INTL.L vs. PIGI.L

Last updated Jun 4, 2026

INTL.L (WisdomTree Artificial Intelligence UCITS ETF - USD Acc) and PIGI.L (HANetf Digital Infrastructure and Connectivity UCITS ETF) are both Technology Equities funds tracking the MSCI World/Information Tech NR USD, from WisdomTree and HANetf respectively. Both are passively managed. Over the past year, INTL.L returned 96.68% vs 16.04% for PIGI.L. A 0.51 correlation means they provide meaningful diversification when combined. INTL.L charges 0.40%/yr vs 0.69%/yr for PIGI.L.

Performance

INTL.L vs. PIGI.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 HANetf Digital Infrastructure and Connectivity UCITS ETF (PIGI.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 50.10% return, which is significantly higher than PIGI.L's 6.21% return.

INTL.L

• 1D: -0.17%
• 1M: 25.51%
• YTD: 50.10%
• 6M: 51.64%
• 1Y: 96.68%
• 3Y*: 31.07%
• 5Y*: 17.40%
• 10Y*: —

PIGI.L

• 1D: -0.05%
• 1M: 2.52%
• YTD: 6.21%
• 6M: 6.94%
• 1Y: 16.04%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025
INTL.L WisdomTree Artificial Intelligence UCITS ETF - USD Acc	50.10%	46.65%
PIGI.L HANetf Digital Infrastructure and Connectivity UCITS ETF	6.21%	12.66%

Correlation

The correlation between INTL.L and PIGI.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (All Time) Calculated using the full available price history since Apr 29, 2025	0.51

The correlation between INTL.L and PIGI.L has been stable across timeframes, ranging from 0.49 to 0.51 - a consistent structural relationship.

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

Sectors	INTL.L	PIGI.L
Technology	79.3%	19.1%
Communication Services	8.6%	11.5%
Consumer Cyclical	5.6%	6.8%
Healthcare	2.4%	17.3%
Industrials	2.4%	13.0%
Financial Services	0.9%	8.6%
Consumer Defensive	0.8%	7.4%
Basic Materials	-	5.3%
Energy	-	4.9%
Real Estate	-	6.1%
Utilities	-	-

Return for Risk

INTL.L vs. PIGI.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: 91
INTL.L Sharpe Ratio Rank: 95
INTL.L Sortino Ratio Rank: 92
INTL.L Omega Ratio Rank: 89
INTL.L Calmar Ratio Rank: 92
INTL.L Martin Ratio Rank: 88

PIGI.L

PIGI.L Risk / Return Rank: 58
PIGI.L Sharpe Ratio Rank: 59
PIGI.L Sortino Ratio Rank: 58
PIGI.L Omega Ratio Rank: 65
PIGI.L Calmar Ratio Rank: 55
PIGI.L Martin Ratio Rank: 54

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. PIGI.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 HANetf Digital Infrastructure and Connectivity UCITS ETF (PIGI.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.

	INTL.L	PIGI.L	Difference
Sharpe ratio: Return per unit of total volatility	3.85	1.99	+1.87
Sortino ratio: Return per unit of downside risk	4.47	2.72	+1.75
Omega ratio: Gain probability vs. loss probability	1.58	1.39	+0.19
Calmar ratio: Return relative to maximum drawdown	6.37	2.70	+3.67
Martin ratio: Return relative to average drawdown	19.68	9.18	+10.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current INTL.L Sharpe Ratio is 3.85, which is higher than the PIGI.L Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of INTL.L and PIGI.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.

Sharpe Ratios by Period

	INTL.L	PIGI.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.85	1.99	+1.87
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.95	2.11	-1.16

Drawdowns

INTL.L vs. PIGI.L - Drawdown Comparison

The maximum INTL.L drawdown since its inception was -37.71%, which is greater than PIGI.L's maximum drawdown of -6.15%. Use the drawdown chart below to compare losses from any high point for INTL.L and PIGI.L.

Drawdown Indicators

	INTL.L	PIGI.L	Difference
Max Drawdown Largest peak-to-trough decline	-37.71%	-6.15%	-31.56%
Max Drawdown (1Y) Largest decline over 1 year	-15.10%	-6.15%	-8.95%
Max Drawdown (3Y) Largest decline over 3 years	-33.54%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-36.92%	—	—
Current Drawdown Current decline from peak	-0.17%	-0.27%	+0.10%
Average Drawdown Average peak-to-trough decline	-11.00%	-1.17%	-9.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.90%	1.81%	+3.09%

Volatility

INTL.L vs. PIGI.L - Volatility Comparison

WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) has a higher volatility of 9.73% compared to HANetf Digital Infrastructure and Connectivity UCITS ETF (PIGI.L) at 1.45%. This indicates that INTL.L's price experiences larger fluctuations and is considered to be riskier than PIGI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	INTL.L	PIGI.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.73%	1.45%	+8.28%
Volatility (6M) Calculated over the trailing 6-month period	18.45%	6.17%	+12.28%
Volatility (1Y) Calculated over the trailing 1-year period	25.03%	8.36%	+16.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.61%	8.47%	+17.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.29%	8.47%	+17.82%

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

INTL.L has a 0.40% expense ratio, which is lower than PIGI.L's 0.69% expense ratio.

Dividends

INTL.L vs. PIGI.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

INTL.L and PIGI.L have a correlation of 0.49, 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 PIGI.L?

On fees, INTL.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

INTL.L is cheaper with a 0.40% expense ratio, compared with 0.69% for PIGI.L.

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

Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: WisdomTree and HANetf. Their fees differ too: 0.40% for INTL.L and 0.69% for PIGI.L.