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AINF.L vs. AIAA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AINF.L vs. AIAA.DE - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, AINF.L achieves a 56.26% return, which is significantly higher than AIAA.DE's -5.23% return.


AINF.L

1D
0.00%
1M
5.48%
YTD
56.26%
6M
57.37%
1Y
102.57%
3Y*
5Y*
10Y*

AIAA.DE

1D
0.00%
1M
-0.71%
YTD
-5.23%
6M
-5.21%
1Y
5.45%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AINF.L vs. AIAA.DE - Yearly Performance Comparison


2026 (YTD)20252024
AINF.L
iShares AI Infrastructure UCITS ETF USD (Acc)
56.26%34.74%0.43%
AIAA.DE
iShares AI Adopters & Applications UCITS ETF USD (Acc)
-5.23%10.92%-2.71%

Correlation

The correlation between AINF.L and AIAA.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2024

0.58

The correlation between AINF.L and AIAA.DE shifts across timeframes, from 0.46 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AINF.L vs. AIAA.DE — Risk / Return Rank

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

AINF.L
AINF.L Risk / Return Rank: 7373
Overall Rank
AINF.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
AINF.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
AINF.L Omega Ratio Rank: 9494
Omega Ratio Rank
AINF.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
AINF.L Martin Ratio Rank: 4444
Martin Ratio Rank

AIAA.DE
AIAA.DE Risk / Return Rank: 1313
Overall Rank
AIAA.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
AIAA.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
AIAA.DE Omega Ratio Rank: 1212
Omega Ratio Rank
AIAA.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
AIAA.DE Martin Ratio Rank: 1212
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.

AINF.L vs. AIAA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares AI Infrastructure UCITS ETF USD (Acc) (AINF.L) and iShares AI Adopters & Applications UCITS ETF USD (Acc) (AIAA.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.


AINF.LAIAA.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.65

Sortino ratioReturn per unit of downside risk

+2.22

Omega ratioGain probability vs. loss probability

1.58

1.08

+0.50

Calmar ratioReturn relative to maximum drawdown

3.48

0.41

+3.07

Martin ratioReturn relative to average drawdown

6.35

1.01

+5.34

AINF.L vs. AIAA.DE - Sharpe Ratio Comparison

The current AINF.L Sharpe Ratio is 2.07, which is higher than the AIAA.DE Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of AINF.L and AIAA.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

AINF.L vs. AIAA.DE - Drawdown Comparison

The maximum AINF.L drawdown since its inception was -29.48%, which is greater than AIAA.DE's maximum drawdown of -22.58%. Use the drawdown chart below to compare losses from any high point for AINF.L and AIAA.DE.


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Drawdown Indicators


AINF.LAIAA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.48%

-22.58%

-6.90%

Max Drawdown (1Y)

Largest decline over 1 year

-29.48%

-13.32%

-16.16%

Current Drawdown

Current decline from peak

-3.94%

-7.18%

+3.24%

Average Drawdown

Average peak-to-trough decline

-11.19%

-5.97%

-5.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.16%

5.41%

+10.75%

Volatility

AINF.L vs. AIAA.DE - Volatility Comparison

iShares AI Infrastructure UCITS ETF USD (Acc) (AINF.L) has a higher volatility of 10.99% compared to iShares AI Adopters & Applications UCITS ETF USD (Acc) (AIAA.DE) at 3.80%. This indicates that AINF.L's price experiences larger fluctuations and is considered to be riskier than AIAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AINF.LAIAA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.99%

3.80%

+7.19%

Volatility (6M)

Calculated over the trailing 6-month period

19.69%

10.18%

+9.51%

Volatility (1Y)

Calculated over the trailing 1-year period

49.67%

13.16%

+36.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.00%

16.49%

+27.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.00%

16.49%

+27.51%

AINF.L vs. AIAA.DE - Expense Ratio Comparison

Both AINF.L and AIAA.DE have an expense ratio of 0.35%.


Dividends

AINF.L vs. AIAA.DE - Dividend Comparison

Neither AINF.L nor AIAA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AINF.L and AIAA.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

AINF.L and AIAA.DE have the same expense ratio: 0.35% per year.

AINF.L tracks STOXX Global AI Infrastructure Net Index, while AIAA.DE tracks STOXX Global AI Adopters and Applications Index.

Portfolio Optimizer

Find the right allocation for AINF.L and AIAA.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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