AIVC vs. AIS

Last updated Jun 3, 2026

AIVC (Amplify Bloomberg AI Value Chain ETF) and AIS (VistaShares Artificial Intelligence Supercycle ETF) are both Technology Equities funds. AIVC is passively managed, while AIS is actively managed. Over the past year, AIVC returned 159.88% vs 230.14% for AIS. Their correlation of 0.92 suggests significant overlap in exposure. AIVC charges 0.59%/yr vs 0.75%/yr for AIS.

Performance

AIVC vs. AIS - Performance Comparison

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

Returns By Period

In the year-to-date period, AIVC achieves a 81.87% return, which is significantly lower than AIS's 117.05% return.

AIVC

• 1D: 2.19%
• 1M: 34.83%
• YTD: 81.87%
• 6M: 82.02%
• 1Y: 159.88%
• 3Y*: 52.10%
• 5Y*: 21.08%
• 10Y*: 17.28%

AIS

• 1D: 4.29%
• 1M: 34.88%
• YTD: 117.05%
• 6M: 121.69%
• 1Y: 230.14%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AIVC vs. AIS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AIVC Amplify Bloomberg AI Value Chain ETF	81.87%	39.94%	-4.32%
AIS VistaShares Artificial Intelligence Supercycle ETF	117.05%	58.35%	-4.92%

Correlation

The correlation between AIVC and AIS is 0.90, 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	0.90
Correlation (All Time) Calculated using the full available price history since Dec 4, 2024	0.92

The correlation between AIVC and AIS has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

AIVC vs. AIS - Sectors Allocation Comparison

Sectors	AIVC	AIS
Technology	91.2%	84.6%
Communication Services	4.6%	-
Consumer Cyclical	4.2%	-
Financial Services	0.8%	-0.0%
Basic Materials	-	-
Consumer Defensive	-	-
Energy	-	-
Healthcare	-	-
Industrials	-	8.9%
Real Estate	-	-
Utilities	-	3.2%

Return for Risk

AIVC vs. AIS — Risk / Return Rank

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

AIVC

AIVC Risk / Return Rank: 96
AIVC Sharpe Ratio Rank: 98
AIVC Sortino Ratio Rank: 95
AIVC Omega Ratio Rank: 95
AIVC Calmar Ratio Rank: 97
AIVC Martin Ratio Rank: 96

AIS

AIS Risk / Return Rank: 97
AIS Sharpe Ratio Rank: 99
AIS Sortino Ratio Rank: 96
AIS Omega Ratio Rank: 96
AIS Calmar Ratio Rank: 98
AIS Martin Ratio Rank: 97

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. AIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Bloomberg AI Value Chain ETF (AIVC) and VistaShares Artificial Intelligence Supercycle ETF (AIS). 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.

	AIVC	AIS	Difference
Sharpe ratio Return per unit of total volatility	5.42	6.44	-1.01
Sortino ratio Return per unit of downside risk	5.40	5.83	-0.44
Omega ratio Gain probability vs. loss probability	1.72	1.81	-0.09
Calmar ratio Return relative to maximum drawdown	11.47	15.04	-3.57
Martin ratio Return relative to average drawdown	38.92	49.62	-10.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AIVC vs. AIS - Sharpe Ratio Comparison

The current AIVC Sharpe Ratio is 5.42, which is comparable to the AIS Sharpe Ratio of 6.44. The chart below compares the historical Sharpe Ratios of AIVC and AIS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AIVC	AIS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	5.42	6.44	-1.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	3.22	-2.58

Drawdowns

AIVC vs. AIS - Drawdown Comparison

The maximum AIVC drawdown since its inception was -56.11%, which is greater than AIS's maximum drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for AIVC and AIS.

Drawdown Indicators

	AIVC	AIS	Difference
Max Drawdown Largest peak-to-trough decline	-56.11%	-32.78%	-23.33%
Max Drawdown (1Y) Largest decline over 1 year	-14.11%	-15.84%	+1.73%
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	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-16.44%	-5.46%	-10.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.16%	4.80%	-0.64%

Volatility

AIVC vs. AIS - Volatility Comparison

The current volatility for Amplify Bloomberg AI Value Chain ETF (AIVC) is 10.73%, while VistaShares Artificial Intelligence Supercycle ETF (AIS) has a volatility of 16.18%. This indicates that AIVC experiences smaller price fluctuations and is considered to be less risky than AIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIVC	AIS	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.73%	16.18%	-5.45%
Volatility (6M) Calculated over the trailing 6-month period	23.65%	29.97%	-6.32%
Volatility (1Y) Calculated over the trailing 1-year period	29.67%	36.06%	-6.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.20%	38.09%	-7.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.93%	38.09%	-11.16%

AIVC vs. AIS - Expense Ratio Comparison

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

Dividends

AIVC vs. AIS - Dividend Comparison

AIVC's dividend yield for the trailing twelve months is around 0.09%, while AIS has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
AIVC Amplify Bloomberg AI Value Chain ETF	0.09%	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 AIS in my portfolio?

With a correlation of 0.90, AIVC and AIS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, AIVC or AIS?

AIS has higher volatility (16.18%) compared to AIVC (10.73%). In terms of maximum drawdown, AIVC dropped -56.11% vs AIS's -32.78%.

Which ETF is better, AIVC or AIS?

On 1-year performance, AIS leads with 230.14% vs 159.88% for AIVC. On fees, AIVC is cheaper at 0.59% per year. On volatility, AIVC has been the lower-risk option at 10.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AIVC or AIS?

Over the 1-year period, AIS has performed better with a 230.14% return vs 159.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AIVC or AIS?

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

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

AIVC has the higher dividend yield at 0.09%, compared with 0.00% for AIS.

What is the main difference between AIVC and AIS?

They also come from different issuers: Amplify and VistaShares. Their fees differ too: 0.59% for AIVC and 0.75% for AIS.

Which has better risk-adjusted returns?

AIS currently has the higher Sharpe Ratio (6.44 vs 5.42), 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.