AIFD vs. GTEK

Last updated Jul 14, 2026

AIFD (TCW Artificial Intelligence ETF) and GTEK (Goldman Sachs Future Tech Leaders Equity ETF) are both Technology Equities funds. Both are actively managed. Over the past year, AIFD returned 68.32% vs 59.49% for GTEK. Their correlation of 0.87 suggests significant overlap in exposure. Both charge a 0.75% expense ratio.

Performance

AIFD vs. GTEK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Artificial Intelligence ETF (AIFD) and Goldman Sachs Future Tech Leaders Equity ETF (GTEK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AIFD achieves a 37.01% return, which is significantly lower than GTEK's 42.08% return.

AIFD

• 1D: -2.46%
• 1M: -3.47%
• 6M: 34.00%
• YTD: 37.01%
• 1Y: 68.32%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GTEK

• 1D: -4.38%
• 1M: -3.33%
• 6M: 34.40%
• YTD: 42.08%
• 1Y: 59.49%
• 3Y*: 29.45%
• 5Y*: —
• 10Y*: —

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

AIFD vs. GTEK - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AIFD TCW Artificial Intelligence ETF	37.01%	28.30%	15.22%
GTEK Goldman Sachs Future Tech Leaders Equity ETF	42.08%	23.68%	12.35%

Correlation

The correlation between AIFD and GTEK is 0.86, 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	0.86
Correlation (All Time) Calculated using the full available price history since May 6, 2024	0.87

The correlation between AIFD and GTEK has been stable across timeframes, ranging from 0.86 to 0.87 - a consistent structural relationship.

AIFD vs. GTEK - Sectors Allocation Comparison

Sectors	AIFD	GTEK
Technology	73.2%	74.5%
Communication Services	11.0%	3.7%
Industrials	9.8%	8.1%
Consumer Cyclical	6.0%	4.9%
Basic Materials	-	3.4%
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	1.2%
Healthcare	-	1.1%
Real Estate	-	2.3%
Utilities	-	-

Return for Risk

AIFD vs. GTEK — Risk / Return Rank

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

AIFD

AIFD Risk / Return Rank: 88
AIFD Sharpe Ratio Rank: 90
AIFD Sortino Ratio Rank: 80
AIFD Omega Ratio Rank: 80
AIFD Calmar Ratio Rank: 95
AIFD Martin Ratio Rank: 93

GTEK

GTEK Risk / Return Rank: 81
GTEK Sharpe Ratio Rank: 80
GTEK Sortino Ratio Rank: 71
GTEK Omega Ratio Rank: 71
GTEK Calmar Ratio Rank: 94
GTEK Martin Ratio Rank: 90

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.

AIFD vs. GTEK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Artificial Intelligence ETF (AIFD) and Goldman Sachs Future Tech Leaders Equity ETF (GTEK). 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.

	AIFD	GTEK	Difference
Sharpe ratio: Return per unit of total volatility	2.38	2.01	+0.37
Sortino ratio: Return per unit of downside risk	2.84	2.56	+0.28
Omega ratio: Gain probability vs. loss probability	1.38	1.33	+0.04
Calmar ratio: Return relative to maximum drawdown	5.84	5.37	+0.47
Martin ratio: Return relative to average drawdown	18.55	15.79	+2.76

AIFD vs. GTEK - Sharpe Ratio Comparison

The current AIFD Sharpe Ratio is 2.38, which is comparable to the GTEK Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of AIFD and GTEK, 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

AIFD vs. GTEK - Drawdown Comparison

The maximum AIFD drawdown since its inception was -33.20%, smaller than the maximum GTEK drawdown of -53.77%. Use the drawdown chart below to compare losses from any high point for AIFD and GTEK.

Drawdown Indicators

	AIFD	GTEK	Difference
Max Drawdown Largest peak-to-trough decline	-33.20%	-53.77%	+20.57%
Max Drawdown (1Y) Largest decline over 1 year	-11.75%	-11.13%	-0.62%
Max Drawdown (3Y) Largest decline over 3 years	—	-27.49%	—
Current Drawdown Current decline from peak	-10.13%	-9.70%	-0.43%
Average Drawdown Average peak-to-trough decline	-5.79%	-26.99%	+21.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.69%	3.78%	-0.09%

Volatility

AIFD vs. GTEK - Volatility Comparison

TCW Artificial Intelligence ETF (AIFD) and Goldman Sachs Future Tech Leaders Equity ETF (GTEK) have volatilities of 12.59% and 12.78%, 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

	AIFD	GTEK	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.59%	12.78%	-0.19%
Volatility (6M) Calculated over the trailing 6-month period	23.53%	26.10%	-2.57%
Volatility (1Y) Calculated over the trailing 1-year period	28.91%	29.74%	-0.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.26%	28.82%	+1.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.26%	28.82%	+1.44%

AIFD vs. GTEK - Expense Ratio Comparison

Both AIFD and GTEK have an expense ratio of 0.75%.

Dividends

AIFD vs. GTEK - Dividend Comparison

Neither AIFD nor GTEK has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
AIFD TCW Artificial Intelligence ETF	0.00%	0.00%	0.00%	0.00%	0.00%
GTEK Goldman Sachs Future Tech Leaders Equity ETF	0.00%	0.00%	0.00%	0.26%	0.03%

Frequently Asked Questions

Can I hold both AIFD and GTEK in my portfolio?

AIFD and GTEK have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AIFD or GTEK?

GTEK has higher volatility (12.78%) compared to AIFD (12.59%). In terms of maximum drawdown, AIFD dropped -33.20% vs GTEK's -53.77%.

Which ETF is better, AIFD or GTEK?

On 1-year performance, AIFD leads with 68.32% vs 59.49% for GTEK. Both ETFs have the same 0.75% expense ratio. On volatility, AIFD has been the lower-risk option at 12.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AIFD or GTEK?

Over the 1-year period, AIFD has performed better with a 68.32% return vs 59.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AIFD or GTEK?

AIFD and GTEK have the same expense ratio: 0.75% per year.

Which ETF pays a higher dividend yield, AIFD or GTEK?

AIFD and GTEK have nearly identical dividend yields, around 0.00%.

What is the main difference between AIFD and GTEK?

They also come from different issuers: TCW and Goldman Sachs.

Which has better risk-adjusted returns?

AIFD currently has the higher Sharpe Ratio (2.38 vs 2.01), 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.