AIEQ vs. GQGU

Last updated Apr 2, 2026

Compare and contrast key facts about AI Powered Equity ETF (AIEQ) and GQG US Equity ETF (GQGU).

AIEQ and GQGU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AIEQ is an actively managed fund by ETFMG. It was launched on Oct 17, 2017. GQGU is an actively managed fund by GQG Partners. It was launched on Jul 14, 2025.

Performance

AIEQ vs. GQGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AI Powered Equity ETF (AIEQ) and GQG US Equity ETF (GQGU). The values are adjusted to include any dividend payments, if applicable.

AIEQ vs. GQGU - Yearly Performance Comparison

	2026 (YTD)	2025
AIEQ AI Powered Equity ETF	-3.53%	6.42%
GQGU GQG US Equity ETF	8.19%	-1.14%

Returns By Period

In the year-to-date period, AIEQ achieves a -3.53% return, which is significantly lower than GQGU's 8.19% return.

AIEQ

• 1D: 0.73%
• 1M: -4.56%
• YTD: -3.53%
• 6M: -2.63%
• 1Y: 17.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GQGU

• 1D: -1.30%
• 1M: -3.10%
• YTD: 8.19%
• 6M: 6.64%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AIEQ vs. GQGU - Expense Ratio Comparison

AIEQ has a 0.80% expense ratio, which is higher than GQGU's 0.49% expense ratio.

AIEQ

AI Powered Equity ETF

GQGU

GQG US Equity ETF

Return for Risk

AIEQ vs. GQGU — Risk / Return Rank

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

AIEQ

AIEQ Risk / Return Rank: 48
AIEQ Sharpe Ratio Rank: 40
AIEQ Sortino Ratio Rank: 44
AIEQ Omega Ratio Rank: 52
AIEQ Calmar Ratio Rank: 45
AIEQ Martin Ratio Rank: 57

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.

AIEQ vs. GQGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AI Powered Equity ETF (AIEQ) and GQG US Equity ETF (GQGU). 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.

	AIEQ	GQGU	Difference
Sharpe ratio Return per unit of total volatility	0.79	—	—
Sortino ratio Return per unit of downside risk	1.28	—	—
Omega ratio Gain probability vs. loss probability	1.20	—	—
Calmar ratio Return relative to maximum drawdown	1.21	—	—
Martin ratio Return relative to average drawdown	5.89	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	AIEQ	GQGU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.79	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	1.02	-0.46

Correlation

The correlation between AIEQ and GQGU is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

AIEQ vs. GQGU - Dividend Comparison

AIEQ's dividend yield for the trailing twelve months is around 0.45%, less than GQGU's 0.94% yield.

	TTM	2025	2024
AIEQ AI Powered Equity ETF	0.45%	0.43%	0.65%
GQGU GQG US Equity ETF	0.94%	1.02%	0.00%

Drawdowns

AIEQ vs. GQGU - Drawdown Comparison

The maximum AIEQ drawdown since its inception was -24.19%, which is greater than GQGU's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for AIEQ and GQGU.

Drawdown Indicators

	AIEQ	GQGU	Difference
Max Drawdown Largest peak-to-trough decline	-24.19%	-6.65%	-17.54%
Max Drawdown (1Y) Largest decline over 1 year	-15.35%	—	—
Current Drawdown Current decline from peak	-5.85%	-3.24%	-2.61%
Average Drawdown Average peak-to-trough decline	-3.50%	-2.21%	-1.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.17%	—	—

Volatility

Volatility by Period

	AIEQ	GQGU	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.35%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.76%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	21.59%	9.66%	+11.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.93%	9.66%	+10.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.93%	9.66%	+10.27%