AIQ vs. GQGU

Last updated Apr 2, 2026

Compare and contrast key facts about Global X Artificial Intelligence & Technology ETF (AIQ) and GQG US Equity ETF (GQGU).

AIQ and GQGU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AIQ is a passively managed fund by Global X that tracks the performance of the Indxx Artificial Intelligence & Big Data Index. It was launched on May 11, 2018. GQGU is an actively managed fund by GQG Partners. It was launched on Jul 14, 2025.

Performance

AIQ vs. GQGU - Performance Comparison

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

AIQ vs. GQGU - Yearly Performance Comparison

	2026 (YTD)	2025
AIQ Global X Artificial Intelligence & Technology ETF	-6.92%	17.00%
GQGU GQG US Equity ETF	8.19%	-1.14%

Returns By Period

In the year-to-date period, AIQ achieves a -6.92% return, which is significantly lower than GQGU's 8.19% return.

AIQ

• 1D: 1.44%
• 1M: -5.43%
• YTD: -6.92%
• 6M: -5.03%
• 1Y: 29.18%
• 3Y*: 24.62%
• 5Y*: 10.54%
• 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)

AIQ vs. GQGU - Expense Ratio Comparison

AIQ has a 0.68% expense ratio, which is higher than GQGU's 0.49% expense ratio.

AIQ

Global X Artificial Intelligence & Technology ETF

GQGU

GQG US Equity ETF

Return for Risk

AIQ vs. GQGU — Risk / Return Rank

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

AIQ

AIQ Risk / Return Rank: 62
AIQ Sharpe Ratio Rank: 59
AIQ Sortino Ratio Rank: 62
AIQ Omega Ratio Rank: 58
AIQ Calmar Ratio Rank: 70
AIQ Martin Ratio Rank: 60

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. GQGU - Risk-Adjusted Trends Comparison

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

	AIQ	GQGU	Difference
Sharpe ratio Return per unit of total volatility	1.09	—	—
Sortino ratio Return per unit of downside risk	1.64	—	—
Omega ratio Gain probability vs. loss probability	1.22	—	—
Calmar ratio Return relative to maximum drawdown	1.84	—	—
Martin ratio Return relative to average drawdown	6.13	—	—
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

	AIQ	GQGU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.09	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	1.02	-0.38

Correlation

The correlation between AIQ and GQGU is -0.28. 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

AIQ vs. GQGU - Dividend Comparison

AIQ's dividend yield for the trailing twelve months is around 0.20%, less than GQGU's 0.94% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
AIQ Global X Artificial Intelligence & Technology ETF	0.20%	0.18%	0.14%	0.16%	0.56%	0.15%	0.50%	0.51%	0.51%
GQGU GQG US Equity ETF	0.94%	1.02%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

AIQ vs. GQGU - Drawdown Comparison

The maximum AIQ drawdown since its inception was -44.66%, which is greater than GQGU's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for AIQ and GQGU.

Drawdown Indicators

	AIQ	GQGU	Difference
Max Drawdown Largest peak-to-trough decline	-44.66%	-6.65%	-38.01%
Max Drawdown (1Y) Largest decline over 1 year	-16.47%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-44.66%	—	—
Current Drawdown Current decline from peak	-11.70%	-3.24%	-8.46%
Average Drawdown Average peak-to-trough decline	-9.96%	-2.21%	-7.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.95%	—	—

Volatility

Volatility by Period

	AIQ	GQGU	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.98%	—	—
Volatility (6M) Calculated over the trailing 6-month period	17.89%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	26.96%	9.66%	+17.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.97%	9.66%	+15.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.40%	9.66%	+15.74%