AIS vs. GTEK

Last updated Jul 14, 2026

AIS (VistaShares Artificial Intelligence Supercycle ETF) and GTEK (Goldman Sachs Future Tech Leaders Equity ETF) are both Technology Equities funds. Both are actively managed. Over the past year, AIS returned 156.70% vs 59.49% for GTEK. Their correlation of 0.88 suggests significant overlap in exposure. Both charge a 0.75% expense ratio.

Performance

AIS vs. GTEK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VistaShares Artificial Intelligence Supercycle ETF (AIS) and Goldman Sachs Future Tech Leaders Equity ETF (GTEK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AIS achieves a 90.47% return, which is significantly higher than GTEK's 42.08% return.

AIS

• 1D: -5.97%
• 1M: -6.35%
• 6M: 76.19%
• YTD: 90.47%
• 1Y: 156.70%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GTEK

• 1D: -4.38%
• 1M: -3.33%
• 6M: 34.40%
• YTD: 42.08%
• 1Y: 59.49%
• 3Y*: 29.45%
• 5Y*: —
• 10Y*: —

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

AIS vs. GTEK - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AIS VistaShares Artificial Intelligence Supercycle ETF	90.47%	58.35%	-4.74%
GTEK Goldman Sachs Future Tech Leaders Equity ETF	42.08%	23.68%	-4.54%

Correlation

The correlation between AIS and GTEK is 0.87, 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	0.87
Correlation (All Time) Calculated using the full available price history since Dec 3, 2024	0.88

The correlation between AIS and GTEK has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.

AIS vs. GTEK - Sectors Allocation Comparison

Sectors	AIS	GTEK
Technology	86.2%	74.5%
Industrials	7.8%	8.1%
Utilities	2.9%	-
Consumer Defensive	0.3%	-
Basic Materials	-	3.4%
Communication Services	-	3.7%
Consumer Cyclical	-	4.9%
Energy	-	-
Healthcare	-	1.1%
Real Estate	-	2.3%
Financial Services	-0.1%	1.2%

Return for Risk

AIS vs. GTEK — Risk / Return Rank

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

AIS

AIS Risk / Return Rank: 95
AIS Sharpe Ratio Rank: 97
AIS Sortino Ratio Rank: 92
AIS Omega Ratio Rank: 92
AIS Calmar Ratio Rank: 97
AIS Martin Ratio Rank: 96

GTEK

GTEK Risk / Return Rank: 81
GTEK Sharpe Ratio Rank: 80
GTEK Sortino Ratio Rank: 71
GTEK Omega Ratio Rank: 71
GTEK Calmar Ratio Rank: 94
GTEK Martin Ratio Rank: 90

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.

AIS vs. GTEK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VistaShares Artificial Intelligence Supercycle ETF (AIS) and Goldman Sachs Future Tech Leaders Equity ETF (GTEK). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AIS	GTEK	Difference
Sharpe ratio: Return per unit of total volatility	3.54	2.01	+1.52
Sortino ratio: Return per unit of downside risk	3.49	2.56	+0.93
Omega ratio: Gain probability vs. loss probability	1.49	1.33	+0.16
Calmar ratio: Return relative to maximum drawdown	8.46	5.37	+3.09
Martin ratio: Return relative to average drawdown	26.67	15.79	+10.87

AIS vs. GTEK - Sharpe Ratio Comparison

The current AIS Sharpe Ratio is 3.54, which is higher than the GTEK Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of AIS and GTEK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AIS vs. GTEK - Drawdown Comparison

The maximum AIS drawdown since its inception was -32.78%, smaller than the maximum GTEK drawdown of -53.77%. Use the drawdown chart below to compare losses from any high point for AIS and GTEK.

Drawdown Indicators

	AIS	GTEK	Difference
Max Drawdown Largest peak-to-trough decline	-32.78%	-53.77%	+20.99%
Max Drawdown (1Y) Largest decline over 1 year	-18.63%	-11.13%	-7.50%
Max Drawdown (3Y) Largest decline over 3 years	—	-27.49%	—
Current Drawdown Current decline from peak	-18.63%	-9.70%	-8.93%
Average Drawdown Average peak-to-trough decline	-5.68%	-26.99%	+21.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.90%	3.78%	+2.12%

Volatility

AIS vs. GTEK - Volatility Comparison

VistaShares Artificial Intelligence Supercycle ETF (AIS) has a higher volatility of 23.94% compared to Goldman Sachs Future Tech Leaders Equity ETF (GTEK) at 12.78%. This indicates that AIS's price experiences larger fluctuations and is considered to be riskier than GTEK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIS	GTEK	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.94%	12.78%	+11.16%
Volatility (6M) Calculated over the trailing 6-month period	39.78%	26.10%	+13.68%
Volatility (1Y) Calculated over the trailing 1-year period	44.66%	29.74%	+14.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.54%	28.82%	+13.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.54%	28.82%	+13.72%

AIS vs. GTEK - Expense Ratio Comparison

Both AIS and GTEK have an expense ratio of 0.75%.

Dividends

AIS vs. GTEK - Dividend Comparison

Neither AIS nor GTEK has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
AIS VistaShares Artificial Intelligence Supercycle ETF	0.00%	0.00%	0.00%	0.00%	0.00%
GTEK Goldman Sachs Future Tech Leaders Equity ETF	0.00%	0.00%	0.00%	0.26%	0.03%

Frequently Asked Questions

Can I hold both AIS and GTEK in my portfolio?

AIS and GTEK have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AIS or GTEK?

AIS has higher volatility (23.94%) compared to GTEK (12.78%). In terms of maximum drawdown, AIS dropped -32.78% vs GTEK's -53.77%.

Which ETF is better, AIS or GTEK?

On 1-year performance, AIS leads with 156.70% vs 59.49% for GTEK. Both ETFs have the same 0.75% expense ratio. On volatility, GTEK has been the lower-risk option at 12.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AIS or GTEK?

Over the 1-year period, AIS has performed better with a 156.70% return vs 59.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AIS or GTEK?

AIS and GTEK have the same expense ratio: 0.75% per year.

Which ETF pays a higher dividend yield, AIS or GTEK?

AIS and GTEK have nearly identical dividend yields, around 0.00%.

What is the main difference between AIS and GTEK?

They also come from different issuers: VistaShares and Goldman Sachs.

Which has better risk-adjusted returns?

AIS currently has the higher Sharpe Ratio (3.54 vs 2.01), 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.