AINF.L vs. WENS.L
AINF.L (iShares AI Infrastructure UCITS ETF USD Accumulating) and WENS.L (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) are both exchange-traded funds - AINF.L is a Technology Equities fund managed by iShares, while WENS.L is a Energy Equities fund tracking the MSCI World/Energy NR USD. Over the past year, AINF.L returned 120.54% vs 44.00% for WENS.L. At a 0.07 correlation, their price movements are largely independent.
Performance
AINF.L vs. WENS.L - Performance Comparison
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Returns By Period
In the year-to-date period, AINF.L achieves a 57.58% return, which is significantly higher than WENS.L's 31.38% return.
AINF.L
- 1D
- -1.95%
- 1M
- 22.71%
- YTD
- 57.58%
- 6M
- 57.54%
- 1Y
- 120.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WENS.L
- 1D
- -0.43%
- 1M
- -0.63%
- YTD
- 31.38%
- 6M
- 26.68%
- 1Y
- 44.00%
- 3Y*
- 13.87%
- 5Y*
- —
- 10Y*
- —
AINF.L vs. WENS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AINF.L iShares AI Infrastructure UCITS ETF USD Accumulating | 57.58% | 34.74% | 0.43% |
WENS.L iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 31.38% | 3.24% | -5.62% |
Correlation
The correlation between AINF.L and WENS.L is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2024 | 0.07 |
The correlation between AINF.L and WENS.L shifts across timeframes, from -0.10 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AINF.L vs. WENS.L — Risk / Return Rank
AINF.L
WENS.L
AINF.L vs. WENS.L - 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 iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L). 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 | WENS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.08 | ||
| Sortino ratioReturn per unit of downside risk | +3.22 | ||
| Omega ratioGain probability vs. loss probability | 1.77 | 1.37 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 10.78 | 2.99 | +7.78 |
| Martin ratioReturn relative to average drawdown | 36.61 | 9.66 | +26.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AINF.L | WENS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.14 | 2.06 | +3.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.52 | 0.59 | +1.93 |
Drawdowns
AINF.L vs. WENS.L - Drawdown Comparison
The maximum AINF.L drawdown since its inception was -28.79%, which is greater than WENS.L's maximum drawdown of -22.49%. Use the drawdown chart below to compare losses from any high point for AINF.L and WENS.L.
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Drawdown Indicators
| AINF.L | WENS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.79% | -22.49% | -6.30% |
Max Drawdown (1Y)Largest decline over 1 year | -11.12% | -14.63% | +3.51% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.49% | — |
Current DrawdownCurrent decline from peak | -1.95% | -7.62% | +5.67% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -9.15% | +4.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 4.54% | -1.26% |
Volatility
AINF.L vs. WENS.L - Volatility Comparison
iShares AI Infrastructure UCITS ETF USD Accumulating (AINF.L) has a higher volatility of 9.19% compared to iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) at 7.96%. This indicates that AINF.L's price experiences larger fluctuations and is considered to be riskier than WENS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AINF.L | WENS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.19% | 7.96% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 17.58% | 18.19% | -0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.30% | 21.33% | +1.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.52% | 21.49% | +5.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.52% | 21.49% | +5.03% |
Dividends
AINF.L vs. WENS.L - Dividend Comparison
Neither AINF.L nor WENS.L has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
AINF.L iShares AI Infrastructure UCITS ETF USD Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WENS.L iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 0.00% | 0.00% | 1.75% | 3.61% | 1.77% |
Frequently Asked Questions
AINF.L and WENS.L have a correlation of -0.10, 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 WENS.L is Energy Equities.
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