AIS vs. SPYM

Last updated Jun 17, 2026

AIS (VistaShares Artificial Intelligence Supercycle ETF) and SPYM (State Street SPDR Portfolio S&P 500 ETF) are both exchange-traded funds - AIS is a Technology Equities fund actively managed by VistaShares, while SPYM is a S&P 500 fund tracking the S&P 500 Index. AIS is actively managed, while SPYM is passively managed. Over the past year, AIS returned 192.86% vs 26.02% for SPYM. A 0.77 correlation means they provide meaningful diversification when combined. AIS charges 0.75%/yr vs 0.02%/yr for SPYM.

Performance

AIS vs. SPYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VistaShares Artificial Intelligence Supercycle ETF (AIS) and State Street SPDR Portfolio S&P 500 ETF (SPYM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AIS achieves a 106.70% return, which is significantly higher than SPYM's 10.39% return.

AIS

• 1D: -3.95%
• 1M: 15.11%
• YTD: 106.70%
• 6M: 116.38%
• 1Y: 192.86%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SPYM

• 1D: -0.56%
• 1M: 1.54%
• YTD: 10.39%
• 6M: 11.20%
• 1Y: 26.02%
• 3Y*: 21.01%
• 5Y*: 13.82%
• 10Y*: 15.66%

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

AIS vs. SPYM - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AIS VistaShares Artificial Intelligence Supercycle ETF	106.70%	58.35%	-4.74%
SPYM State Street SPDR Portfolio S&P 500 ETF	10.39%	17.79%	-2.59%

Correlation

The correlation between AIS and SPYM is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (All Time) Calculated using the full available price history since Dec 3, 2024	0.77

The correlation between AIS and SPYM has been stable across timeframes, ranging from 0.74 to 0.77 - a consistent structural relationship.

AIS vs. SPYM - Sectors Allocation Comparison

Sectors	AIS	SPYM
Technology	88.4%	39.0%
Industrials	7.1%	7.8%
Utilities	2.6%	2.1%
Basic Materials	-	1.7%
Communication Services	-	10.6%
Consumer Cyclical	-	9.9%
Consumer Defensive	-	4.5%
Energy	-	3.1%
Healthcare	-	8.3%
Real Estate	-	1.8%
Financial Services	-0.0%	11.1%

Return for Risk

AIS vs. SPYM — 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

SPYM

SPYM Risk / Return Rank: 67
SPYM Sharpe Ratio Rank: 68
SPYM Sortino Ratio Rank: 65
SPYM Omega Ratio Rank: 68
SPYM Calmar Ratio Rank: 60
SPYM Martin Ratio Rank: 73

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. SPYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VistaShares Artificial Intelligence Supercycle ETF (AIS) and State Street SPDR Portfolio S&P 500 ETF (SPYM). 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	SPYM	Difference
Sharpe ratio: Return per unit of total volatility	4.86	2.13	+2.74
Sortino ratio: Return per unit of downside risk	4.57	2.88	+1.69
Omega ratio: Gain probability vs. loss probability	1.65	1.39	+0.26
Calmar ratio: Return relative to maximum drawdown	12.25	2.94	+9.32
Martin ratio: Return relative to average drawdown	37.78	13.28	+24.51

AIS vs. SPYM - Sharpe Ratio Comparison

The current AIS Sharpe Ratio is 4.86, which is higher than the SPYM Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of AIS and SPYM, 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. SPYM - Drawdown Comparison

The maximum AIS drawdown since its inception was -32.78%, smaller than the maximum SPYM drawdown of -54.46%. Use the drawdown chart below to compare losses from any high point for AIS and SPYM.

Drawdown Indicators

	AIS	SPYM	Difference
Max Drawdown Largest peak-to-trough decline	-32.78%	-54.46%	+21.68%
Max Drawdown (1Y) Largest decline over 1 year	-15.84%	-8.90%	-6.94%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.72%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.48%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.87%	—
Current Drawdown Current decline from peak	-5.45%	-1.19%	-4.26%
Average Drawdown Average peak-to-trough decline	-5.50%	-7.14%	+1.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.13%	1.97%	+3.16%

Volatility

AIS vs. SPYM - Volatility Comparison

VistaShares Artificial Intelligence Supercycle ETF (AIS) has a higher volatility of 21.21% compared to State Street SPDR Portfolio S&P 500 ETF (SPYM) at 4.47%. This indicates that AIS's price experiences larger fluctuations and is considered to be riskier than SPYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIS	SPYM	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.21%	4.47%	+16.74%
Volatility (6M) Calculated over the trailing 6-month period	34.46%	9.68%	+24.78%
Volatility (1Y) Calculated over the trailing 1-year period	39.97%	12.33%	+27.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.15%	16.89%	+23.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.15%	18.04%	+22.11%

AIS vs. SPYM - Expense Ratio Comparison

AIS has a 0.75% expense ratio, which is higher than SPYM's 0.02% expense ratio.

Dividends

AIS vs. SPYM - Dividend Comparison

AIS has not paid dividends to shareholders, while SPYM's dividend yield for the trailing twelve months is around 1.28%.

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%
SPYM State Street SPDR Portfolio S&P 500 ETF	1.28%	1.13%	1.28%	1.44%	1.69%	1.25%	1.54%	1.79%	2.23%	1.75%	1.97%	1.98%

Frequently Asked Questions

Can I hold both AIS and SPYM in my portfolio?

AIS and SPYM have a correlation of 0.74, 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 SPYM?

AIS has higher volatility (21.21%) compared to SPYM (4.47%). In terms of maximum drawdown, AIS dropped -32.78% vs SPYM's -54.46%.

Which ETF is better, AIS or SPYM?

On 1-year performance, AIS leads with 192.86% vs 26.02% for SPYM. On fees, SPYM is cheaper at 0.02% per year. On volatility, SPYM has been the lower-risk option at 4.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AIS or SPYM?

Over the 1-year period, AIS has performed better with a 192.86% return vs 26.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AIS or SPYM?

SPYM is cheaper with a 0.02% expense ratio, compared with 0.75% for AIS.

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

SPYM has the higher dividend yield at 1.28%, compared with 0.00% for AIS.

What is the main difference between AIS and SPYM?

AIS is categorized as Technology Equities, while SPYM is S&P 500. They also come from different issuers: VistaShares and State Street. Their fees differ too: 0.75% for AIS and 0.02% for SPYM.

Which has better risk-adjusted returns?

AIS currently has the higher Sharpe Ratio (4.86 vs 2.13), 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.