PortfoliosLab logoPortfoliosLab logo
IAIX.L vs. HNSS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IAIX.L vs. HNSS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Artificial Intelligence Enablers UCITS ETF Acc (IAIX.L) and HSBC Nasdaq Global Semiconductor UCITS ETF (HNSS.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IAIX.L vs. HNSS.L - Yearly Performance Comparison


2026 (YTD)20252024
IAIX.L
Invesco Artificial Intelligence Enablers UCITS ETF Acc
-7.83%20.04%20.41%
HNSS.L
HSBC Nasdaq Global Semiconductor UCITS ETF
8.86%45.50%3.30%
Different Trading Currencies

IAIX.L is traded in GBp, while HNSS.L is traded in GBP. To make them comparable, the HNSS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IAIX.L achieves a -7.83% return, which is significantly lower than HNSS.L's 8.86% return.


IAIX.L

1D
0.64%
1M
-3.86%
YTD
-7.83%
6M
-4.37%
1Y
37.00%
3Y*
5Y*
10Y*

HNSS.L

1D
0.35%
1M
-10.05%
YTD
8.86%
6M
27.77%
1Y
88.57%
3Y*
34.69%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


IAIX.L vs. HNSS.L - Expense Ratio Comparison

Both IAIX.L and HNSS.L have an expense ratio of 0.35%.


Return for Risk

IAIX.L vs. HNSS.L — Risk / Return Rank

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

IAIX.L
IAIX.L Risk / Return Rank: 6868
Overall Rank
IAIX.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IAIX.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
IAIX.L Omega Ratio Rank: 6363
Omega Ratio Rank
IAIX.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
IAIX.L Martin Ratio Rank: 5555
Martin Ratio Rank

HNSS.L
HNSS.L Risk / Return Rank: 9696
Overall Rank
HNSS.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
HNSS.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
HNSS.L Omega Ratio Rank: 9393
Omega Ratio Rank
HNSS.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
HNSS.L Martin Ratio Rank: 9797
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.

IAIX.L vs. HNSS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Artificial Intelligence Enablers UCITS ETF Acc (IAIX.L) and HSBC Nasdaq Global Semiconductor UCITS ETF (HNSS.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.


IAIX.LHNSS.LDifference

Sharpe ratio

Return per unit of total volatility

1.32

2.75

-1.43

Sortino ratio

Return per unit of downside risk

1.87

3.25

-1.37

Omega ratio

Gain probability vs. loss probability

1.24

1.43

-0.19

Calmar ratio

Return relative to maximum drawdown

2.24

5.99

-3.75

Martin ratio

Return relative to average drawdown

5.60

18.90

-13.29

IAIX.L vs. HNSS.L - Sharpe Ratio Comparison

The current IAIX.L Sharpe Ratio is 1.32, which is lower than the HNSS.L Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of IAIX.L and HNSS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IAIX.LHNSS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

2.75

-1.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.83

-0.04

Correlation

The correlation between IAIX.L and HNSS.L is 0.81, 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

IAIX.L vs. HNSS.L - Dividend Comparison

Neither IAIX.L nor HNSS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IAIX.L vs. HNSS.L - Drawdown Comparison

The maximum IAIX.L drawdown since its inception was -31.60%, smaller than the maximum HNSS.L drawdown of -36.83%. Use the drawdown chart below to compare losses from any high point for IAIX.L and HNSS.L.


Loading graphics...

Drawdown Indicators


IAIX.LHNSS.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.60%

-36.83%

+5.23%

Max Drawdown (1Y)

Largest decline over 1 year

-15.39%

-14.21%

-1.18%

Current Drawdown

Current decline from peak

-14.85%

-12.85%

-2.00%

Average Drawdown

Average peak-to-trough decline

-7.74%

-9.88%

+2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.15%

4.50%

+1.65%

Volatility

IAIX.L vs. HNSS.L - Volatility Comparison

The current volatility for Invesco Artificial Intelligence Enablers UCITS ETF Acc (IAIX.L) is 5.31%, while HSBC Nasdaq Global Semiconductor UCITS ETF (HNSS.L) has a volatility of 9.56%. This indicates that IAIX.L experiences smaller price fluctuations and is considered to be less risky than HNSS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IAIX.LHNSS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

9.56%

-4.25%

Volatility (6M)

Calculated over the trailing 6-month period

18.33%

22.85%

-4.52%

Volatility (1Y)

Calculated over the trailing 1-year period

27.92%

32.11%

-4.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.76%

29.29%

-0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.76%

29.29%

-0.53%