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AIGO.TO vs. TTTX.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AIGO.TO vs. TTTX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Artificial Intelligence & Technology Index ETF (AIGO.TO) and Global X Innovative Bluechip Top 10 Index ETF (TTTX.TO). The values are adjusted to include any dividend payments, if applicable.

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AIGO.TO vs. TTTX.TO - Yearly Performance Comparison


2026 (YTD)20252024
AIGO.TO
Global X Artificial Intelligence & Technology Index ETF
-6.80%24.69%20.28%
TTTX.TO
Global X Innovative Bluechip Top 10 Index ETF
-8.61%18.31%21.44%

Returns By Period

In the year-to-date period, AIGO.TO achieves a -6.80% return, which is significantly higher than TTTX.TO's -8.61% return.


AIGO.TO

1D
4.48%
1M
-5.20%
YTD
-6.80%
6M
-5.06%
1Y
24.68%
3Y*
5Y*
10Y*

TTTX.TO

1D
-0.30%
1M
-4.19%
YTD
-8.61%
6M
-4.33%
1Y
18.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AIGO.TO vs. TTTX.TO - Expense Ratio Comparison

Both AIGO.TO and TTTX.TO have an expense ratio of 0.60%.


Return for Risk

AIGO.TO vs. TTTX.TO — Risk / Return Rank

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

AIGO.TO
AIGO.TO Risk / Return Rank: 5151
Overall Rank
AIGO.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
AIGO.TO Sortino Ratio Rank: 5757
Sortino Ratio Rank
AIGO.TO Omega Ratio Rank: 5454
Omega Ratio Rank
AIGO.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
AIGO.TO Martin Ratio Rank: 4242
Martin Ratio Rank

TTTX.TO
TTTX.TO Risk / Return Rank: 4545
Overall Rank
TTTX.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TTTX.TO Sortino Ratio Rank: 4949
Sortino Ratio Rank
TTTX.TO Omega Ratio Rank: 4949
Omega Ratio Rank
TTTX.TO Calmar Ratio Rank: 4242
Calmar Ratio Rank
TTTX.TO Martin Ratio Rank: 3838
Martin Ratio Rank
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.

AIGO.TO vs. TTTX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Artificial Intelligence & Technology Index ETF (AIGO.TO) and Global X Innovative Bluechip Top 10 Index ETF (TTTX.TO). 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.


AIGO.TOTTTX.TODifference

Sharpe ratio

Return per unit of total volatility

0.90

0.84

+0.06

Sortino ratio

Return per unit of downside risk

1.46

1.34

+0.12

Omega ratio

Gain probability vs. loss probability

1.20

1.19

0.00

Calmar ratio

Return relative to maximum drawdown

1.34

1.11

+0.22

Martin ratio

Return relative to average drawdown

3.88

3.55

+0.33

AIGO.TO vs. TTTX.TO - Sharpe Ratio Comparison

The current AIGO.TO Sharpe Ratio is 0.90, which is comparable to the TTTX.TO Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of AIGO.TO and TTTX.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AIGO.TOTTTX.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.84

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.75

+0.06

Correlation

The correlation between AIGO.TO and TTTX.TO is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AIGO.TO vs. TTTX.TO - Dividend Comparison

AIGO.TO's dividend yield for the trailing twelve months is around 0.09%, less than TTTX.TO's 0.11% yield.


Drawdowns

AIGO.TO vs. TTTX.TO - Drawdown Comparison

The maximum AIGO.TO drawdown since its inception was -26.71%, which is greater than TTTX.TO's maximum drawdown of -23.27%. Use the drawdown chart below to compare losses from any high point for AIGO.TO and TTTX.TO.


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Drawdown Indicators


AIGO.TOTTTX.TODifference

Max Drawdown

Largest peak-to-trough decline

-26.71%

-23.27%

-3.44%

Max Drawdown (1Y)

Largest decline over 1 year

-17.14%

-13.86%

-3.28%

Current Drawdown

Current decline from peak

-13.43%

-11.68%

-1.75%

Average Drawdown

Average peak-to-trough decline

-4.77%

-4.42%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.90%

4.35%

+1.55%

Volatility

AIGO.TO vs. TTTX.TO - Volatility Comparison

Global X Artificial Intelligence & Technology Index ETF (AIGO.TO) has a higher volatility of 9.01% compared to Global X Innovative Bluechip Top 10 Index ETF (TTTX.TO) at 5.75%. This indicates that AIGO.TO's price experiences larger fluctuations and is considered to be riskier than TTTX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIGO.TOTTTX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.01%

5.75%

+3.26%

Volatility (6M)

Calculated over the trailing 6-month period

17.68%

12.26%

+5.42%

Volatility (1Y)

Calculated over the trailing 1-year period

27.62%

22.23%

+5.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.91%

20.98%

+2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.91%

20.98%

+2.93%