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

Performance

IAIX.L vs. LOCK.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 Digital Security UCITS ETF USD Acc (LOCK.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024
IAIX.L
Invesco Artificial Intelligence Enablers UCITS ETF Acc
-7.83%20.04%20.41%
LOCK.L
iShares Digital Security UCITS ETF USD Acc
-5.61%3.43%9.22%
Different Trading Currencies

IAIX.L is traded in GBp, while LOCK.L is traded in USD. To make them comparable, the LOCK.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 LOCK.L's -5.61% return.


IAIX.L

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

LOCK.L

1D
-0.52%
1M
-0.96%
YTD
-5.61%
6M
-7.00%
1Y
7.55%
3Y*
10.87%
5Y*
6.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

IAIX.L has a 0.35% expense ratio, which is lower than LOCK.L's 0.40% expense ratio.


Return for Risk

IAIX.L vs. LOCK.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

LOCK.L
LOCK.L Risk / Return Rank: 2727
Overall Rank
LOCK.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
LOCK.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
LOCK.L Omega Ratio Rank: 2727
Omega Ratio Rank
LOCK.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
LOCK.L Martin Ratio Rank: 2424
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. LOCK.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 Digital Security UCITS ETF USD Acc (LOCK.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.LLOCK.LDifference

Sharpe ratio

Return per unit of total volatility

1.32

0.37

+0.96

Sortino ratio

Return per unit of downside risk

1.87

0.63

+1.24

Omega ratio

Gain probability vs. loss probability

1.24

1.08

+0.15

Calmar ratio

Return relative to maximum drawdown

2.24

0.48

+1.76

Martin ratio

Return relative to average drawdown

5.60

1.08

+4.52

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

The current IAIX.L Sharpe Ratio is 1.32, which is higher than the LOCK.L Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of IAIX.L and LOCK.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.LLOCK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

0.37

+0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.43

+0.36

Correlation

The correlation between IAIX.L and LOCK.L is 0.74, 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. LOCK.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

IAIX.L vs. LOCK.L - Drawdown Comparison

The maximum IAIX.L drawdown since its inception was -31.60%, which is greater than LOCK.L's maximum drawdown of -27.28%. Use the drawdown chart below to compare losses from any high point for IAIX.L and LOCK.L.


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Drawdown Indicators


IAIX.LLOCK.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.60%

-36.04%

+4.44%

Max Drawdown (1Y)

Largest decline over 1 year

-15.39%

-11.90%

-3.49%

Max Drawdown (5Y)

Largest decline over 5 years

-36.04%

Current Drawdown

Current decline from peak

-14.85%

-11.65%

-3.20%

Average Drawdown

Average peak-to-trough decline

-7.74%

-9.77%

+2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.15%

4.99%

+1.16%

Volatility

IAIX.L vs. LOCK.L - Volatility Comparison

The current volatility for Invesco Artificial Intelligence Enablers UCITS ETF Acc (IAIX.L) is 5.31%, while iShares Digital Security UCITS ETF USD Acc (LOCK.L) has a volatility of 6.17%. This indicates that IAIX.L experiences smaller price fluctuations and is considered to be less risky than LOCK.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.LLOCK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

6.17%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

18.33%

14.42%

+3.91%

Volatility (1Y)

Calculated over the trailing 1-year period

27.92%

20.42%

+7.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.76%

19.58%

+9.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.76%

20.07%

+8.69%