INTL.L vs. SHLG.L

Last updated Jun 4, 2026

INTL.L (WisdomTree Artificial Intelligence UCITS ETF - USD Acc) and SHLG.L (iShares Digital Security UCITS ETF USD (Dist)) 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 17.40%/yr vs 11.69%/yr for SHLG.L. Their correlation of 0.83 suggests significant overlap in exposure. Both charge a 0.40% expense ratio.

Performance

INTL.L vs. SHLG.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 Digital Security UCITS ETF USD (Dist) (SHLG.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

INTL.L is traded in GBp, while SHLG.L is traded in GBP. To make them comparable, the SHLG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, INTL.L achieves a 50.10% return, which is significantly higher than SHLG.L's 22.33% 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*: —

SHLG.L

• 1D: -0.45%
• 1M: 16.65%
• YTD: 22.33%
• 6M: 23.64%
• 1Y: 29.83%
• 3Y*: 19.56%
• 5Y*: 11.69%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021
INTL.L WisdomTree Artificial Intelligence UCITS ETF - USD Acc	50.10%	14.50%	13.58%	48.71%	-35.12%	10.29%
SHLG.L iShares Digital Security UCITS ETF USD (Dist)	22.33%	3.87%	18.54%	26.67%	-20.62%	20.85%

Correlation

The correlation between INTL.L and SHLG.L is 0.71, 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	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since Feb 24, 2021	0.83

The correlation between INTL.L and SHLG.L shifts across timeframes, from 0.71 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.

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

Sectors	INTL.L	SHLG.L
Technology	79.3%	84.2%
Communication Services	8.6%	-
Consumer Cyclical	5.6%	-
Healthcare	2.4%	-
Industrials	2.4%	11.3%
Financial Services	0.9%	-
Consumer Defensive	0.8%	-
Basic Materials	-	-
Energy	-	-
Real Estate	-	4.6%
Utilities	-	-

Return for Risk

INTL.L vs. SHLG.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

SHLG.L

SHLG.L Risk / Return Rank: 44
SHLG.L Sharpe Ratio Rank: 45
SHLG.L Sortino Ratio Rank: 45
SHLG.L Omega Ratio Rank: 46
SHLG.L Calmar Ratio Rank: 48
SHLG.L Martin Ratio Rank: 36

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. SHLG.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 Digital Security UCITS ETF USD (Dist) (SHLG.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	SHLG.L	Difference
Sharpe ratio: Return per unit of total volatility	3.85	1.57	+2.29
Sortino ratio: Return per unit of downside risk	4.47	2.23	+2.24
Omega ratio: Gain probability vs. loss probability	1.58	1.29	+0.29
Calmar ratio: Return relative to maximum drawdown	6.37	2.35	+4.02
Martin ratio: Return relative to average drawdown	19.68	5.48	+14.20
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. SHLG.L - Sharpe Ratio Comparison

The current INTL.L Sharpe Ratio is 3.85, which is higher than the SHLG.L Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of INTL.L and SHLG.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	SHLG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.85	1.57	+2.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.62	+0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.95	0.64	+0.31

Drawdowns

INTL.L vs. SHLG.L - Drawdown Comparison

The maximum INTL.L drawdown since its inception was -37.71%, which is greater than SHLG.L's maximum drawdown of -27.07%. Use the drawdown chart below to compare losses from any high point for INTL.L and SHLG.L.

Drawdown Indicators

	INTL.L	SHLG.L	Difference
Max Drawdown Largest peak-to-trough decline	-37.71%	-27.07%	-10.64%
Max Drawdown (1Y) Largest decline over 1 year	-15.10%	-12.65%	-2.45%
Max Drawdown (3Y) Largest decline over 3 years	-33.54%	-24.02%	-9.52%
Max Drawdown (5Y) Largest decline over 5 years	-36.92%	-27.07%	-9.85%
Current Drawdown Current decline from peak	-0.17%	-0.45%	+0.28%
Average Drawdown Average peak-to-trough decline	-11.00%	-9.50%	-1.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.90%	5.43%	-0.53%

Volatility

INTL.L vs. SHLG.L - Volatility Comparison

WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) has a higher volatility of 9.73% compared to iShares Digital Security UCITS ETF USD (Dist) (SHLG.L) at 7.38%. This indicates that INTL.L's price experiences larger fluctuations and is considered to be riskier than SHLG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	INTL.L	SHLG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.73%	7.38%	+2.35%
Volatility (6M) Calculated over the trailing 6-month period	18.45%	14.88%	+3.57%
Volatility (1Y) Calculated over the trailing 1-year period	25.03%	18.99%	+6.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.61%	18.94%	+6.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.29%	18.85%	+7.44%

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

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

Dividends

INTL.L vs. SHLG.L - Dividend Comparison

INTL.L has not paid dividends to shareholders, while SHLG.L's dividend yield for the trailing twelve months is around 0.32%.

Position	TTM	2025	2024	2023	2022	2021
INTL.L WisdomTree Artificial Intelligence UCITS ETF - USD Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SHLG.L iShares Digital Security UCITS ETF USD (Dist)	0.32%	0.39%	0.47%	0.43%	0.62%	0.66%

Frequently Asked Questions

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

INTL.L and SHLG.L have a correlation of 0.71, 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 SHLG.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 SHLG.L?

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

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

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