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AIQ vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AIQ and SPY is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

AIQ vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Artificial Intelligence & Technology ETF (AIQ) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%200.00%December2025FebruaryMarchAprilMay
158.11%
129.64%
AIQ
SPY

Key characteristics

Sharpe Ratio

AIQ:

0.58

SPY:

0.60

Sortino Ratio

AIQ:

0.98

SPY:

0.98

Omega Ratio

AIQ:

1.13

SPY:

1.15

Calmar Ratio

AIQ:

0.59

SPY:

0.64

Martin Ratio

AIQ:

2.08

SPY:

2.53

Ulcer Index

AIQ:

7.54%

SPY:

4.77%

Daily Std Dev

AIQ:

26.93%

SPY:

20.03%

Max Drawdown

AIQ:

-44.66%

SPY:

-55.19%

Current Drawdown

AIQ:

-11.67%

SPY:

-8.56%

Returns By Period

In the year-to-date period, AIQ achieves a -2.23% return, which is significantly higher than SPY's -4.37% return.


AIQ

YTD

-2.23%

1M

16.60%

6M

0.99%

1Y

12.44%

5Y*

16.12%

10Y*

N/A

SPY

YTD

-4.37%

1M

10.59%

6M

-2.49%

1Y

9.55%

5Y*

15.94%

10Y*

12.15%

*Annualized

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AIQ vs. SPY - Expense Ratio Comparison

AIQ has a 0.68% expense ratio, which is higher than SPY's 0.09% expense ratio.


Risk-Adjusted Performance

AIQ vs. SPY — Risk-Adjusted Performance Rank

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

AIQ
The Risk-Adjusted Performance Rank of AIQ is 5656
Overall Rank
The Sharpe Ratio Rank of AIQ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of AIQ is 5757
Sortino Ratio Rank
The Omega Ratio Rank of AIQ is 5757
Omega Ratio Rank
The Calmar Ratio Rank of AIQ is 6060
Calmar Ratio Rank
The Martin Ratio Rank of AIQ is 5454
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 5959
Overall Rank
The Sharpe Ratio Rank of SPY is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5757
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6363
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AIQ vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Artificial Intelligence & Technology ETF (AIQ) and SPDR S&P 500 ETF (SPY). 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.


The current AIQ Sharpe Ratio is 0.58, which is comparable to the SPY Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of AIQ and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.58
0.60
AIQ
SPY

Dividends

AIQ vs. SPY - Dividend Comparison

AIQ's dividend yield for the trailing twelve months is around 0.14%, less than SPY's 1.28% yield.


TTM20242023202220212020201920182017201620152014
AIQ
Global X Artificial Intelligence & Technology ETF
0.14%0.14%0.16%0.56%0.15%0.50%0.51%0.51%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.28%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

AIQ vs. SPY - Drawdown Comparison

The maximum AIQ drawdown since its inception was -44.66%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AIQ and SPY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-11.67%
-8.56%
AIQ
SPY

Volatility

AIQ vs. SPY - Volatility Comparison

Global X Artificial Intelligence & Technology ETF (AIQ) has a higher volatility of 14.39% compared to SPDR S&P 500 ETF (SPY) at 12.57%. This indicates that AIQ's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
14.39%
12.57%
AIQ
SPY