ARTY vs. IETC

Last updated Aug 2, 2026

ARTY (iShares Future AI & Tech ETF) and IETC (iShares U.S. Tech Independence Focused ETF) are both exchange-traded funds - ARTY is a Artificial Intelligence fund tracking the Morningstar Global Artificial Intelligence Select Index (Net), while IETC is a Technology Equities fund actively managed by iShares. ARTY is passively managed, while IETC is actively managed. Over the past 5 years, ARTY returned 9.92%/yr vs 13.38%/yr for IETC. Their correlation of 0.86 means they have usually moved in the same direction. ARTY charges 0.47%/yr vs 0.18%/yr for IETC.

Performance

ARTY vs. IETC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Future AI & Tech ETF (ARTY) and iShares U.S. Tech Independence Focused ETF (IETC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ARTY achieves a 38.42% return, which is significantly higher than IETC's 1.45% return.

ARTY

• 1D: 0.60%
• 1M: -6.25%
• 6M: 29.47%
• YTD: 38.42%
• 1Y: 57.81%
• 3Y*: 25.12%
• 5Y*: 9.92%
• 10Y*: —
• ALL TIME*: 14.64%

IETC

• 1D: 1.59%
• 1M: -0.77%
• 6M: 5.62%
• YTD: 1.45%
• 1Y: 8.28%
• 3Y*: 22.34%
• 5Y*: 13.38%
• 10Y*: —
• ALL TIME*: 19.83%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ARTY iShares Future AI & Tech ETF	$36.04M	$40.00M	$59.74M
IETC iShares U.S. Tech Independence Focused ETF	$9.09M	$5.62M	$5.72M

ARTY vs. IETC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
ARTY iShares Future AI & Tech ETF	38.42%	29.97%	8.02%	36.37%	-37.89%	6.32%	48.85%	34.47%	-13.76%
IETC iShares U.S. Tech Independence Focused ETF	1.45%	19.56%	37.57%	54.35%	-32.78%	29.73%	46.59%	43.09%	-8.92%

Correlation

The correlation between ARTY and IETC is 0.86, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.86
Correlation (3Y) Balances recent behavior with more history.	0.85
Correlation (5Y) Shows whether the relationship held over a longer period.	0.87
Correlation (All Time) Calculated using the full available price history since Jun 28, 2018	0.86

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

ARTY vs. IETC - Sectors Allocation Comparison

Sectors	ARTY	IETC
Technology	87.8%	80.7%
Industrials	5.3%	3.1%
Communication Services	3.0%	8.3%
Utilities	1.6%	-
Real Estate	1.4%	0.6%
Healthcare	0.9%	0.1%
Financial Services	0.7%	2.9%
Basic Materials	-	-
Consumer Cyclical	-	4.3%
Consumer Defensive	-	-
Energy	-	-

Return for Risk

ARTY vs. IETC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ARTY

ARTY Risk / Return Rank: 60
ARTY Sharpe Ratio Rank: 62
ARTY Sortino Ratio Rank: 56
ARTY Omega Ratio Rank: 57
ARTY Calmar Ratio Rank: 65
ARTY Martin Ratio Rank: 61

IETC

IETC Risk / Return Rank: 16
IETC Sharpe Ratio Rank: 16
IETC Sortino Ratio Rank: 16
IETC Omega Ratio Rank: 16
IETC Calmar Ratio Rank: 15
IETC Martin Ratio Rank: 15

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ARTY vs. IETC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Future AI & Tech ETF (ARTY) and iShares U.S. Tech Independence Focused ETF (IETC). 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.

	ARTY	IETC	Difference
Sharpe ratio: Return per unit of total volatility	1.44	0.23	+1.21
Sortino ratio: Return per unit of downside risk	1.93	0.47	+1.46
Omega ratio: Gain probability vs. loss probability	1.25	1.06	+0.19
Calmar ratio: Return relative to maximum drawdown	2.24	0.26	+1.98
Martin ratio: Return relative to average drawdown	7.25	0.62	+6.63

ARTY vs. IETC - Sharpe Ratio Comparison

The current ARTY Sharpe Ratio is 1.44, which is higher than the IETC Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of ARTY and IETC, 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

ARTY vs. IETC - Drawdown Comparison

The maximum ARTY drawdown since its inception was -54.50%, which is greater than IETC's maximum drawdown of -38.48%. Use the drawdown chart below to compare losses from any high point for ARTY and IETC.

Drawdown Indicators

	ARTY	IETC	Difference
Max Drawdown Largest peak-to-trough decline	-54.50%	-38.48%	-16.02%
Max Drawdown (1Y) Largest decline over 1 year	-24.00%	-21.19%	-2.81%
Max Drawdown (3Y) Largest decline over 3 years	-32.44%	-25.17%	-7.27%
Max Drawdown (5Y) Largest decline over 5 years	-50.53%	-38.48%	-12.05%
Current Drawdown Current decline from peak	-17.41%	-12.92%	-4.49%
Average Drawdown Average peak-to-trough decline	-19.68%	-8.19%	-11.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.42%	8.78%	-1.36%

Volatility

ARTY vs. IETC - Volatility Comparison

iShares Future AI & Tech ETF (ARTY) has a higher volatility of 14.17% compared to iShares U.S. Tech Independence Focused ETF (IETC) at 8.00%. This indicates that ARTY's price experiences larger fluctuations and is considered to be riskier than IETC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ARTY	IETC	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.17%	8.00%	+6.17%
Volatility (6M) Calculated over the trailing 6-month period	33.16%	19.55%	+13.61%
Volatility (1Y) Calculated over the trailing 1-year period	37.34%	24.08%	+13.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.29%	25.09%	+5.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.64%	25.51%	+3.13%

ARTY vs. IETC - Expense Ratio Comparison

ARTY has a 0.47% expense ratio, which is higher than IETC's 0.18% expense ratio.

Dividends

ARTY vs. IETC - Dividend Comparison

ARTY's dividend yield for the trailing twelve months is around 0.07%, less than IETC's 0.41% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
ARTY iShares Future AI & Tech ETF	0.07%	0.00%	0.50%	0.88%	0.75%	2.41%	0.53%	0.69%	0.34%
IETC iShares U.S. Tech Independence Focused ETF	0.41%	0.38%	0.52%	0.79%	0.92%	0.73%	0.48%	0.95%	1.27%

Frequently Asked Questions

Can I hold both ARTY and IETC in my portfolio?

ARTY and IETC have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ARTY or IETC?

ARTY has higher volatility (14.17%) compared to IETC (8.00%). In terms of maximum drawdown, ARTY dropped -54.50% vs IETC's -38.48%.

Which ETF is better, ARTY or IETC?

On 5-year performance, IETC leads with 13.38% vs 9.92% for ARTY. On fees, IETC is cheaper at 0.18% per year. On volatility, IETC has been the lower-risk option at 8.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ARTY or IETC?

Over the 5-year period, IETC has performed better with a 13.38% return vs 9.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ARTY or IETC?

IETC is cheaper with a 0.18% expense ratio, compared with 0.47% for ARTY.

Which ETF pays a higher dividend yield, ARTY or IETC?

IETC has the higher dividend yield at 0.41%, compared with 0.07% for ARTY.

What is the main difference between ARTY and IETC?

ARTY is categorized as Artificial Intelligence, while IETC is Technology Equities. Their fees differ too: 0.47% for ARTY and 0.18% for IETC.

Which has better risk-adjusted returns?

ARTY currently has the higher Sharpe Ratio (1.44 vs 0.23), 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.