AIS vs. SCHD

Last updated Jun 19, 2026

AIS (VistaShares Artificial Intelligence Supercycle ETF) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds - AIS is a Technology Equities fund actively managed by VistaShares, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. AIS is actively managed, while SCHD is passively managed. Over the past year, AIS returned 220.19% vs 24.22% for SCHD. At a 0.22 correlation, their price movements are largely independent. AIS charges 0.75%/yr vs 0.06%/yr for SCHD.

Performance

AIS vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VistaShares Artificial Intelligence Supercycle ETF (AIS) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AIS achieves a 126.56% return, which is significantly higher than SCHD's 17.13% return.

AIS

• 1D: 7.08%
• 1M: 30.92%
• YTD: 126.56%
• 6M: 137.73%
• 1Y: 220.19%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHD

• 1D: -0.22%
• 1M: -0.75%
• YTD: 17.13%
• 6M: 16.92%
• 1Y: 24.22%
• 3Y*: 13.38%
• 5Y*: 9.07%
• 10Y*: 12.48%

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

AIS vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AIS VistaShares Artificial Intelligence Supercycle ETF	126.56%	58.35%	-4.74%
SCHD Schwab U.S. Dividend Equity ETF	17.13%	4.34%	-6.02%

Correlation

The correlation between AIS and SCHD is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (All Time) Calculated using the full available price history since Dec 3, 2024	0.22

AIS vs. SCHD - Sectors Allocation Comparison

Sectors	AIS	SCHD
Technology	88.4%	19.4%
Industrials	7.1%	7.4%
Utilities	2.6%	0.0%
Basic Materials	-	1.2%
Communication Services	-	6.0%
Consumer Cyclical	-	6.7%
Consumer Defensive	-	18.5%
Energy	-	14.6%
Healthcare	-	18.4%
Real Estate	-	-
Financial Services	-0.0%	9.1%

Return for Risk

AIS vs. SCHD — Risk / Return Rank

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

AIS

AIS Risk / Return Rank: 97
AIS Sharpe Ratio Rank: 98
AIS Sortino Ratio Rank: 95
AIS Omega Ratio Rank: 95
AIS Calmar Ratio Rank: 98
AIS Martin Ratio Rank: 97

SCHD

SCHD Risk / Return Rank: 79
SCHD Sharpe Ratio Rank: 75
SCHD Sortino Ratio Rank: 82
SCHD Omega Ratio Rank: 72
SCHD Calmar Ratio Rank: 91
SCHD Martin Ratio Rank: 74

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. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VistaShares Artificial Intelligence Supercycle ETF (AIS) and Schwab U.S. Dividend Equity ETF (SCHD). 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	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	5.47	2.20	+3.28
Sortino ratio: Return per unit of downside risk	4.94	3.36	+1.58
Omega ratio: Gain probability vs. loss probability	1.70	1.39	+0.31
Calmar ratio: Return relative to maximum drawdown	13.99	5.27	+8.72
Martin ratio: Return relative to average drawdown	43.12	12.86	+30.27

AIS vs. SCHD - Sharpe Ratio Comparison

The current AIS Sharpe Ratio is 5.47, which is higher than the SCHD Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of AIS and SCHD, 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. SCHD - Drawdown Comparison

The maximum AIS drawdown since its inception was -32.78%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for AIS and SCHD.

Drawdown Indicators

	AIS	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-32.78%	-33.37%	+0.59%
Max Drawdown (1Y) Largest decline over 1 year	-15.84%	-4.61%	-11.23%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.13%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.85%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.37%	—
Current Drawdown Current decline from peak	0.00%	-2.95%	+2.95%
Average Drawdown Average peak-to-trough decline	-5.48%	-3.31%	-2.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.13%	1.89%	+3.24%

Volatility

AIS vs. SCHD - Volatility Comparison

VistaShares Artificial Intelligence Supercycle ETF (AIS) has a higher volatility of 21.62% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.58%. This indicates that AIS's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIS	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.62%	3.58%	+18.04%
Volatility (6M) Calculated over the trailing 6-month period	35.01%	7.75%	+27.26%
Volatility (1Y) Calculated over the trailing 1-year period	40.50%	11.07%	+29.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.45%	14.38%	+26.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.45%	16.73%	+23.72%

AIS vs. SCHD - Expense Ratio Comparison

AIS has a 0.75% expense ratio, which is higher than SCHD's 0.06% expense ratio.

Dividends

AIS vs. SCHD - Dividend Comparison

AIS has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.31%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIS VistaShares Artificial Intelligence Supercycle ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHD Schwab U.S. Dividend Equity ETF	3.31%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%

Frequently Asked Questions

Can I hold both AIS and SCHD in my portfolio?

AIS and SCHD have a correlation of 0.13, 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 SCHD?

AIS has higher volatility (21.62%) compared to SCHD (3.58%). In terms of maximum drawdown, AIS dropped -32.78% vs SCHD's -33.37%.

Which ETF is better, AIS or SCHD?

On 1-year performance, AIS leads with 220.19% vs 24.22% for SCHD. On fees, SCHD is cheaper at 0.06% per year. On volatility, SCHD has been the lower-risk option at 3.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AIS or SCHD?

Over the 1-year period, AIS has performed better with a 220.19% return vs 24.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AIS or SCHD?

SCHD is cheaper with a 0.06% expense ratio, compared with 0.75% for AIS.

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

SCHD has the higher dividend yield at 3.31%, compared with 0.00% for AIS.

What is the main difference between AIS and SCHD?

AIS is categorized as Technology Equities, while SCHD is Dividend. They also come from different issuers: VistaShares and Charles Schwab. Their fees differ too: 0.75% for AIS and 0.06% for SCHD.

Which has better risk-adjusted returns?

AIS currently has the higher Sharpe Ratio (5.47 vs 2.20), 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.