DGTL.L vs. PIGI.L

Last updated Jun 5, 2026

DGTL.L (iShares Digitalisation UCITS Acc) and PIGI.L (HANetf Digital Infrastructure and Connectivity UCITS ETF) are both Technology Equities funds tracking the MSCI World/Information Tech NR USD, from iShares and HANetf respectively. Both are passively managed. Over the past year, DGTL.L returned -0.27% vs 14.48% for PIGI.L. A 0.61 correlation means they provide meaningful diversification when combined. DGTL.L charges 0.40%/yr vs 0.69%/yr for PIGI.L.

Performance

DGTL.L vs. PIGI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Digitalisation UCITS Acc (DGTL.L) and HANetf Digital Infrastructure and Connectivity UCITS ETF (PIGI.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

DGTL.L is traded in USD, while PIGI.L is traded in GBp. To make them comparable, the PIGI.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DGTL.L achieves a 1.73% return, which is significantly lower than PIGI.L's 5.83% return.

DGTL.L

• 1D: 1.04%
• 1M: 7.87%
• YTD: 1.73%
• 6M: 1.73%
• 1Y: -0.27%
• 3Y*: 14.88%
• 5Y*: 1.03%
• 10Y*: —

PIGI.L

• 1D: -0.43%
• 1M: 1.20%
• YTD: 5.83%
• 6M: 7.20%
• 1Y: 14.48%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DGTL.L vs. PIGI.L - Yearly Performance Comparison

	2026 (YTD)	2025
DGTL.L iShares Digitalisation UCITS Acc	1.73%	8.77%
PIGI.L HANetf Digital Infrastructure and Connectivity UCITS ETF	5.83%	12.85%

Correlation

The correlation between DGTL.L and PIGI.L is 0.62, 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	0.62
Correlation (All Time) Calculated using the full available price history since Apr 29, 2025	0.61

The correlation between DGTL.L and PIGI.L has been stable across timeframes, ranging from 0.61 to 0.62 - a consistent structural relationship.

DGTL.L vs. PIGI.L - Sectors Allocation Comparison

Sectors	DGTL.L	PIGI.L
Technology	38.6%	19.1%
Communication Services	20.0%	11.5%
Consumer Cyclical	17.4%	6.8%
Industrials	11.5%	13.0%
Real Estate	6.3%	6.1%
Financial Services	6.1%	8.6%
Healthcare	0.1%	17.3%
Consumer Defensive	0.1%	7.4%
Basic Materials	-	5.3%
Energy	-	4.9%
Utilities	-	-

Return for Risk

DGTL.L vs. PIGI.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGTL.L

DGTL.L Risk / Return Rank: 9
DGTL.L Sharpe Ratio Rank: 9
DGTL.L Sortino Ratio Rank: 9
DGTL.L Omega Ratio Rank: 9
DGTL.L Calmar Ratio Rank: 9
DGTL.L Martin Ratio Rank: 9

PIGI.L

PIGI.L Risk / Return Rank: 56
PIGI.L Sharpe Ratio Rank: 57
PIGI.L Sortino Ratio Rank: 55
PIGI.L Omega Ratio Rank: 63
PIGI.L Calmar Ratio Rank: 53
PIGI.L Martin Ratio Rank: 52

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.

DGTL.L vs. PIGI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Digitalisation UCITS Acc (DGTL.L) and HANetf Digital Infrastructure and Connectivity UCITS ETF (PIGI.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.

	DGTL.L	PIGI.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.02	1.61	-1.62
Sortino ratio: Return per unit of downside risk	0.11	2.32	-2.21
Omega ratio: Gain probability vs. loss probability	1.01	1.29	-0.27
Calmar ratio: Return relative to maximum drawdown	-0.01	1.95	-1.96
Martin ratio: Return relative to average drawdown	-0.03	7.35	-7.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGTL.L vs. PIGI.L - Sharpe Ratio Comparison

The current DGTL.L Sharpe Ratio is -0.02, which is lower than the PIGI.L Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of DGTL.L and PIGI.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.

Sharpe Ratios by Period

	DGTL.L	PIGI.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.02	1.61	-1.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.05	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	1.89	-1.45

Drawdowns

DGTL.L vs. PIGI.L - Drawdown Comparison

The maximum DGTL.L drawdown since its inception was -46.85%, which is greater than PIGI.L's maximum drawdown of -7.74%. Use the drawdown chart below to compare losses from any high point for DGTL.L and PIGI.L.

Drawdown Indicators

	DGTL.L	PIGI.L	Difference
Max Drawdown Largest peak-to-trough decline	-46.85%	-7.74%	-39.11%
Max Drawdown (1Y) Largest decline over 1 year	-23.84%	-7.74%	-16.10%
Max Drawdown (3Y) Largest decline over 3 years	-23.84%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-46.85%	—	—
Current Drawdown Current decline from peak	-6.57%	-0.57%	-6.00%
Average Drawdown Average peak-to-trough decline	-12.96%	-1.22%	-11.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.55%	2.05%	+8.50%

Volatility

DGTL.L vs. PIGI.L - Volatility Comparison

iShares Digitalisation UCITS Acc (DGTL.L) has a higher volatility of 5.79% compared to HANetf Digital Infrastructure and Connectivity UCITS ETF (PIGI.L) at 2.16%. This indicates that DGTL.L's price experiences larger fluctuations and is considered to be riskier than PIGI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGTL.L	PIGI.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.79%	2.16%	+3.63%
Volatility (6M) Calculated over the trailing 6-month period	14.30%	7.12%	+7.18%
Volatility (1Y) Calculated over the trailing 1-year period	17.78%	9.38%	+8.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.81%	9.29%	+12.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.87%	9.29%	+11.58%

DGTL.L vs. PIGI.L - Expense Ratio Comparison

DGTL.L has a 0.40% expense ratio, which is lower than PIGI.L's 0.69% expense ratio.

Dividends

DGTL.L vs. PIGI.L - Dividend Comparison

Neither DGTL.L nor PIGI.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DGTL.L and PIGI.L in my portfolio?

DGTL.L and PIGI.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DGTL.L or PIGI.L?

On fees, DGTL.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DGTL.L or PIGI.L?

DGTL.L is cheaper with a 0.40% expense ratio, compared with 0.69% for PIGI.L.

What is the main difference between DGTL.L and PIGI.L?

Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: iShares and HANetf. Their fees differ too: 0.40% for DGTL.L and 0.69% for PIGI.L.