AIS vs. QTUM

Last updated Jun 24, 2026

AIS (VistaShares Artificial Intelligence Supercycle ETF) and QTUM (Defiance Quantum ETF) are both Technology Equities funds. AIS is actively managed, while QTUM is passively managed. Over the past year, AIS returned 204.96% vs 87.39% for QTUM. Their correlation of 0.85 suggests significant overlap in exposure. AIS charges 0.75%/yr vs 0.40%/yr for QTUM.

Performance

AIS vs. QTUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VistaShares Artificial Intelligence Supercycle ETF (AIS) and Defiance Quantum ETF (QTUM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AIS achieves a 113.37% return, which is significantly higher than QTUM's 49.25% return.

AIS

• 1D: -8.85%
• 1M: 12.86%
• YTD: 113.37%
• 6M: 114.50%
• 1Y: 204.96%
• 3Y*: —
• 5Y*: —
• 10Y*: —

QTUM

• 1D: -3.12%
• 1M: 6.45%
• YTD: 49.25%
• 6M: 46.84%
• 1Y: 87.39%
• 3Y*: 51.19%
• 5Y*: 28.34%
• 10Y*: —

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

AIS vs. QTUM - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AIS VistaShares Artificial Intelligence Supercycle ETF	113.37%	58.35%	-4.74%
QTUM Defiance Quantum ETF	49.25%	36.65%	15.05%

Correlation

The correlation between AIS and QTUM 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	0.85

The correlation between AIS and QTUM has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.

AIS vs. QTUM - Sectors Allocation Comparison

Sectors	AIS	QTUM
Technology	88.5%	81.6%
Industrials	7.4%	8.8%
Utilities	2.6%	-
Basic Materials	-	-
Communication Services	-	6.6%
Consumer Cyclical	-	2.1%
Consumer Defensive	-	-
Energy	-	-
Healthcare	-	1.0%
Real Estate	-	-
Financial Services	-0.0%	0.0%

Return for Risk

AIS vs. QTUM — Risk / Return Rank

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

AIS

AIS Risk / Return Rank: 96
AIS Sharpe Ratio Rank: 98
AIS Sortino Ratio Rank: 94
AIS Omega Ratio Rank: 94
AIS Calmar Ratio Rank: 98
AIS Martin Ratio Rank: 97

QTUM

QTUM Risk / Return Rank: 88
QTUM Sharpe Ratio Rank: 91
QTUM Sortino Ratio Rank: 83
QTUM Omega Ratio Rank: 83
QTUM Calmar Ratio Rank: 92
QTUM Martin Ratio Rank: 91

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. QTUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VistaShares Artificial Intelligence Supercycle ETF (AIS) and Defiance Quantum ETF (QTUM). 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	QTUM	Difference
Sharpe ratio: Return per unit of total volatility	4.96	3.02	+1.94
Sortino ratio: Return per unit of downside risk	4.50	3.51	+1.00
Omega ratio: Gain probability vs. loss probability	1.65	1.47	+0.18
Calmar ratio: Return relative to maximum drawdown	13.02	5.76	+7.26
Martin ratio: Return relative to average drawdown	39.90	20.75	+19.15

AIS vs. QTUM - Sharpe Ratio Comparison

The current AIS Sharpe Ratio is 4.96, which is higher than the QTUM Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of AIS and QTUM, 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. QTUM - Drawdown Comparison

The maximum AIS drawdown since its inception was -32.78%, smaller than the maximum QTUM drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for AIS and QTUM.

Drawdown Indicators

	AIS	QTUM	Difference
Max Drawdown Largest peak-to-trough decline	-32.78%	-38.45%	+5.67%
Max Drawdown (1Y) Largest decline over 1 year	-15.84%	-15.26%	-0.58%
Max Drawdown (3Y) Largest decline over 3 years	—	-25.39%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-38.45%	—
Current Drawdown Current decline from peak	-8.85%	-3.21%	-5.64%
Average Drawdown Average peak-to-trough decline	-5.48%	-8.22%	+2.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.16%	4.23%	+0.93%

Volatility

AIS vs. QTUM - Volatility Comparison

VistaShares Artificial Intelligence Supercycle ETF (AIS) has a higher volatility of 23.82% compared to Defiance Quantum ETF (QTUM) at 14.89%. This indicates that AIS's price experiences larger fluctuations and is considered to be riskier than QTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIS	QTUM	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.82%	14.89%	+8.93%
Volatility (6M) Calculated over the trailing 6-month period	36.25%	23.70%	+12.55%
Volatility (1Y) Calculated over the trailing 1-year period	41.61%	29.10%	+12.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.09%	27.17%	+13.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.09%	27.48%	+13.61%

AIS vs. QTUM - Expense Ratio Comparison

AIS has a 0.75% expense ratio, which is higher than QTUM's 0.40% expense ratio.

Dividends

AIS vs. QTUM - Dividend Comparison

AIS has not paid dividends to shareholders, while QTUM's dividend yield for the trailing twelve months is around 0.72%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
AIS VistaShares Artificial Intelligence Supercycle ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QTUM Defiance Quantum ETF	0.72%	1.01%	0.61%	0.81%	1.46%	0.48%	0.42%	0.61%	0.21%

Frequently Asked Questions

Can I hold both AIS and QTUM in my portfolio?

AIS and QTUM 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 QTUM?

AIS has higher volatility (23.82%) compared to QTUM (14.89%). In terms of maximum drawdown, AIS dropped -32.78% vs QTUM's -38.45%.

Which ETF is better, AIS or QTUM?

On 1-year performance, AIS leads with 204.96% vs 87.39% for QTUM. On fees, QTUM is cheaper at 0.40% per year. On volatility, QTUM has been the lower-risk option at 14.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AIS or QTUM?

Over the 1-year period, AIS has performed better with a 204.96% return vs 87.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AIS or QTUM?

QTUM is cheaper with a 0.40% expense ratio, compared with 0.75% for AIS.

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

QTUM has the higher dividend yield at 0.72%, compared with 0.00% for AIS.

What is the main difference between AIS and QTUM?

They also come from different issuers: VistaShares and Defiance. Their fees differ too: 0.75% for AIS and 0.40% for QTUM.

Which has better risk-adjusted returns?

AIS currently has the higher Sharpe Ratio (4.96 vs 3.02), 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.