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AINF.L vs. WSML.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AINF.L vs. WSML.L - 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 MSCI World Small Cap UCITS ETF USD (Acc) (WSML.L). 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 WSML.L is traded in USD. To make them comparable, the WSML.L 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 40.75% return, which is significantly higher than WSML.L's 14.90% return.


AINF.L

1D
0.00%
1M
-8.93%
6M
32.59%
YTD
40.75%
1Y
71.37%
3Y*
5Y*
10Y*
ALL TIME*
48.41%

WSML.L

1D
0.13%
1M
-2.58%
6M
10.43%
YTD
14.90%
1Y
24.16%
3Y*
13.73%
5Y*
8.03%
10Y*
ALL TIME*
9.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
£1.01M£1.47M£2.80M
£1.91M£2.87M£3.02M

AINF.L vs. WSML.L - Yearly Performance Comparison


2026 (YTD)20252024
AINF.L
iShares AI Infrastructure UCITS ETF USD (Acc)
40.75%34.74%0.43%
WSML.L
iShares MSCI World Small Cap UCITS ETF USD (Acc)
14.90%11.40%-3.88%

Correlation

The correlation between AINF.L and WSML.L is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.56

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

0.62

The correlation between AINF.L and WSML.L has been stable across timeframes, ranging from 0.56 to 0.62 - a consistent structural relationship.

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Return for Risk

AINF.L vs. WSML.L — 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: 6666
Overall Rank
AINF.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
AINF.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
AINF.L Omega Ratio Rank: 9090
Omega Ratio Rank
AINF.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
AINF.L Martin Ratio Rank: 4141
Martin Ratio Rank

WSML.L
WSML.L Risk / Return Rank: 7171
Overall Rank
WSML.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
WSML.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
WSML.L Omega Ratio Rank: 6565
Omega Ratio Rank
WSML.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
WSML.L Martin Ratio Rank: 7474
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. WSML.L - 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 MSCI World Small Cap UCITS ETF USD (Acc) (WSML.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.

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.LWSML.LDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.41

1.30

+0.11

Calmar ratioReturn relative to maximum drawdown

2.42

3.04

-0.62

Martin ratioReturn relative to average drawdown

4.36

10.61

-6.25

AINF.L vs. WSML.L - Sharpe Ratio Comparison

The current AINF.L Sharpe Ratio is 1.41, which is comparable to the WSML.L Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of AINF.L and WSML.L, 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. WSML.L - Drawdown Comparison

The maximum AINF.L drawdown since its inception was -29.48%, smaller than the maximum WSML.L drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for AINF.L and WSML.L.


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Drawdown Indicators


AINF.LWSML.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.48%

-33.63%

+4.15%

Max Drawdown (1Y)

Largest decline over 1 year

-29.48%

-7.90%

-21.58%

Max Drawdown (3Y)

Largest decline over 3 years

-21.49%

Max Drawdown (5Y)

Largest decline over 5 years

-21.49%

Current Drawdown

Current decline from peak

-13.48%

-2.89%

-10.59%

Average Drawdown

Average peak-to-trough decline

-11.01%

-6.34%

-4.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.37%

2.27%

+14.10%

Volatility

AINF.L vs. WSML.L - Volatility Comparison

iShares AI Infrastructure UCITS ETF USD (Acc) (AINF.L) has a higher volatility of 10.44% compared to iShares MSCI World Small Cap UCITS ETF USD (Acc) (WSML.L) at 4.37%. This indicates that AINF.L's price experiences larger fluctuations and is considered to be riskier than WSML.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.LWSML.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.44%

4.37%

+6.07%

Volatility (6M)

Calculated over the trailing 6-month period

21.88%

11.30%

+10.58%

Volatility (1Y)

Calculated over the trailing 1-year period

50.59%

14.51%

+36.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.56%

16.90%

+26.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.56%

18.12%

+25.44%

AINF.L vs. WSML.L - Expense Ratio Comparison

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


Dividends

AINF.L vs. WSML.L - Dividend Comparison

Neither AINF.L nor WSML.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AINF.L and WSML.L have a correlation of 0.56, 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 WSML.L have the same expense ratio: 0.35% per year.

AINF.L is categorized as Artificial Intelligence, while WSML.L is Global Equities. AINF.L tracks STOXX Global AI Infrastructure Net Index, while WSML.L tracks MSCI World Small Cap Index.

Portfolio Optimizer

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