AIS vs. GXPT

Last updated Jul 17, 2026

AIS (VistaShares Artificial Intelligence Supercycle ETF) and GXPT (Global X PureCap MSCI Information Technology ETF) are both Technology Equities funds. AIS is actively managed, while GXPT is passively managed. Their correlation of 0.80 suggests significant overlap in exposure. AIS charges 0.75%/yr vs 0.15%/yr for GXPT.

Performance

AIS vs. GXPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VistaShares Artificial Intelligence Supercycle ETF (AIS) and Global X PureCap MSCI Information Technology ETF (GXPT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AIS achieves a 78.05% return, which is significantly higher than GXPT's 16.76% return.

AIS

• 1D: -6.21%
• 1M: -13.86%
• 6M: 62.79%
• YTD: 78.05%
• 1Y: 138.90%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GXPT

• 1D: -1.69%
• 1M: -1.65%
• 6M: 17.70%
• YTD: 16.76%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AIS vs. GXPT - Yearly Performance Comparison

	2026 (YTD)	2025
AIS VistaShares Artificial Intelligence Supercycle ETF	78.05%	33.65%
GXPT Global X PureCap MSCI Information Technology ETF	16.76%	11.47%

Correlation

The correlation between AIS and GXPT is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025	0.80

Return for Risk

AIS vs. GXPT — Risk / Return Rank

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

AIS

AIS Risk / Return Rank: 92
AIS Sharpe Ratio Rank: 96
AIS Sortino Ratio Rank: 87
AIS Omega Ratio Rank: 89
AIS Calmar Ratio Rank: 95
AIS Martin Ratio Rank: 95

GXPT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. GXPT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VistaShares Artificial Intelligence Supercycle ETF (AIS) and Global X PureCap MSCI Information Technology ETF (GXPT). 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	GXPT	Difference
Sharpe ratio: Return per unit of total volatility	3.09	—	—
Sortino ratio: Return per unit of downside risk	3.17	—	—
Omega ratio: Gain probability vs. loss probability	1.44	—	—
Calmar ratio: Return relative to maximum drawdown	5.84	—	—
Martin ratio: Return relative to average drawdown	22.17	—	—

Drawdowns

AIS vs. GXPT - Drawdown Comparison

The maximum AIS drawdown since its inception was -32.78%, which is greater than GXPT's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for AIS and GXPT.

Drawdown Indicators

	AIS	GXPT	Difference
Max Drawdown Largest peak-to-trough decline	-32.78%	-18.74%	-14.04%
Max Drawdown (1Y) Largest decline over 1 year	-23.93%	—	—
Current Drawdown Current decline from peak	-23.93%	-8.79%	-15.14%
Average Drawdown Average peak-to-trough decline	-5.78%	-5.26%	-0.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.29%	—	—

Volatility

Volatility by Period

	AIS	GXPT	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.66%	—	—
Volatility (6M) Calculated over the trailing 6-month period	40.58%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	45.26%	22.94%	+22.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.83%	22.94%	+19.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.83%	22.94%	+19.89%

AIS vs. GXPT - Expense Ratio Comparison

AIS has a 0.75% expense ratio, which is higher than GXPT's 0.15% expense ratio.

Dividends

AIS vs. GXPT - Dividend Comparison

AIS has not paid dividends to shareholders, while GXPT's dividend yield for the trailing twelve months is around 0.22%.

Position	TTM	2025
AIS VistaShares Artificial Intelligence Supercycle ETF	0.00%	0.00%
GXPT Global X PureCap MSCI Information Technology ETF	0.22%	0.14%

Frequently Asked Questions

Can I hold both AIS and GXPT in my portfolio?

AIS and GXPT have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AIS or GXPT?

On fees, GXPT is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AIS or GXPT?

GXPT is cheaper with a 0.15% expense ratio, compared with 0.75% for AIS.

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

GXPT has the higher dividend yield at 0.22%, compared with 0.00% for AIS.

What is the main difference between AIS and GXPT?

They also come from different issuers: VistaShares and Global X. Their fees differ too: 0.75% for AIS and 0.15% for GXPT.