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

Performance

IAIX.L vs. XFSN.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 Xtrackers MSCI Fintech Innovation UCITS ETF 1C (XFSN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IAIX.L is traded in GBp, while XFSN.L is traded in GBP. To make them comparable, the XFSN.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 39.63% return, which is significantly higher than XFSN.L's -3.47% return.


IAIX.L

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

XFSN.L

1D
-2.16%
1M
6.48%
YTD
-3.47%
6M
-4.83%
1Y
-1.28%
3Y*
13.55%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between IAIX.L and XFSN.L is 0.70, 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

0.70

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

0.74

The correlation between IAIX.L and XFSN.L has been stable across timeframes, ranging from 0.70 to 0.74 - a consistent structural relationship.

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Return for Risk

IAIX.L vs. XFSN.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

XFSN.L
XFSN.L Risk / Return Rank: 88
Overall Rank
XFSN.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XFSN.L Sortino Ratio Rank: 88
Sortino Ratio Rank
XFSN.L Omega Ratio Rank: 88
Omega Ratio Rank
XFSN.L Calmar Ratio Rank: 88
Calmar Ratio Rank
XFSN.L Martin Ratio Rank: 88
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. XFSN.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 Xtrackers MSCI Fintech Innovation UCITS ETF 1C (XFSN.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.LXFSN.LDifference
Sharpe ratioReturn per unit of total volatility

+3.25

Sortino ratioReturn per unit of downside risk

+3.88

Omega ratioGain probability vs. loss probability

1.48

1.00

+0.49

Calmar ratioReturn relative to maximum drawdown

5.41

-0.05

+5.47

Martin ratioReturn relative to average drawdown

13.80

-0.11

+13.91

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

The current IAIX.L Sharpe Ratio is 3.17, which is higher than the XFSN.L Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of IAIX.L and XFSN.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.LXFSN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.17

-0.08

+3.25

Sharpe Ratio (All Time)

Calculated using the full available price history

1.91

0.60

+1.30

Drawdowns

IAIX.L vs. XFSN.L - Drawdown Comparison

The maximum IAIX.L drawdown since its inception was -31.60%, which is greater than XFSN.L's maximum drawdown of -23.96%. Use the drawdown chart below to compare losses from any high point for IAIX.L and XFSN.L.


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Drawdown Indicators


IAIX.LXFSN.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.60%

-23.96%

-7.64%

Max Drawdown (1Y)

Largest decline over 1 year

-15.39%

-23.96%

+8.57%

Max Drawdown (3Y)

Largest decline over 3 years

-23.96%

Current Drawdown

Current decline from peak

-2.64%

-12.12%

+9.48%

Average Drawdown

Average peak-to-trough decline

-7.32%

-6.18%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.05%

11.36%

-5.31%

Volatility

IAIX.L vs. XFSN.L - Volatility Comparison

Invesco Artificial Intelligence Enablers UCITS ETF Acc (IAIX.L) has a higher volatility of 11.52% compared to Xtrackers MSCI Fintech Innovation UCITS ETF 1C (XFSN.L) at 4.25%. This indicates that IAIX.L's price experiences larger fluctuations and is considered to be riskier than XFSN.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.LXFSN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.52%

4.25%

+7.27%

Volatility (6M)

Calculated over the trailing 6-month period

19.19%

11.65%

+7.54%

Volatility (1Y)

Calculated over the trailing 1-year period

26.36%

15.60%

+10.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.58%

18.55%

+11.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.58%

18.55%

+11.03%

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

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


Dividends

IAIX.L vs. XFSN.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IAIX.L and XFSN.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IAIX.L and XFSN.L have the same expense ratio: 0.35% per year.

IAIX.L tracks S&P Kensho Global AI Enablers Screened Index, while XFSN.L tracks MSCI World/Information Tech NR USD. They also come from different issuers: Invesco and DWS.

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