AINF.L vs. ARMH

Last updated Apr 1, 2026

Compare and contrast key facts about iShares AI Infrastructure UCITS ETF USD Accumulating (AINF.L) and Arm Holdings PLC ADRhedged ETF (ARMH).

AINF.L and ARMH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AINF.L is managed by iShares. ARMH is an actively managed fund by Precidian. It was launched on Mar 13, 2025.

Performance

AINF.L vs. ARMH - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares AI Infrastructure UCITS ETF USD Accumulating (AINF.L) and Arm Holdings PLC ADRhedged ETF (ARMH). The values are adjusted to include any dividend payments, if applicable.

AINF.L vs. ARMH - Yearly Performance Comparison

	2026 (YTD)	2025
AINF.L iShares AI Infrastructure UCITS ETF USD Accumulating	-1.18%	60.43%
ARMH Arm Holdings PLC ADRhedged ETF	42.63%	-3.00%

Different Trading Currencies

AINF.L is traded in GBP, while ARMH is traded in USD. To make them comparable, the ARMH 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 -1.18% return, which is significantly lower than ARMH's 42.63% return.

AINF.L

• 1D: 0.26%
• 1M: -6.11%
• YTD: -1.18%
• 6M: 8.62%
• 1Y: 54.26%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ARMH

• 1D: 9.39%
• 1M: 24.51%
• YTD: 42.63%
• 6M: 4.93%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AINF.L vs. ARMH - Expense Ratio Comparison

ARMH

Arm Holdings PLC ADRhedged ETF

Return for Risk

AINF.L vs. ARMH — 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: 92
AINF.L Sharpe Ratio Rank: 92
AINF.L Sortino Ratio Rank: 92
AINF.L Omega Ratio Rank: 89
AINF.L Calmar Ratio Rank: 94
AINF.L Martin Ratio Rank: 92

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. ARMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares AI Infrastructure UCITS ETF USD Accumulating (AINF.L) and Arm Holdings PLC ADRhedged ETF (ARMH). 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.L	ARMH	Difference
Sharpe ratio Return per unit of total volatility	2.13	—	—
Sortino ratio Return per unit of downside risk	2.75	—	—
Omega ratio Gain probability vs. loss probability	1.37	—	—
Calmar ratio Return relative to maximum drawdown	3.77	—	—
Martin ratio Return relative to average drawdown	13.14	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	AINF.L	ARMH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.13	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.97	0.82	+0.15

Correlation

The correlation between AINF.L and ARMH is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

AINF.L vs. ARMH - Dividend Comparison

AINF.L has not paid dividends to shareholders, while ARMH's dividend yield for the trailing twelve months is around 2.42%.

	TTM	2025
AINF.L iShares AI Infrastructure UCITS ETF USD Accumulating	0.00%	0.00%
ARMH Arm Holdings PLC ADRhedged ETF	2.42%	2.64%

Drawdowns

AINF.L vs. ARMH - Drawdown Comparison

The maximum AINF.L drawdown since its inception was -28.79%, smaller than the maximum ARMH drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for AINF.L and ARMH.

Drawdown Indicators

	AINF.L	ARMH	Difference
Max Drawdown Largest peak-to-trough decline	-28.79%	-42.04%	+13.25%
Max Drawdown (1Y) Largest decline over 1 year	-13.54%	—	—
Current Drawdown Current decline from peak	-7.70%	-13.75%	+6.05%
Average Drawdown Average peak-to-trough decline	-5.59%	-16.33%	+10.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.89%	—	—

Volatility

Volatility by Period

	AINF.L	ARMH	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.62%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.68%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	25.38%	51.42%	-26.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.75%	51.42%	-25.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.75%	51.42%	-25.67%