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AIQ vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIQ vs. IBIT - Performance Comparison

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

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Returns By Period

In the year-to-date period, AIQ achieves a 26.70% return, which is significantly higher than IBIT's -27.71% return.


AIQ

1D
3.07%
1M
3.42%
YTD
26.70%
6M
25.19%
1Y
55.14%
3Y*
33.87%
5Y*
17.37%
10Y*

IBIT

1D
5.13%
1M
-21.03%
YTD
-27.71%
6M
-30.34%
1Y
-39.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIQ vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
AIQ
Global X Artificial Intelligence & Technology ETF
26.70%31.89%26.30%
IBIT
iShares Bitcoin Trust ETF
-27.71%-6.41%89.87%

Correlation

The correlation between AIQ and IBIT is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.43

The correlation between AIQ and IBIT has been stable across timeframes, ranging from 0.43 to 0.52 - a consistent structural relationship.

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Return for Risk

AIQ vs. IBIT — Risk / Return Rank

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

AIQ
AIQ Risk / Return Rank: 7171
Overall Rank
AIQ Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
AIQ Sortino Ratio Rank: 6767
Sortino Ratio Rank
AIQ Omega Ratio Rank: 7171
Omega Ratio Rank
AIQ Calmar Ratio Rank: 7373
Calmar Ratio Rank
AIQ Martin Ratio Rank: 6868
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
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.

AIQ vs. IBIT - Risk-Adjusted Trends Comparison

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


AIQIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.14

Sortino ratioReturn per unit of downside risk

+3.99

Omega ratioGain probability vs. loss probability

1.38

0.86

+0.52

Calmar ratioReturn relative to maximum drawdown

3.36

-0.76

+4.12

Martin ratioReturn relative to average drawdown

11.43

-1.36

+12.80

AIQ vs. IBIT - Sharpe Ratio Comparison

The current AIQ Sharpe Ratio is 2.24, which is higher than the IBIT Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of AIQ and IBIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AIQIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

-0.90

+3.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.26

+0.53

Drawdowns

AIQ vs. IBIT - Drawdown Comparison

The maximum AIQ drawdown since its inception was -44.66%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for AIQ and IBIT.


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Drawdown Indicators


AIQIBITDifference

Max Drawdown

Largest peak-to-trough decline

-44.66%

-52.11%

+7.45%

Max Drawdown (1Y)

Largest decline over 1 year

-16.47%

-52.11%

+35.64%

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

-8.13%

-49.66%

+41.53%

Average Drawdown

Average peak-to-trough decline

-9.79%

-16.19%

+6.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

28.97%

-24.13%

Volatility

AIQ vs. IBIT - Volatility Comparison

Global X Artificial Intelligence & Technology ETF (AIQ) has a higher volatility of 12.72% compared to iShares Bitcoin Trust ETF (IBIT) at 11.85%. This indicates that AIQ's price experiences larger fluctuations and is considered to be riskier than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIQIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.72%

11.85%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

20.70%

34.60%

-13.90%

Volatility (1Y)

Calculated over the trailing 1-year period

24.76%

44.28%

-19.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.63%

50.32%

-24.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.67%

50.32%

-24.65%

AIQ vs. IBIT - Expense Ratio Comparison

AIQ has a 0.68% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

AIQ vs. IBIT - Dividend Comparison

AIQ's dividend yield for the trailing twelve months is around 0.15%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
AIQ
Global X Artificial Intelligence & Technology ETF
0.15%0.18%0.14%0.16%0.56%0.15%0.50%0.51%0.51%
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AIQ and IBIT have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AIQ has higher volatility (12.72%) compared to IBIT (11.85%). In terms of maximum drawdown, AIQ dropped -44.66% vs IBIT's -52.11%.

On 1-year performance, AIQ leads with 55.14% vs -39.44% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, IBIT has been the lower-risk option at 11.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AIQ has performed better with a 55.14% return vs -39.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIT is cheaper with a 0.25% expense ratio, compared with 0.68% for AIQ.

AIQ has the higher dividend yield at 0.15%, compared with 0.00% for IBIT.

AIQ is categorized as Technology Equities, while IBIT is Cryptocurrency. AIQ tracks Indxx Artificial Intelligence & Big Data Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. They also come from different issuers: Global X and iShares. Their fees differ too: 0.68% for AIQ and 0.25% for IBIT.

AIQ currently has the higher Sharpe Ratio (2.24 vs -0.90), 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.

Portfolio Optimizer

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