AIQ vs. FDTX

Last updated Jun 4, 2026

AIQ (Global X Artificial Intelligence & Technology ETF) and FDTX (Fidelity Disruptive Technology ETF) are both Technology Equities funds. AIQ is passively managed, while FDTX is actively managed. Over the past year, AIQ returned 69.19% vs 60.66% for FDTX. Their correlation of 0.93 suggests significant overlap in exposure. AIQ charges 0.68%/yr vs 0.50%/yr for FDTX.

Performance

AIQ vs. FDTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Artificial Intelligence & Technology ETF (AIQ) and Fidelity Disruptive Technology ETF (FDTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AIQ achieves a 35.98% return, which is significantly lower than FDTX's 42.39% return.

AIQ

• 1D: -1.40%
• 1M: 21.10%
• YTD: 35.98%
• 6M: 36.15%
• 1Y: 69.19%
• 3Y*: 37.50%
• 5Y*: 19.07%
• 10Y*: —

FDTX

• 1D: -0.55%
• 1M: 23.09%
• YTD: 42.39%
• 6M: 42.32%
• 1Y: 60.66%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AIQ vs. FDTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
AIQ Global X Artificial Intelligence & Technology ETF	35.98%	31.89%	24.11%	13.49%
FDTX Fidelity Disruptive Technology ETF	42.39%	15.25%	23.99%	11.73%

Correlation

The correlation between AIQ and FDTX is 0.92, 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	0.92
Correlation (All Time) Calculated using the full available price history since Jun 13, 2023	0.93

The correlation between AIQ and FDTX has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

AIQ vs. FDTX - Sectors Allocation Comparison

Sectors	AIQ	FDTX
Technology	73.3%	82.7%
Communication Services	13.2%	8.7%
Consumer Cyclical	8.5%	8.6%
Industrials	4.2%	-
Healthcare	0.4%	-
Financial Services	0.4%	-
Basic Materials	-	-
Consumer Defensive	-	-
Energy	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

AIQ vs. FDTX — Risk / Return Rank

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

AIQ

AIQ Risk / Return Rank: 81
AIQ Sharpe Ratio Rank: 88
AIQ Sortino Ratio Rank: 81
AIQ Omega Ratio Rank: 80
AIQ Calmar Ratio Rank: 80
AIQ Martin Ratio Rank: 75

FDTX

FDTX Risk / Return Rank: 65
FDTX Sharpe Ratio Rank: 75
FDTX Sortino Ratio Rank: 67
FDTX Omega Ratio Rank: 65
FDTX Calmar Ratio Rank: 63
FDTX Martin Ratio Rank: 56

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.

AIQ vs. FDTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Artificial Intelligence & Technology ETF (AIQ) and Fidelity Disruptive Technology ETF (FDTX). 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.

	AIQ	FDTX	Difference
Sharpe ratio: Return per unit of total volatility	3.02	2.49	+0.52
Sortino ratio: Return per unit of downside risk	3.70	3.14	+0.56
Omega ratio: Gain probability vs. loss probability	1.49	1.40	+0.09
Calmar ratio: Return relative to maximum drawdown	4.22	3.15	+1.08
Martin ratio: Return relative to average drawdown	14.59	9.96	+4.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AIQ vs. FDTX - Sharpe Ratio Comparison

The current AIQ Sharpe Ratio is 3.02, which is comparable to the FDTX Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of AIQ and FDTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AIQ	FDTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.02	2.49	+0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.84	1.25	-0.42

Drawdowns

AIQ vs. FDTX - Drawdown Comparison

The maximum AIQ drawdown since its inception was -44.66%, which is greater than FDTX's maximum drawdown of -27.23%. Use the drawdown chart below to compare losses from any high point for AIQ and FDTX.

Drawdown Indicators

	AIQ	FDTX	Difference
Max Drawdown Largest peak-to-trough decline	-44.66%	-27.23%	-17.43%
Max Drawdown (1Y) Largest decline over 1 year	-16.47%	-19.38%	+2.91%
Max Drawdown (3Y) Largest decline over 3 years	-26.35%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-44.66%	—	—
Current Drawdown Current decline from peak	-1.40%	-0.55%	-0.85%
Average Drawdown Average peak-to-trough decline	-9.80%	-5.52%	-4.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.76%	6.11%	-1.35%

Volatility

AIQ vs. FDTX - Volatility Comparison

Global X Artificial Intelligence & Technology ETF (AIQ) and Fidelity Disruptive Technology ETF (FDTX) have volatilities of 8.60% and 8.47%, 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

	AIQ	FDTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.60%	8.47%	+0.13%
Volatility (6M) Calculated over the trailing 6-month period	18.46%	19.47%	-1.01%
Volatility (1Y) Calculated over the trailing 1-year period	23.04%	24.46%	-1.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.33%	25.52%	-0.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.50%	25.52%	-0.02%

AIQ vs. FDTX - Expense Ratio Comparison

AIQ has a 0.68% expense ratio, which is higher than FDTX's 0.50% expense ratio.

Dividends

AIQ vs. FDTX - Dividend Comparison

AIQ's dividend yield for the trailing twelve months is around 0.14%, while FDTX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
AIQ Global X Artificial Intelligence & Technology ETF	0.14%	0.18%	0.14%	0.16%	0.56%	0.15%	0.50%	0.51%	0.51%
FDTX Fidelity Disruptive Technology ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AIQ and FDTX in my portfolio?

With a correlation of 0.92, AIQ and FDTX 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, AIQ or FDTX?

AIQ has higher volatility (8.60%) compared to FDTX (8.47%). In terms of maximum drawdown, AIQ dropped -44.66% vs FDTX's -27.23%.

Which ETF is better, AIQ or FDTX?

On 1-year performance, AIQ leads with 69.19% vs 60.66% for FDTX. On fees, FDTX is cheaper at 0.50% per year. On volatility, FDTX has been the lower-risk option at 8.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AIQ or FDTX?

Over the 1-year period, AIQ has performed better with a 69.19% return vs 60.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AIQ or FDTX?

FDTX is cheaper with a 0.50% expense ratio, compared with 0.68% for AIQ.

Which ETF pays a higher dividend yield, AIQ or FDTX?

AIQ has the higher dividend yield at 0.14%, compared with 0.00% for FDTX.

What is the main difference between AIQ and FDTX?

They also come from different issuers: Global X and Fidelity. Their fees differ too: 0.68% for AIQ and 0.50% for FDTX.

Which has better risk-adjusted returns?

AIQ currently has the higher Sharpe Ratio (3.02 vs 2.49), 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.