AINF.AS vs. WITS.AS

Last updated Jun 4, 2026

AINF.AS (iShares AI Infrastructure UCITS ETF USD (Acc)) and WITS.AS (iShares MSCI World Information Technology Sector ESG UCITS ETF) are both Technology Equities funds from iShares - AINF.AS tracks the STOXX Global AI Infrastructure Index while WITS.AS tracks the MSCI World/Information Tech NR USD. Both are passively managed. Over the past year, AINF.AS returned 124.11% vs 51.09% for WITS.AS. Their correlation of 0.93 suggests significant overlap in exposure. AINF.AS charges 0.35%/yr vs 0.25%/yr for WITS.AS.

Performance

AINF.AS vs. WITS.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares AI Infrastructure UCITS ETF USD (Acc) (AINF.AS) and iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AINF.AS achieves a 60.14% return, which is significantly higher than WITS.AS's 25.61% return.

AINF.AS

• 1D: 0.12%
• 1M: 27.63%
• YTD: 60.14%
• 6M: 61.51%
• 1Y: 124.11%
• 3Y*: —
• 5Y*: —
• 10Y*: —

WITS.AS

• 1D: -0.60%
• 1M: 18.25%
• YTD: 25.61%
• 6M: 25.35%
• 1Y: 51.09%
• 3Y*: 32.27%
• 5Y*: 20.75%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AINF.AS vs. WITS.AS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AINF.AS iShares AI Infrastructure UCITS ETF USD (Acc)	60.14%	44.70%	-1.33%
WITS.AS iShares MSCI World Information Technology Sector ESG UCITS ETF	25.61%	22.39%	-3.53%

Correlation

The correlation between AINF.AS and WITS.AS is 0.91, 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	0.91
Correlation (All Time) Calculated using the full available price history since Dec 10, 2024	0.93

The correlation between AINF.AS and WITS.AS has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

Return for Risk

AINF.AS vs. WITS.AS — Risk / Return Rank

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

AINF.AS

AINF.AS Risk / Return Rank: 96
AINF.AS Sharpe Ratio Rank: 97
AINF.AS Sortino Ratio Rank: 96
AINF.AS Omega Ratio Rank: 95
AINF.AS Calmar Ratio Rank: 97
AINF.AS Martin Ratio Rank: 96

WITS.AS

WITS.AS Risk / Return Rank: 68
WITS.AS Sharpe Ratio Rank: 78
WITS.AS Sortino Ratio Rank: 74
WITS.AS Omega Ratio Rank: 69
WITS.AS Calmar Ratio Rank: 63
WITS.AS Martin Ratio Rank: 56

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.

AINF.AS vs. WITS.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares AI Infrastructure UCITS ETF USD (Acc) (AINF.AS) and iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS). 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.

	AINF.AS	WITS.AS	Difference
Sharpe ratio: Return per unit of total volatility	4.96	2.56	+2.41
Sortino ratio: Return per unit of downside risk	5.67	3.38	+2.29
Omega ratio: Gain probability vs. loss probability	1.75	1.42	+0.33
Calmar ratio: Return relative to maximum drawdown	10.36	3.13	+7.23
Martin ratio: Return relative to average drawdown	34.07	9.74	+24.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AINF.AS vs. WITS.AS - Sharpe Ratio Comparison

The current AINF.AS Sharpe Ratio is 4.96, which is higher than the WITS.AS Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of AINF.AS and WITS.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AINF.AS	WITS.AS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.96	2.56	+2.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.86	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.67	1.03	+1.64

Drawdowns

AINF.AS vs. WITS.AS - Drawdown Comparison

The maximum AINF.AS drawdown since its inception was -27.26%, smaller than the maximum WITS.AS drawdown of -39.08%. Use the drawdown chart below to compare losses from any high point for AINF.AS and WITS.AS.

Drawdown Indicators

	AINF.AS	WITS.AS	Difference
Max Drawdown Largest peak-to-trough decline	-27.26%	-39.08%	+11.82%
Max Drawdown (1Y) Largest decline over 1 year	-11.77%	-16.07%	+4.30%
Max Drawdown (3Y) Largest decline over 3 years	—	-25.21%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-39.08%	—
Current Drawdown Current decline from peak	0.00%	-0.60%	+0.60%
Average Drawdown Average peak-to-trough decline	-4.21%	-8.50%	+4.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.60%	5.20%	-1.60%

Volatility

AINF.AS vs. WITS.AS - Volatility Comparison

iShares AI Infrastructure UCITS ETF USD (Acc) (AINF.AS) has a higher volatility of 9.59% compared to iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) at 6.94%. This indicates that AINF.AS's price experiences larger fluctuations and is considered to be riskier than WITS.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AINF.AS	WITS.AS	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.59%	6.94%	+2.65%
Volatility (6M) Calculated over the trailing 6-month period	19.09%	15.44%	+3.65%
Volatility (1Y) Calculated over the trailing 1-year period	24.60%	19.76%	+4.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.91%	23.75%	+4.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.91%	24.61%	+3.30%

AINF.AS vs. WITS.AS - Expense Ratio Comparison

AINF.AS has a 0.35% expense ratio, which is higher than WITS.AS's 0.25% expense ratio.

Dividends

AINF.AS vs. WITS.AS - Dividend Comparison

AINF.AS has not paid dividends to shareholders, while WITS.AS's dividend yield for the trailing twelve months is around 0.25%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AINF.AS iShares AI Infrastructure UCITS ETF USD (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WITS.AS iShares MSCI World Information Technology Sector ESG UCITS ETF	0.25%	0.31%	0.38%	0.46%	0.81%	0.41%	0.73%	0.12%

Frequently Asked Questions

Can I hold both AINF.AS and WITS.AS in my portfolio?

With a correlation of 0.91, AINF.AS and WITS.AS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, AINF.AS or WITS.AS?

On fees, WITS.AS is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AINF.AS or WITS.AS?

WITS.AS is cheaper with a 0.25% expense ratio, compared with 0.35% for AINF.AS.

What is the main difference between AINF.AS and WITS.AS?

AINF.AS tracks STOXX Global AI Infrastructure Index, while WITS.AS tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.35% for AINF.AS and 0.25% for WITS.AS.