.L vs. SHLD.L - Volatility Comparison

L&G Artificial Intelligence UCITS ETF (AIAI.L) has a higher volatility of 9.99% compared to iShares Digital Security UCITS ETF USD (Dist) (SHLD.L) at 6.81%. This indicates that AIAI.L's price experiences larger fluctuations and is considered to be riskier than SHLD.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.LSHLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.99%

6.81%

+3.18%

Volatility (6M)

Calculated over the trailing 6-month period

23.39%

18.09%

+5.30%

Volatility (1Y)

Calculated over the trailing 1-year period

28.90%

21.64%

+7.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.05%

21.39%

+7.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.88%

21.22%

+7.66%

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

AIAI.L has a 0.49% expense ratio, which is higher than SHLD.L's 0.40% expense ratio.


Dividends

AIAI.L vs. SHLD.L - Dividend Comparison

AIAI.L has not paid dividends to shareholders, while SHLD.L's dividend yield for the trailing twelve months is around 0.35%.


PositionTTM2025202420232022202120202019
AIAI.L
L&G Artificial Intelligence UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHLD.L
iShares Digital Security UCITS ETF USD (Dist)
0.35%0.39%0.48%0.43%0.63%0.66%0.84%1.00%

Frequently Asked Questions


AIAI.L and SHLD.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SHLD.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SHLD.L is cheaper with a 0.40% expense ratio, compared with 0.49% for AIAI.L.

AIAI.L tracks MSCI World/Information Tech NR USD, while SHLD.L tracks STOXX Global Digital Security Open Net Index in USD. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.49% for AIAI.L and 0.40% for SHLD.L.

Portfolio Optimizer

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