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

Performance

LOCK.L vs. ARKI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Digital Security UCITS ETF USD Acc (LOCK.L) and ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation (ARKI.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LOCK.L achieves a 19.50% return, which is significantly higher than ARKI.L's 13.70% return.


LOCK.L

1D
-1.95%
1M
10.02%
YTD
19.50%
6M
21.22%
1Y
25.28%
3Y*
21.93%
5Y*
10.04%
10Y*

ARKI.L

1D
-0.35%
1M
9.84%
YTD
13.70%
6M
12.57%
1Y
43.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between LOCK.L and ARKI.L is 0.68, 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

0.68

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2024

0.75

The correlation between LOCK.L and ARKI.L has been stable across timeframes, ranging from 0.68 to 0.75 - a consistent structural relationship.

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Return for Risk

LOCK.L vs. ARKI.L — Risk / Return Rank

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

LOCK.L
LOCK.L Risk / Return Rank: 3737
Overall Rank
LOCK.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
LOCK.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
LOCK.L Omega Ratio Rank: 3434
Omega Ratio Rank
LOCK.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
LOCK.L Martin Ratio Rank: 3434
Martin Ratio Rank

ARKI.L
ARKI.L Risk / Return Rank: 3939
Overall Rank
ARKI.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
ARKI.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
ARKI.L Omega Ratio Rank: 4242
Omega Ratio Rank
ARKI.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
ARKI.L Martin Ratio Rank: 3232
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.

LOCK.L vs. ARKI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Digital Security UCITS ETF USD Acc (LOCK.L) and ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation (ARKI.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.


LOCK.LARKI.LDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.22

1.26

-0.04

Calmar ratioReturn relative to maximum drawdown

2.16

1.81

+0.35

Martin ratioReturn relative to average drawdown

5.16

4.67

+0.49

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

The current LOCK.L Sharpe Ratio is 1.23, which is comparable to the ARKI.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of LOCK.L and ARKI.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


LOCK.LARKI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.55

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

1.74

-1.16

Drawdowns

LOCK.L vs. ARKI.L - Drawdown Comparison

The maximum LOCK.L drawdown since its inception was -36.04%, which is greater than ARKI.L's maximum drawdown of -30.97%. Use the drawdown chart below to compare losses from any high point for LOCK.L and ARKI.L.


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Drawdown Indicators


LOCK.LARKI.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.04%

-30.97%

-5.07%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-24.05%

+12.40%

Max Drawdown (3Y)

Largest decline over 3 years

-22.32%

Max Drawdown (5Y)

Largest decline over 5 years

-36.04%

Current Drawdown

Current decline from peak

-2.87%

-2.18%

-0.69%

Average Drawdown

Average peak-to-trough decline

-9.60%

-6.45%

-3.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

9.35%

-4.47%

Volatility

LOCK.L vs. ARKI.L - Volatility Comparison

The current volatility for iShares Digital Security UCITS ETF USD Acc (LOCK.L) is 8.23%, while ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation (ARKI.L) has a volatility of 8.69%. This indicates that LOCK.L experiences smaller price fluctuations and is considered to be less risky than ARKI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LOCK.LARKI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.23%

8.69%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

16.43%

19.68%

-3.25%

Volatility (1Y)

Calculated over the trailing 1-year period

20.55%

28.20%

-7.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.07%

30.91%

-9.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.13%

30.91%

-9.78%

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

LOCK.L has a 0.40% expense ratio, which is lower than ARKI.L's 0.75% expense ratio.


Dividends

LOCK.L vs. ARKI.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


LOCK.L and ARKI.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

LOCK.L is cheaper with a 0.40% expense ratio, compared with 0.75% for ARKI.L.

They also come from different issuers: iShares and ARK. Their fees differ too: 0.40% for LOCK.L and 0.75% for ARKI.L.

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