AGIX vs. GPTY

Last updated Aug 6, 2026

AGIX (KraneShares Artificial Intelligence & Technology ETF) and GPTY (YieldMax AI & Tech Portfolio Option Income ETF) are both Artificial Intelligence funds. AGIX is passively managed, while GPTY is actively managed. Over the past year, AGIX returned 41.17% vs 32.58% for GPTY. Their correlation of 0.90 means they have usually moved in the same direction. AGIX charges 1.00%/yr vs 0.99%/yr for GPTY.

Performance

AGIX vs. GPTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Artificial Intelligence & Technology ETF (AGIX) and YieldMax AI & Tech Portfolio Option Income ETF (GPTY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AGIX achieves a 22.77% return, which is significantly lower than GPTY's 24.35% return.

AGIX

• 1D: -1.61%
• 1M: -2.11%
• 6M: 33.77%
• YTD: 22.77%
• 1Y: 41.17%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 32.94%

GPTY

• 1D: -1.77%
• 1M: -2.29%
• 6M: 32.73%
• YTD: 24.35%
• 1Y: 32.58%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 28.31%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AGIX KraneShares Artificial Intelligence & Technology ETF	$6.66M	$6.82M	$17.79M
GPTY YieldMax AI & Tech Portfolio Option Income ETF	$1.97M	$1.89M	$2.57M

AGIX vs. GPTY - Yearly Performance Comparison

	2026 (YTD)	2025
AGIX KraneShares Artificial Intelligence & Technology ETF	22.77%	20.66%
GPTY YieldMax AI & Tech Portfolio Option Income ETF	24.35%	17.77%

Correlation

The correlation between AGIX and GPTY is 0.90, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.90
Correlation (All Time) Calculated using the full available price history since Jan 23, 2025	0.90

The correlation between AGIX and GPTY has been stable across timeframes, ranging from 0.90 to 0.90 - a consistent structural relationship.

AGIX vs. GPTY - Sectors Allocation Comparison

Sectors	AGIX	GPTY
Technology	69.0%	76.4%
Communication Services	8.2%	9.5%
Consumer Cyclical	4.7%	7.7%
Industrials	2.2%	2.2%
Financial Services	2.1%	4.2%
Utilities	1.4%	-
Healthcare	0.9%	-
Basic Materials	0.6%	-
Consumer Defensive	-	-
Energy	-	-
Real Estate	-	-

Return for Risk

AGIX vs. GPTY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AGIX

AGIX Risk / Return Rank: 47
AGIX Sharpe Ratio Rank: 50
AGIX Sortino Ratio Rank: 48
AGIX Omega Ratio Rank: 45
AGIX Calmar Ratio Rank: 51
AGIX Martin Ratio Rank: 42

GPTY

GPTY Risk / Return Rank: 40
GPTY Sharpe Ratio Rank: 41
GPTY Sortino Ratio Rank: 41
GPTY Omega Ratio Rank: 39
GPTY Calmar Ratio Rank: 42
GPTY Martin Ratio Rank: 35

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AGIX vs. GPTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Artificial Intelligence & Technology ETF (AGIX) and YieldMax AI & Tech Portfolio Option Income ETF (GPTY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AGIX	GPTY	Difference
Sharpe ratio: Return per unit of total volatility	1.43	1.19	+0.24
Sortino ratio: Return per unit of downside risk	1.98	1.72	+0.26
Omega ratio: Gain probability vs. loss probability	1.24	1.21	+0.03
Calmar ratio: Return relative to maximum drawdown	2.08	1.69	+0.39
Martin ratio: Return relative to average drawdown	5.16	3.88	+1.28

AGIX vs. GPTY - Sharpe Ratio Comparison

The current AGIX Sharpe Ratio is 1.43, which is comparable to the GPTY Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of AGIX and GPTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AGIX vs. GPTY - Drawdown Comparison

The maximum AGIX drawdown since its inception was -31.48%, which is greater than GPTY's maximum drawdown of -26.62%. Use the drawdown chart below to compare losses from any high point for AGIX and GPTY.

Drawdown Indicators

	AGIX	GPTY	Difference
Max Drawdown Largest peak-to-trough decline	-31.48%	-26.62%	-4.86%
Max Drawdown (1Y) Largest decline over 1 year	-19.85%	-19.32%	-0.53%
Current Drawdown Current decline from peak	-9.78%	-10.10%	+0.32%
Average Drawdown Average peak-to-trough decline	-6.19%	-6.88%	+0.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.99%	8.41%	-0.42%

Volatility

AGIX vs. GPTY - Volatility Comparison

KraneShares Artificial Intelligence & Technology ETF (AGIX) and YieldMax AI & Tech Portfolio Option Income ETF (GPTY) have volatilities of 10.35% and 9.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AGIX	GPTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.35%	9.98%	+0.37%
Volatility (6M) Calculated over the trailing 6-month period	24.26%	22.96%	+1.30%
Volatility (1Y) Calculated over the trailing 1-year period	29.00%	27.57%	+1.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.23%	29.99%	+0.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.23%	29.99%	+0.24%

AGIX vs. GPTY - Expense Ratio Comparison

AGIX has a 1.00% expense ratio, which is higher than GPTY's 0.99% expense ratio.

Dividends

AGIX vs. GPTY - Dividend Comparison

AGIX's dividend yield for the trailing twelve months is around 0.98%, less than GPTY's 38.26% yield.

Position	TTM	2025	2024
AGIX KraneShares Artificial Intelligence & Technology ETF	0.98%	1.21%	0.77%
GPTY YieldMax AI & Tech Portfolio Option Income ETF	38.26%	34.23%	0.00%

Frequently Asked Questions

Can I hold both AGIX and GPTY in my portfolio?

With a correlation of 0.90, AGIX and GPTY 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 is riskier, AGIX or GPTY?

AGIX has higher volatility (10.35%) compared to GPTY (9.98%). In terms of maximum drawdown, AGIX dropped -31.48% vs GPTY's -26.62%.

Which ETF is better, AGIX or GPTY?

On 1-year performance, AGIX leads with 41.17% vs 32.58% for GPTY. On fees, GPTY is cheaper at 0.99% per year. On volatility, GPTY has been the lower-risk option at 9.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AGIX or GPTY?

Over the 1-year period, AGIX has performed better with a 41.17% return vs 32.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AGIX or GPTY?

GPTY is cheaper with a 0.99% expense ratio, compared with 1.00% for AGIX.

Which ETF pays a higher dividend yield, AGIX or GPTY?

GPTY has the higher dividend yield at 38.26%, compared with 0.98% for AGIX.

What is the main difference between AGIX and GPTY?

They also come from different issuers: KraneShares and YieldMax. Their fees differ too: 1.00% for AGIX and 0.99% for GPTY.

Which has better risk-adjusted returns?

AGIX currently has the higher Sharpe Ratio (1.43 vs 1.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.