PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
AINF.L vs. TECL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AINF.L vs. TECL

Last updated Jun 5, 2026

AINF.L (iShares AI Infrastructure UCITS ETF USD Accumulating) and TECL (Direxion Daily Technology Bull 3X Shares) are both exchange-traded funds - AINF.L is a Technology Equities fund managed by iShares, while TECL is a Leveraged Equities fund tracking the Technology Select Sector Index (300%). Over the past year, AINF.L returned 120.54% vs 252.73% for TECL. A 0.67 correlation means they provide meaningful diversification when combined.

Performance

AINF.L vs. TECL - 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 Direxion Daily Technology Bull 3X Shares (TECL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

AINF.L is traded in GBP, while TECL is traded in USD. To make them comparable, the TECL 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 57.58% return, which is significantly lower than TECL's 116.44% return.

AINF.L

1D
-1.95%
1M
22.71%
YTD
57.58%
6M
57.54%
1Y
120.54%
3Y*
—
5Y*
—
10Y*
—

TECL

1D
-4.56%
1M
56.52%
YTD
116.44%
6M
105.22%
1Y
252.73%
3Y*
74.43%
5Y*
43.64%
10Y*
54.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AINF.L vs. TECL - Yearly Performance Comparison

2026 (YTD)20252024
AINF.L
iShares AI Infrastructure UCITS ETF USD Accumulating		57.58%34.74%0.43%
TECL
Direxion Daily Technology Bull 3X Shares		116.44%28.73%-7.67%

Correlation

The correlation between AINF.L and TECL is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.74

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2024

0.67

The correlation between AINF.L and TECL has been stable across timeframes, ranging from 0.67 to 0.74 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares AI Infrastructure UCITS ETF USD Accumulating

Direxion Daily Technology Bull 3X Shares

Often compared with AINF.L:
AINF.L vs. SMHAINF.L vs. IEVL.LAINF.L vs. XAIXAINF.L vs. CSKR.LAINF.L vs. WMAT.LAINF.L vs. FBTU.LAINF.L vs. IAU
Often compared with TECL:
TECL vs. TQQQTECL vs. SOXLTECL vs. TECSTECL vs. QQQTECL vs. FNGUTECL vs. BULZTECL vs. VGT

Return for Risk

AINF.L vs. TECL — 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: 9797
Overall Rank
AINF.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
AINF.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
AINF.L Omega Ratio Rank: 9696
Omega Ratio Rank
AINF.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
AINF.L Martin Ratio Rank: 9696
Martin Ratio Rank
TECL
TECL Risk / Return Rank: 8484
Overall Rank
TECL Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TECL Sortino Ratio Rank: 7979
Sortino Ratio Rank
TECL Omega Ratio Rank: 7878
Omega Ratio Rank
TECL Calmar Ratio Rank: 8989
Calmar Ratio Rank
TECL Martin Ratio Rank: 8080
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. TECL - 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 Direxion Daily Technology Bull 3X Shares (TECL). 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.LTECLDifference
Sharpe ratioReturn per unit of total volatility
5.14
4.19

+0.96

Sortino ratioReturn per unit of downside risk
5.76
3.60

+2.17

Omega ratioGain probability vs. loss probability

1.77

1.48

+0.29

Calmar ratioReturn relative to maximum drawdown

10.78

5.47

+5.31

Martin ratioReturn relative to average drawdown

36.61

15.03

+21.58

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. TECL - Sharpe Ratio Comparison

The current AINF.L Sharpe Ratio is 5.14, which is comparable to the TECL Sharpe Ratio of 4.19. The chart below compares the historical Sharpe Ratios of AINF.L and TECL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

AINF.LTECLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.14

4.19

+0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.61

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.77

—

Sharpe Ratio (All Time)

Calculated using the full available price history

2.52

0.78

+1.74

Drawdowns

AINF.L vs. TECL - Drawdown Comparison

The maximum AINF.L drawdown since its inception was -28.79%, smaller than the maximum TECL drawdown of -74.54%. Use the drawdown chart below to compare losses from any high point for AINF.L and TECL.

Loading charts...

Drawdown Indicators

AINF.LTECLDifference

Max Drawdown

Largest peak-to-trough decline

-28.79%

-74.54%

+45.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.12%

-46.53%

+35.41%

Max Drawdown (3Y)

Largest decline over 3 years

—

-66.38%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-74.54%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-74.54%

—

Current Drawdown

Current decline from peak

-1.95%

-7.09%

+5.14%

Average Drawdown

Average peak-to-trough decline

-5.03%

-17.70%

+12.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

16.90%

-13.62%

Volatility

AINF.L vs. TECL - Volatility Comparison

The current volatility for iShares AI Infrastructure UCITS ETF USD Accumulating (AINF.L) is 9.19%, while Direxion Daily Technology Bull 3X Shares (TECL) has a volatility of 20.90%. This indicates that AINF.L experiences smaller price fluctuations and is considered to be less risky than TECL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

AINF.LTECLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.19%

20.90%

-11.71%

Volatility (6M)

Calculated over the trailing 6-month period

17.58%

48.39%

-30.81%

Volatility (1Y)

Calculated over the trailing 1-year period

23.30%

60.78%

-37.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.52%

71.80%

-45.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.52%

70.99%

-44.47%

Dividends

AINF.L vs. TECL - Dividend Comparison

AINF.L has not paid dividends to shareholders, while TECL's dividend yield for the trailing twelve months is around 3.30%.

PositionTTM202520242023202220212020201920182017
AINF.L
iShares AI Infrastructure UCITS ETF USD Accumulating		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TECL
Direxion Daily Technology Bull 3X Shares		3.30%7.19%0.29%0.28%0.22%0.32%0.52%0.25%0.47%0.10%

Frequently Asked Questions

AINF.L and TECL have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AINF.L is categorized as Technology Equities, while TECL is Leveraged Equities. They also come from different issuers: iShares and Direxion.

Portfolio Optimizer

Find the right allocation for AINF.L and TECL

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

Open Portfolio Optimizer