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AIO vs. XLU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AIO vs. XLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Artificial Intelligence & Technology Opportunities Fund (AIO) and Utilities Select Sector SPDR Fund (XLU). The values are adjusted to include any dividend payments, if applicable.

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AIO vs. XLU - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AIO
Virtus Artificial Intelligence & Technology Opportunities Fund
0.42%0.48%54.48%19.27%-28.06%13.51%46.27%1.05%
XLU
Utilities Select Sector SPDR Fund
8.25%16.03%23.31%-7.18%1.44%17.70%0.51%2.82%

Returns By Period

In the year-to-date period, AIO achieves a 0.42% return, which is significantly lower than XLU's 8.25% return.


AIO

1D
1.47%
1M
-6.35%
YTD
0.42%
6M
-2.34%
1Y
18.31%
3Y*
19.00%
5Y*
7.62%
10Y*

XLU

1D
-0.07%
1M
-3.18%
YTD
8.25%
6M
6.77%
1Y
19.71%
3Y*
14.12%
5Y*
10.80%
10Y*
9.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AIO vs. XLU - Expense Ratio Comparison

AIO has a 1.41% expense ratio, which is higher than XLU's 0.13% expense ratio.


Return for Risk

AIO vs. XLU — Risk / Return Rank

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

AIO
AIO Risk / Return Rank: 3838
Overall Rank
AIO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
AIO Sortino Ratio Rank: 4141
Sortino Ratio Rank
AIO Omega Ratio Rank: 3838
Omega Ratio Rank
AIO Calmar Ratio Rank: 3939
Calmar Ratio Rank
AIO Martin Ratio Rank: 3636
Martin Ratio Rank

XLU
XLU Risk / Return Rank: 7171
Overall Rank
XLU Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XLU Sortino Ratio Rank: 7171
Sortino Ratio Rank
XLU Omega Ratio Rank: 6767
Omega Ratio Rank
XLU Calmar Ratio Rank: 8484
Calmar Ratio Rank
XLU Martin Ratio Rank: 6161
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.

AIO vs. XLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Artificial Intelligence & Technology Opportunities Fund (AIO) and Utilities Select Sector SPDR Fund (XLU). 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.


AIOXLUDifference

Sharpe ratio

Return per unit of total volatility

0.80

1.25

-0.46

Sortino ratio

Return per unit of downside risk

1.25

1.71

-0.46

Omega ratio

Gain probability vs. loss probability

1.17

1.23

-0.06

Calmar ratio

Return relative to maximum drawdown

1.02

2.29

-1.27

Martin ratio

Return relative to average drawdown

3.74

5.51

-1.77

AIO vs. XLU - Sharpe Ratio Comparison

The current AIO Sharpe Ratio is 0.80, which is lower than the XLU Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of AIO and XLU, 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


AIOXLUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.25

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.63

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.41

+0.09

Correlation

The correlation between AIO and XLU is 0.29, 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

AIO vs. XLU - Dividend Comparison

AIO's dividend yield for the trailing twelve months is around 13.97%, more than XLU's 2.59% yield.


TTM20252024202320222021202020192018201720162015
AIO
Virtus Artificial Intelligence & Technology Opportunities Fund
13.97%13.75%7.30%10.34%11.12%19.97%9.31%0.54%0.00%0.00%0.00%0.00%
XLU
Utilities Select Sector SPDR Fund
2.59%2.71%2.96%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.41%3.67%

Drawdowns

AIO vs. XLU - Drawdown Comparison

The maximum AIO drawdown since its inception was -44.88%, smaller than the maximum XLU drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for AIO and XLU.


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Drawdown Indicators


AIOXLUDifference

Max Drawdown

Largest peak-to-trough decline

-44.88%

-51.98%

+7.10%

Max Drawdown (1Y)

Largest decline over 1 year

-15.46%

-9.18%

-6.28%

Max Drawdown (5Y)

Largest decline over 5 years

-37.39%

-25.26%

-12.13%

Max Drawdown (10Y)

Largest decline over 10 years

-36.07%

Current Drawdown

Current decline from peak

-8.10%

-3.18%

-4.92%

Average Drawdown

Average peak-to-trough decline

-11.22%

-10.26%

-0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

3.82%

+0.39%

Volatility

AIO vs. XLU - Volatility Comparison

Virtus Artificial Intelligence & Technology Opportunities Fund (AIO) has a higher volatility of 6.44% compared to Utilities Select Sector SPDR Fund (XLU) at 5.09%. This indicates that AIO's price experiences larger fluctuations and is considered to be riskier than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIOXLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

5.09%

+1.35%

Volatility (6M)

Calculated over the trailing 6-month period

13.65%

10.35%

+3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

23.22%

15.82%

+7.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.03%

17.18%

+4.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.03%

19.21%

+7.82%