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

Performance

IAIX.L vs. LEGR.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 First Trust Indxx Innovative Transaction & Process UCITS ETF (LEGR.L). The values are adjusted to include any dividend payments, if applicable.

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


Different Trading Currencies

IAIX.L is traded in GBp, while LEGR.L is traded in USD. To make them comparable, the LEGR.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 LEGR.L's -2.99% return.


IAIX.L

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

LEGR.L

1D
0.30%
1M
-5.51%
YTD
-2.99%
6M
4.04%
1Y
17.89%
3Y*
15.39%
5Y*
10.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

IAIX.L has a 0.35% expense ratio, which is lower than LEGR.L's 0.65% expense ratio.


Return for Risk

IAIX.L vs. LEGR.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

LEGR.L
LEGR.L Risk / Return Rank: 6565
Overall Rank
LEGR.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
LEGR.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
LEGR.L Omega Ratio Rank: 6464
Omega Ratio Rank
LEGR.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
LEGR.L Martin Ratio Rank: 6363
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. LEGR.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 First Trust Indxx Innovative Transaction & Process UCITS ETF (LEGR.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.LLEGR.LDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.12

+0.20

Sortino ratio

Return per unit of downside risk

1.87

1.58

+0.29

Omega ratio

Gain probability vs. loss probability

1.24

1.22

+0.02

Calmar ratio

Return relative to maximum drawdown

2.24

1.52

+0.72

Martin ratio

Return relative to average drawdown

5.60

5.88

-0.27

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

The current IAIX.L Sharpe Ratio is 1.32, which is comparable to the LEGR.L Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of IAIX.L and LEGR.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.


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Sharpe Ratios by Period


IAIX.LLEGR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.12

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.69

+0.10

Correlation

The correlation between IAIX.L and LEGR.L is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IAIX.L vs. LEGR.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

IAIX.L vs. LEGR.L - Drawdown Comparison

The maximum IAIX.L drawdown since its inception was -31.60%, which is greater than LEGR.L's maximum drawdown of -26.80%. Use the drawdown chart below to compare losses from any high point for IAIX.L and LEGR.L.


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Drawdown Indicators


IAIX.LLEGR.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.60%

-34.70%

+3.10%

Max Drawdown (1Y)

Largest decline over 1 year

-15.39%

-11.86%

-3.53%

Max Drawdown (5Y)

Largest decline over 5 years

-31.56%

Current Drawdown

Current decline from peak

-14.85%

-9.07%

-5.78%

Average Drawdown

Average peak-to-trough decline

-7.74%

-6.75%

-0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.15%

2.95%

+3.20%

Volatility

IAIX.L vs. LEGR.L - Volatility Comparison

The current volatility for Invesco Artificial Intelligence Enablers UCITS ETF Acc (IAIX.L) is 5.31%, while First Trust Indxx Innovative Transaction & Process UCITS ETF (LEGR.L) has a volatility of 5.59%. This indicates that IAIX.L experiences smaller price fluctuations and is considered to be less risky than LEGR.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.LLEGR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

5.59%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

18.33%

10.20%

+8.13%

Volatility (1Y)

Calculated over the trailing 1-year period

27.92%

15.91%

+12.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.76%

14.97%

+13.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.76%

17.36%

+11.40%