INTL.L vs. DGIT.L

Last updated Jun 25, 2026

INTL.L (WisdomTree Artificial Intelligence UCITS ETF - USD Acc) and DGIT.L (iShares Digitalisation UCITS Acc) are both Technology Equities funds tracking the MSCI World/Information Tech NR USD, from WisdomTree and iShares respectively. Both are passively managed. Over the past 5 years, INTL.L returned 15.49%/yr vs 0.11%/yr for DGIT.L. Their correlation of 0.81 suggests significant overlap in exposure. Both charge a 0.40% expense ratio.

Performance

INTL.L vs. DGIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) and iShares Digitalisation UCITS Acc (DGIT.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, INTL.L achieves a 44.04% return, which is significantly higher than DGIT.L's -0.49% return.

INTL.L

• 1D: -0.27%
• 1M: 5.91%
• YTD: 44.04%
• 6M: 44.11%
• 1Y: 75.51%
• 3Y*: 30.37%
• 5Y*: 15.49%
• 10Y*: —

DGIT.L

• 1D: 1.25%
• 1M: 1.03%
• YTD: -0.49%
• 6M: -0.52%
• 1Y: -3.48%
• 3Y*: 11.69%
• 5Y*: 0.11%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

INTL.L vs. DGIT.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
INTL.L WisdomTree Artificial Intelligence UCITS ETF - USD Acc	44.04%	14.50%	13.58%	48.71%	-35.12%	17.36%	68.98%	40.59%	-27.33%
DGIT.L iShares Digitalisation UCITS Acc	-0.49%	-2.47%	24.03%	25.52%	-28.82%	2.05%	37.30%	20.58%	-7.54%

Correlation

The correlation between INTL.L and DGIT.L is 0.58, 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	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (5Y) Calculated over the trailing 5-year period	0.79
Correlation (All Time) Calculated using the full available price history since Nov 30, 2018	0.81

Over the past year, the correlation between INTL.L and DGIT.L has dropped to 0.58 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

INTL.L vs. DGIT.L - Sectors Allocation Comparison

Sectors	INTL.L	DGIT.L
Technology	80.6%	42.9%
Communication Services	8.7%	19.6%
Consumer Cyclical	4.6%	16.0%
Healthcare	2.5%	0.1%
Industrials	2.0%	10.1%
Financial Services	1.0%	5.5%
Consumer Defensive	0.6%	0.0%
Basic Materials	-	-
Energy	-	-
Real Estate	-	5.8%
Utilities	-	-

Return for Risk

INTL.L vs. DGIT.L — Risk / Return Rank

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

INTL.L

INTL.L Risk / Return Rank: 87
INTL.L Sharpe Ratio Rank: 92
INTL.L Sortino Ratio Rank: 85
INTL.L Omega Ratio Rank: 83
INTL.L Calmar Ratio Rank: 90
INTL.L Martin Ratio Rank: 83

DGIT.L

DGIT.L Risk / Return Rank: 7
DGIT.L Sharpe Ratio Rank: 7
DGIT.L Sortino Ratio Rank: 7
DGIT.L Omega Ratio Rank: 7
DGIT.L Calmar Ratio Rank: 8
DGIT.L Martin Ratio Rank: 8

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.

INTL.L vs. DGIT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) and iShares Digitalisation UCITS Acc (DGIT.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	INTL.L	DGIT.L	Difference
Sharpe ratio: Return per unit of total volatility	2.82	-0.21	+3.03
Sortino ratio: Return per unit of downside risk	3.40	-0.18	+3.58
Omega ratio: Gain probability vs. loss probability	1.44	0.98	+0.46
Calmar ratio: Return relative to maximum drawdown	4.97	-0.15	+5.13
Martin ratio: Return relative to average drawdown	14.92	-0.32	+15.24

INTL.L vs. DGIT.L - Sharpe Ratio Comparison

The current INTL.L Sharpe Ratio is 2.82, which is higher than the DGIT.L Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of INTL.L and DGIT.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.

Drawdowns

INTL.L vs. DGIT.L - Drawdown Comparison

The maximum INTL.L drawdown since its inception was -37.71%, roughly equal to the maximum DGIT.L drawdown of -37.95%. Use the drawdown chart below to compare losses from any high point for INTL.L and DGIT.L.

Drawdown Indicators

	INTL.L	DGIT.L	Difference
Max Drawdown Largest peak-to-trough decline	-37.71%	-37.95%	+0.24%
Max Drawdown (1Y) Largest decline over 1 year	-15.10%	-22.83%	+7.73%
Max Drawdown (3Y) Largest decline over 3 years	-33.54%	-24.88%	-8.66%
Max Drawdown (5Y) Largest decline over 5 years	-36.92%	-37.95%	+1.03%
Current Drawdown Current decline from peak	-4.20%	-11.22%	+7.02%
Average Drawdown Average peak-to-trough decline	-12.31%	-13.47%	+1.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.05%	10.69%	-5.64%

Volatility

INTL.L vs. DGIT.L - Volatility Comparison

WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) has a higher volatility of 11.43% compared to iShares Digitalisation UCITS Acc (DGIT.L) at 5.81%. This indicates that INTL.L's price experiences larger fluctuations and is considered to be riskier than DGIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	INTL.L	DGIT.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.43%	5.81%	+5.62%
Volatility (6M) Calculated over the trailing 6-month period	20.54%	13.66%	+6.88%
Volatility (1Y) Calculated over the trailing 1-year period	26.67%	16.63%	+10.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.08%	23.68%	+5.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.27%	22.95%	+6.32%

INTL.L vs. DGIT.L - Expense Ratio Comparison

Both INTL.L and DGIT.L have an expense ratio of 0.40%.

Dividends

INTL.L vs. DGIT.L - Dividend Comparison

Neither INTL.L nor DGIT.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both INTL.L and DGIT.L in my portfolio?

INTL.L and DGIT.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, INTL.L or DGIT.L?

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, INTL.L or DGIT.L?

INTL.L and DGIT.L have the same expense ratio: 0.40% per year.

What is the main difference between INTL.L and DGIT.L?

Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: WisdomTree and iShares.