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IAIX.L vs. IITU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAIX.L vs. IITU.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 iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAIX.L achieves a 39.63% return, which is significantly higher than IITU.L's 25.87% return.


IAIX.L

1D
-2.64%
1M
28.26%
YTD
39.63%
6M
38.14%
1Y
83.72%
3Y*
5Y*
10Y*

IITU.L

1D
-0.83%
1M
18.53%
YTD
25.87%
6M
24.64%
1Y
56.89%
3Y*
32.15%
5Y*
26.03%
10Y*
27.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between IAIX.L and IITU.L is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2024

0.81

The correlation between IAIX.L and IITU.L has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.

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Return for Risk

IAIX.L vs. IITU.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: 8484
Overall Rank
IAIX.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IAIX.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
IAIX.L Omega Ratio Rank: 8181
Omega Ratio Rank
IAIX.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
IAIX.L Martin Ratio Rank: 7474
Martin Ratio Rank

IITU.L
IITU.L Risk / Return Rank: 7373
Overall Rank
IITU.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 7878
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 5151
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. IITU.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 iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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.LIITU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.48

1.48

+0.01

Calmar ratioReturn relative to maximum drawdown

5.41

3.38

+2.03

Martin ratioReturn relative to average drawdown

13.80

8.71

+5.09

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

The current IAIX.L Sharpe Ratio is 3.17, which is comparable to the IITU.L Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of IAIX.L and IITU.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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Sharpe Ratios by Period


IAIX.LIITU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.17

2.91

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.30

Sharpe Ratio (All Time)

Calculated using the full available price history

1.91

1.24

+0.67

Drawdowns

IAIX.L vs. IITU.L - Drawdown Comparison

The maximum IAIX.L drawdown since its inception was -31.60%, which is greater than IITU.L's maximum drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for IAIX.L and IITU.L.


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Drawdown Indicators


IAIX.LIITU.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.60%

-28.03%

-3.57%

Max Drawdown (1Y)

Largest decline over 1 year

-15.39%

-16.76%

+1.37%

Max Drawdown (3Y)

Largest decline over 3 years

-28.03%

Max Drawdown (5Y)

Largest decline over 5 years

-28.03%

Max Drawdown (10Y)

Largest decline over 10 years

-28.03%

Current Drawdown

Current decline from peak

-2.64%

-0.83%

-1.81%

Average Drawdown

Average peak-to-trough decline

-7.32%

-5.14%

-2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.05%

6.51%

-0.46%

Volatility

IAIX.L vs. IITU.L - Volatility Comparison

Invesco Artificial Intelligence Enablers UCITS ETF Acc (IAIX.L) has a higher volatility of 11.52% compared to iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) at 6.45%. This indicates that IAIX.L's price experiences larger fluctuations and is considered to be riskier than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAIX.LIITU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.52%

6.45%

+5.07%

Volatility (6M)

Calculated over the trailing 6-month period

19.19%

14.27%

+4.92%

Volatility (1Y)

Calculated over the trailing 1-year period

26.36%

19.57%

+6.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.58%

21.93%

+7.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.58%

21.31%

+8.27%

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

IAIX.L has a 0.35% expense ratio, which is higher than IITU.L's 0.15% expense ratio.


Dividends

IAIX.L vs. IITU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IAIX.L and IITU.L have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IITU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IITU.L is cheaper with a 0.15% expense ratio, compared with 0.35% for IAIX.L.

IAIX.L tracks S&P Kensho Global AI Enablers Screened Index, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.35% for IAIX.L and 0.15% for IITU.L.

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