Arsenal last won a trophy in 2005 , it was the F.A. cup.
Arsenal can't win a trophy because: they are not good enough to win trophy!
ask yourself... when last did arsenal win a trophy? and that number should answer your question
Arsenal last won the Premiership in the 2003/4 season, when they went the whole league season undefeated.
real Madrid win last trophy in was in 2007
The last time Arsenal won a trophy was in 2005. They won FA cup by beating Manchester United 5-4 on penalty shootout.
Arsenal's only trophy in the last five years is the FA Cup in 2004/05.
Never won a major trophy