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USPY.DE vs. AIAA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USPY.DE vs. AIAA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Cyber Security UCITS ETF (USPY.DE) and iShares AI Adopters & Applications UCITS ETF USD (Acc) (AIAA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USPY.DE achieves a 39.75% return, which is significantly higher than AIAA.DE's -1.50% return.


USPY.DE

1D
-2.26%
1M
27.75%
YTD
39.75%
6M
33.58%
1Y
33.48%
3Y*
25.52%
5Y*
12.91%
10Y*
16.69%

AIAA.DE

1D
1.37%
1M
5.90%
YTD
-1.50%
6M
-0.98%
1Y
6.16%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USPY.DE vs. AIAA.DE - Yearly Performance Comparison


2026 (YTD)20252024
USPY.DE
L&G Cyber Security UCITS ETF
39.75%-3.37%0.16%
AIAA.DE
iShares AI Adopters & Applications UCITS ETF USD (Acc)
-1.50%5.44%-1.65%

Correlation

The correlation between USPY.DE and AIAA.DE is 0.51, 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

0.51

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2024

0.64

The correlation between USPY.DE and AIAA.DE shifts across timeframes, from 0.51 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

USPY.DE vs. AIAA.DE — Risk / Return Rank

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

USPY.DE
USPY.DE Risk / Return Rank: 3535
Overall Rank
USPY.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
USPY.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
USPY.DE Omega Ratio Rank: 3838
Omega Ratio Rank
USPY.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
USPY.DE Martin Ratio Rank: 3131
Martin Ratio Rank

AIAA.DE
AIAA.DE Risk / Return Rank: 1616
Overall Rank
AIAA.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
AIAA.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
AIAA.DE Omega Ratio Rank: 1616
Omega Ratio Rank
AIAA.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
AIAA.DE Martin Ratio Rank: 1515
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.

USPY.DE vs. AIAA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Cyber Security UCITS ETF (USPY.DE) and iShares AI Adopters & Applications UCITS ETF USD (Acc) (AIAA.DE). 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.


USPY.DEAIAA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.81

Sortino ratioReturn per unit of downside risk

+1.05

Omega ratioGain probability vs. loss probability

1.25

1.09

+0.16

Calmar ratioReturn relative to maximum drawdown

1.70

0.46

+1.24

Martin ratioReturn relative to average drawdown

4.56

1.20

+3.36

USPY.DE vs. AIAA.DE - Sharpe Ratio Comparison

The current USPY.DE Sharpe Ratio is 1.26, which is higher than the AIAA.DE Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of USPY.DE and AIAA.DE, 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


USPY.DEAIAA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.46

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.08

+0.55

Drawdowns

USPY.DE vs. AIAA.DE - Drawdown Comparison

The maximum USPY.DE drawdown since its inception was -34.32%, which is greater than AIAA.DE's maximum drawdown of -24.42%. Use the drawdown chart below to compare losses from any high point for USPY.DE and AIAA.DE.


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Drawdown Indicators


USPY.DEAIAA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.32%

-24.42%

-9.90%

Max Drawdown (1Y)

Largest decline over 1 year

-19.63%

-13.31%

-6.32%

Max Drawdown (3Y)

Largest decline over 3 years

-30.52%

Max Drawdown (5Y)

Largest decline over 5 years

-33.89%

Max Drawdown (10Y)

Largest decline over 10 years

-33.89%

Current Drawdown

Current decline from peak

-2.26%

-4.34%

+2.08%

Average Drawdown

Average peak-to-trough decline

-9.91%

-7.45%

-2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.32%

5.12%

+2.20%

Volatility

USPY.DE vs. AIAA.DE - Volatility Comparison

L&G Cyber Security UCITS ETF (USPY.DE) has a higher volatility of 10.03% compared to iShares AI Adopters & Applications UCITS ETF USD (Acc) (AIAA.DE) at 3.63%. This indicates that USPY.DE's price experiences larger fluctuations and is considered to be riskier than AIAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USPY.DEAIAA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.03%

3.63%

+6.40%

Volatility (6M)

Calculated over the trailing 6-month period

22.89%

10.08%

+12.81%

Volatility (1Y)

Calculated over the trailing 1-year period

26.36%

13.43%

+12.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.60%

17.46%

+7.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.91%

17.46%

+5.45%

USPY.DE vs. AIAA.DE - Expense Ratio Comparison

USPY.DE has a 0.69% expense ratio, which is higher than AIAA.DE's 0.35% expense ratio.


Dividends

USPY.DE vs. AIAA.DE - Dividend Comparison

Neither USPY.DE nor AIAA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


USPY.DE and AIAA.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AIAA.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AIAA.DE is cheaper with a 0.35% expense ratio, compared with 0.69% for USPY.DE.

USPY.DE tracks ISE Cyber Security UCITS, while AIAA.DE tracks STOXX Global AI Adopters and Applications Index. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.69% for USPY.DE and 0.35% for AIAA.DE.

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