WENS.L vs. AINF.L
WENS.L (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) and AINF.L (iShares AI Infrastructure UCITS ETF USD Accumulating) are both exchange-traded funds - WENS.L is a Energy Equities fund tracking the MSCI World/Energy NR USD, while AINF.L is a Technology Equities fund managed by iShares. Over the past year, WENS.L returned 44.00% vs 120.54% for AINF.L. At a 0.07 correlation, their price movements are largely independent.
Performance
WENS.L vs. AINF.L - Performance Comparison
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Returns By Period
In the year-to-date period, WENS.L achieves a 31.38% return, which is significantly lower than AINF.L's 57.58% return.
WENS.L
- 1D
- -0.43%
- 1M
- -0.63%
- YTD
- 31.38%
- 6M
- 26.68%
- 1Y
- 44.00%
- 3Y*
- 13.87%
- 5Y*
- —
- 10Y*
- —
AINF.L
- 1D
- -1.95%
- 1M
- 22.71%
- YTD
- 57.58%
- 6M
- 57.54%
- 1Y
- 120.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WENS.L vs. AINF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WENS.L iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 31.38% | 3.24% | -5.62% |
AINF.L iShares AI Infrastructure UCITS ETF USD Accumulating | 57.58% | 34.74% | 0.43% |
Correlation
The correlation between WENS.L and AINF.L is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2024 | 0.07 |
The correlation between WENS.L and AINF.L shifts across timeframes, from -0.10 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WENS.L vs. AINF.L — Risk / Return Rank
WENS.L
AINF.L
WENS.L vs. AINF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) and iShares AI Infrastructure UCITS ETF USD Accumulating (AINF.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.
| WENS.L | AINF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.08 | ||
| Sortino ratioReturn per unit of downside risk | -3.22 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.77 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 10.78 | -7.78 |
| Martin ratioReturn relative to average drawdown | 9.66 | 36.61 | -26.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WENS.L | AINF.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 5.14 | -3.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 2.52 | -1.93 |
Drawdowns
WENS.L vs. AINF.L - Drawdown Comparison
The maximum WENS.L drawdown since its inception was -22.49%, smaller than the maximum AINF.L drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for WENS.L and AINF.L.
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Drawdown Indicators
| WENS.L | AINF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.49% | -28.79% | +6.30% |
Max Drawdown (1Y)Largest decline over 1 year | -14.63% | -11.12% | -3.51% |
Max Drawdown (3Y)Largest decline over 3 years | -22.49% | — | — |
Current DrawdownCurrent decline from peak | -7.62% | -1.95% | -5.67% |
Average DrawdownAverage peak-to-trough decline | -9.15% | -5.03% | -4.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.54% | 3.28% | +1.26% |
Volatility
WENS.L vs. AINF.L - Volatility Comparison
The current volatility for iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) is 7.96%, while iShares AI Infrastructure UCITS ETF USD Accumulating (AINF.L) has a volatility of 9.19%. This indicates that WENS.L experiences smaller price fluctuations and is considered to be less risky than AINF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WENS.L | AINF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.96% | 9.19% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 18.19% | 17.58% | +0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.33% | 23.30% | -1.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 26.52% | -5.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.49% | 26.52% | -5.03% |
Dividends
WENS.L vs. AINF.L - Dividend Comparison
Neither WENS.L nor AINF.L has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
AINF.L iShares AI Infrastructure UCITS ETF USD Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WENS.L iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 0.00% | 0.00% | 1.75% | 3.61% | 1.77% |
Frequently Asked Questions
WENS.L and AINF.L have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WENS.L is categorized as Energy Equities, while AINF.L is Technology Equities.
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