AIVC vs. AIEQ

Last updated Jun 24, 2026

AIVC (Amplify Bloomberg AI Value Chain ETF) and AIEQ (Amplify AI Powered Equity ETF) are both exchange-traded funds - AIVC is a Technology Equities fund tracking the Bloomberg AI Value Chain Index, while AIEQ is a Large Cap Growth Equities fund tracking the AI Powered Equity Index. Both are passively managed. Over the past year, AIVC returned 125.43% vs 19.15% for AIEQ. A 0.77 correlation means they provide meaningful diversification when combined. AIVC charges 0.59%/yr vs 0.75%/yr for AIEQ.

Performance

AIVC vs. AIEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Bloomberg AI Value Chain ETF (AIVC) and Amplify AI Powered Equity ETF (AIEQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AIVC achieves a 66.45% return, which is significantly higher than AIEQ's 8.03% return.

AIVC

• 1D: -4.78%
• 1M: 7.56%
• YTD: 66.45%
• 6M: 65.87%
• 1Y: 125.43%
• 3Y*: 48.25%
• 5Y*: 16.85%
• 10Y*: 16.72%

AIEQ

• 1D: -1.27%
• 1M: -1.14%
• YTD: 8.03%
• 6M: 7.07%
• 1Y: 19.15%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AIVC vs. AIEQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AIVC Amplify Bloomberg AI Value Chain ETF	66.45%	39.94%	17.71%
AIEQ Amplify AI Powered Equity ETF	8.03%	13.96%	15.21%

Correlation

The correlation between AIVC and AIEQ is 0.75, 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	0.75
Correlation (All Time) Calculated using the full available price history since Jan 29, 2024	0.77

The correlation between AIVC and AIEQ has been stable across timeframes, ranging from 0.75 to 0.77 - a consistent structural relationship.

AIVC vs. AIEQ - Sectors Allocation Comparison

Sectors	AIVC	AIEQ
Technology	91.8%	39.7%
Communication Services	4.8%	11.2%
Consumer Cyclical	2.9%	9.7%
Financial Services	0.4%	11.7%
Basic Materials	-	2.8%
Consumer Defensive	-	4.6%
Energy	-	2.8%
Healthcare	-	6.7%
Industrials	-	10.4%
Real Estate	-	0.2%
Utilities	-	0.3%

Return for Risk

AIVC vs. AIEQ — Risk / Return Rank

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

AIVC

AIVC Risk / Return Rank: 94
AIVC Sharpe Ratio Rank: 96
AIVC Sortino Ratio Rank: 91
AIVC Omega Ratio Rank: 91
AIVC Calmar Ratio Rank: 96
AIVC Martin Ratio Rank: 95

AIEQ

AIEQ Risk / Return Rank: 45
AIEQ Sharpe Ratio Rank: 45
AIEQ Sortino Ratio Rank: 42
AIEQ Omega Ratio Rank: 43
AIEQ Calmar Ratio Rank: 44
AIEQ Martin Ratio Rank: 49

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.

AIVC vs. AIEQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Bloomberg AI Value Chain ETF (AIVC) and Amplify AI Powered Equity ETF (AIEQ). 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.

	AIVC	AIEQ	Difference
Sharpe ratio: Return per unit of total volatility	3.91	1.50	+2.41
Sortino ratio: Return per unit of downside risk	4.06	2.07	+1.99
Omega ratio: Gain probability vs. loss probability	1.55	1.27	+0.28
Calmar ratio: Return relative to maximum drawdown	8.94	2.11	+6.83
Martin ratio: Return relative to average drawdown	27.60	8.00	+19.60

AIVC vs. AIEQ - Sharpe Ratio Comparison

The current AIVC Sharpe Ratio is 3.91, which is higher than the AIEQ Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of AIVC and AIEQ, 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

AIVC vs. AIEQ - Drawdown Comparison

The maximum AIVC drawdown since its inception was -56.11%, which is greater than AIEQ's maximum drawdown of -24.19%. Use the drawdown chart below to compare losses from any high point for AIVC and AIEQ.

Drawdown Indicators

	AIVC	AIEQ	Difference
Max Drawdown Largest peak-to-trough decline	-56.11%	-24.19%	-31.92%
Max Drawdown (1Y) Largest decline over 1 year	-14.11%	-9.11%	-5.00%
Max Drawdown (3Y) Largest decline over 3 years	-32.55%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-53.58%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-56.11%	—	—
Current Drawdown Current decline from peak	-8.48%	-2.85%	-5.63%
Average Drawdown Average peak-to-trough decline	-16.38%	-3.28%	-13.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.56%	2.40%	+2.16%

Volatility

AIVC vs. AIEQ - Volatility Comparison

Amplify Bloomberg AI Value Chain ETF (AIVC) has a higher volatility of 15.81% compared to Amplify AI Powered Equity ETF (AIEQ) at 4.68%. This indicates that AIVC's price experiences larger fluctuations and is considered to be riskier than AIEQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIVC	AIEQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.81%	4.68%	+11.13%
Volatility (6M) Calculated over the trailing 6-month period	26.60%	10.15%	+16.45%
Volatility (1Y) Calculated over the trailing 1-year period	32.28%	12.87%	+19.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.73%	19.47%	+11.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.16%	19.47%	+7.69%

AIVC vs. AIEQ - Expense Ratio Comparison

AIVC has a 0.59% expense ratio, which is lower than AIEQ's 0.75% expense ratio.

Dividends

AIVC vs. AIEQ - Dividend Comparison

AIVC's dividend yield for the trailing twelve months is around 0.10%, less than AIEQ's 0.40% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
AIEQ Amplify AI Powered Equity ETF	0.40%	0.43%	0.65%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AIVC Amplify Bloomberg AI Value Chain ETF	0.10%	0.17%	0.21%	0.00%	0.00%	0.00%	0.39%	1.16%	0.38%	0.92%	0.64%

Frequently Asked Questions

Can I hold both AIVC and AIEQ in my portfolio?

AIVC and AIEQ have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AIVC or AIEQ?

AIVC has higher volatility (15.81%) compared to AIEQ (4.68%). In terms of maximum drawdown, AIVC dropped -56.11% vs AIEQ's -24.19%.

Which ETF is better, AIVC or AIEQ?

On 1-year performance, AIVC leads with 125.43% vs 19.15% for AIEQ. On fees, AIVC is cheaper at 0.59% per year. On volatility, AIEQ has been the lower-risk option at 4.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AIVC or AIEQ?

Over the 1-year period, AIVC has performed better with a 125.43% return vs 19.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AIVC or AIEQ?

AIVC is cheaper with a 0.59% expense ratio, compared with 0.75% for AIEQ.

Which ETF pays a higher dividend yield, AIVC or AIEQ?

AIEQ has the higher dividend yield at 0.40%, compared with 0.10% for AIVC.

What is the main difference between AIVC and AIEQ?

AIVC is categorized as Technology Equities, while AIEQ is Large Cap Growth Equities. AIVC tracks Bloomberg AI Value Chain Index, while AIEQ tracks AI Powered Equity Index. Their fees differ too: 0.59% for AIVC and 0.75% for AIEQ.

Which has better risk-adjusted returns?

AIVC currently has the higher Sharpe Ratio (3.91 vs 1.50), 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.