WITS.AS vs. AINF.AS

Last updated Jun 5, 2026

WITS.AS (iShares MSCI World Information Technology Sector ESG UCITS ETF) and AINF.AS (iShares AI Infrastructure UCITS ETF USD (Acc)) are both Technology Equities funds from iShares - WITS.AS tracks the MSCI World/Information Tech NR USD while AINF.AS tracks the STOXX Global AI Infrastructure Index. Both are passively managed. Over the past year, WITS.AS returned 47.95% vs 118.31% for AINF.AS. Their correlation of 0.93 suggests significant overlap in exposure. WITS.AS charges 0.25%/yr vs 0.35%/yr for AINF.AS.

Performance

WITS.AS vs. AINF.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) and iShares AI Infrastructure UCITS ETF USD (Acc) (AINF.AS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WITS.AS achieves a 23.70% return, which is significantly lower than AINF.AS's 57.19% return.

WITS.AS

• 1D: -1.52%
• 1M: 14.43%
• YTD: 23.70%
• 6M: 23.08%
• 1Y: 47.95%
• 3Y*: 31.66%
• 5Y*: 20.38%
• 10Y*: —

AINF.AS

• 1D: -1.84%
• 1M: 21.58%
• YTD: 57.19%
• 6M: 58.49%
• 1Y: 118.31%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WITS.AS vs. AINF.AS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
WITS.AS iShares MSCI World Information Technology Sector ESG UCITS ETF	23.70%	22.39%	-3.53%
AINF.AS iShares AI Infrastructure UCITS ETF USD (Acc)	57.19%	44.70%	-1.33%

Correlation

The correlation between WITS.AS and AINF.AS is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (All Time) Calculated using the full available price history since Dec 10, 2024	0.93

The correlation between WITS.AS and AINF.AS has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

Return for Risk

WITS.AS vs. AINF.AS — Risk / Return Rank

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

WITS.AS

WITS.AS Risk / Return Rank: 66
WITS.AS Sharpe Ratio Rank: 75
WITS.AS Sortino Ratio Rank: 72
WITS.AS Omega Ratio Rank: 67
WITS.AS Calmar Ratio Rank: 60
WITS.AS Martin Ratio Rank: 54

AINF.AS

AINF.AS Risk / Return Rank: 96
AINF.AS Sharpe Ratio Rank: 97
AINF.AS Sortino Ratio Rank: 96
AINF.AS Omega Ratio Rank: 95
AINF.AS Calmar Ratio Rank: 96
AINF.AS Martin Ratio Rank: 95

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.

WITS.AS vs. AINF.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) and iShares AI Infrastructure UCITS ETF USD (Acc) (AINF.AS). 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.

	WITS.AS	AINF.AS	Difference
Sharpe ratio: Return per unit of total volatility	2.39	4.72	-2.33
Sortino ratio: Return per unit of downside risk	3.20	5.45	-2.26
Omega ratio: Gain probability vs. loss probability	1.40	1.72	-0.32
Calmar ratio: Return relative to maximum drawdown	2.94	9.88	-6.94
Martin ratio: Return relative to average drawdown	9.14	32.47	-23.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WITS.AS vs. AINF.AS - Sharpe Ratio Comparison

The current WITS.AS Sharpe Ratio is 2.39, which is lower than the AINF.AS Sharpe Ratio of 4.72. The chart below compares the historical Sharpe Ratios of WITS.AS and AINF.AS, 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

	WITS.AS	AINF.AS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.39	4.72	-2.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.85	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.01	2.58	-1.57

Drawdowns

WITS.AS vs. AINF.AS - Drawdown Comparison

The maximum WITS.AS drawdown since its inception was -39.08%, which is greater than AINF.AS's maximum drawdown of -27.26%. Use the drawdown chart below to compare losses from any high point for WITS.AS and AINF.AS.

Drawdown Indicators

	WITS.AS	AINF.AS	Difference
Max Drawdown Largest peak-to-trough decline	-39.08%	-27.26%	-11.82%
Max Drawdown (1Y) Largest decline over 1 year	-16.07%	-11.77%	-4.30%
Max Drawdown (3Y) Largest decline over 3 years	-25.21%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-39.08%	—	—
Current Drawdown Current decline from peak	-2.12%	-1.84%	-0.28%
Average Drawdown Average peak-to-trough decline	-8.50%	-4.20%	-4.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.20%	3.60%	+1.60%

Volatility

WITS.AS vs. AINF.AS - Volatility Comparison

The current volatility for iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) is 7.12%, while iShares AI Infrastructure UCITS ETF USD (Acc) (AINF.AS) has a volatility of 9.70%. This indicates that WITS.AS experiences smaller price fluctuations and is considered to be less risky than AINF.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WITS.AS	AINF.AS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.12%	9.70%	-2.58%
Volatility (6M) Calculated over the trailing 6-month period	15.52%	19.22%	-3.70%
Volatility (1Y) Calculated over the trailing 1-year period	19.78%	24.66%	-4.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.75%	27.93%	-4.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.61%	27.93%	-3.32%

WITS.AS vs. AINF.AS - Expense Ratio Comparison

WITS.AS has a 0.25% expense ratio, which is lower than AINF.AS's 0.35% expense ratio.

Dividends

WITS.AS vs. AINF.AS - Dividend Comparison

WITS.AS's dividend yield for the trailing twelve months is around 0.25%, while AINF.AS has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AINF.AS iShares AI Infrastructure UCITS ETF USD (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WITS.AS iShares MSCI World Information Technology Sector ESG UCITS ETF	0.25%	0.31%	0.38%	0.46%	0.81%	0.41%	0.73%	0.12%

Frequently Asked Questions

Can I hold both WITS.AS and AINF.AS in my portfolio?

With a correlation of 0.92, WITS.AS and AINF.AS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, WITS.AS or AINF.AS?

On fees, WITS.AS is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WITS.AS or AINF.AS?

WITS.AS is cheaper with a 0.25% expense ratio, compared with 0.35% for AINF.AS.

What is the main difference between WITS.AS and AINF.AS?

WITS.AS tracks MSCI World/Information Tech NR USD, while AINF.AS tracks STOXX Global AI Infrastructure Index. Their fees differ too: 0.25% for WITS.AS and 0.35% for AINF.AS.