AINF.L vs. EQEU.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares AI Infrastructure UCITS ETF USD Accumulating (AINF.L) and Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.DE).

AINF.L and EQEU.DE 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. EQEU.DE is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Notional Net Total Return Index. It was launched on Dec 2, 2002.

Performance

AINF.L vs. EQEU.DE - 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 Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.DE). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024
AINF.L iShares AI Infrastructure UCITS ETF USD Accumulating	3.20%	34.74%	0.43%
EQEU.DE Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged	-5.95%	24.39%	-0.93%

Different Trading Currencies

AINF.L is traded in GBP, while EQEU.DE is traded in EUR. To make them comparable, the EQEU.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 3.20% return, which is significantly higher than EQEU.DE's -5.95% return.

AINF.L

• 1D: 4.43%
• 1M: -2.00%
• YTD: 3.20%
• 6M: 12.31%
• 1Y: 57.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

EQEU.DE

• 1D: 3.54%
• 1M: -3.09%
• YTD: -5.95%
• 6M: -3.01%
• 1Y: 27.62%
• 3Y*: 20.45%
• 5Y*: 11.06%
• 10Y*: —

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

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

EQEU.DE

Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged

Return for Risk

AINF.L vs. EQEU.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: 93
AINF.L Sharpe Ratio Rank: 93
AINF.L Sortino Ratio Rank: 93
AINF.L Omega Ratio Rank: 90
AINF.L Calmar Ratio Rank: 97
AINF.L Martin Ratio Rank: 95

EQEU.DE

EQEU.DE Risk / Return Rank: 58
EQEU.DE Sharpe Ratio Rank: 59
EQEU.DE Sortino Ratio Rank: 61
EQEU.DE Omega Ratio Rank: 56
EQEU.DE Calmar Ratio Rank: 60
EQEU.DE 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.L vs. EQEU.DE - 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 Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.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.

	AINF.L	EQEU.DE	Difference
Sharpe ratio Return per unit of total volatility	2.25	1.42	+0.82
Sortino ratio Return per unit of downside risk	2.89	2.14	+0.76
Omega ratio Gain probability vs. loss probability	1.39	1.27	+0.12
Calmar ratio Return relative to maximum drawdown	5.14	2.06	+3.08
Martin ratio Return relative to average drawdown	16.97	7.08	+9.90
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.L vs. EQEU.DE - Sharpe Ratio Comparison

The current AINF.L Sharpe Ratio is 2.25, which is higher than the EQEU.DE Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of AINF.L and EQEU.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AINF.L	EQEU.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.25	1.42	+0.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.53	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.12	0.72	+0.40

Correlation

The correlation between AINF.L and EQEU.DE is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

AINF.L vs. EQEU.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

AINF.L vs. EQEU.DE - Drawdown Comparison

The maximum AINF.L drawdown since its inception was -28.79%, smaller than the maximum EQEU.DE drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for AINF.L and EQEU.DE.

Drawdown Indicators

	AINF.L	EQEU.DE	Difference
Max Drawdown Largest peak-to-trough decline	-28.79%	-37.97%	+9.18%
Max Drawdown (1Y) Largest decline over 1 year	-13.54%	-12.02%	-1.52%
Max Drawdown (5Y) Largest decline over 5 years	—	-37.97%	—
Current Drawdown Current decline from peak	-3.61%	-8.58%	+4.97%
Average Drawdown Average peak-to-trough decline	-5.58%	-8.16%	+2.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.37%	3.36%	+0.01%

Volatility

AINF.L vs. EQEU.DE - Volatility Comparison

iShares AI Infrastructure UCITS ETF USD Accumulating (AINF.L) has a higher volatility of 7.50% compared to Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.DE) at 6.26%. This indicates that AINF.L's price experiences larger fluctuations and is considered to be riskier than EQEU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AINF.L	EQEU.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.50%	6.26%	+1.24%
Volatility (6M) Calculated over the trailing 6-month period	17.05%	12.19%	+4.86%
Volatility (1Y) Calculated over the trailing 1-year period	25.67%	19.36%	+6.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.99%	20.78%	+5.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.99%	21.10%	+4.89%