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ARTY vs. SHLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARTY vs. SHLD - Performance Comparison

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

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ARTY vs. SHLD - Yearly Performance Comparison


2026 (YTD)202520242023
ARTY
iShares Future AI & Tech ETF
-1.22%29.97%8.02%11.24%
SHLD
Global X Defense Tech ETF
13.41%74.16%35.03%12.89%

Returns By Period

In the year-to-date period, ARTY achieves a -1.22% return, which is significantly lower than SHLD's 13.41% return.


ARTY

1D
2.28%
1M
-5.95%
YTD
-1.22%
6M
2.12%
1Y
49.61%
3Y*
15.44%
5Y*
2.49%
10Y*

SHLD

1D
3.73%
1M
-4.67%
YTD
13.41%
6M
5.02%
1Y
56.65%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ARTY vs. SHLD - Expense Ratio Comparison

ARTY has a 0.47% expense ratio, which is lower than SHLD's 0.50% expense ratio.


Return for Risk

ARTY vs. SHLD — Risk / Return Rank

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

ARTY
ARTY Risk / Return Rank: 8080
Overall Rank
ARTY Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ARTY Sortino Ratio Rank: 7979
Sortino Ratio Rank
ARTY Omega Ratio Rank: 7474
Omega Ratio Rank
ARTY Calmar Ratio Rank: 8686
Calmar Ratio Rank
ARTY Martin Ratio Rank: 8181
Martin Ratio Rank

SHLD
SHLD Risk / Return Rank: 9292
Overall Rank
SHLD Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SHLD Sortino Ratio Rank: 9393
Sortino Ratio Rank
SHLD Omega Ratio Rank: 8989
Omega Ratio Rank
SHLD Calmar Ratio Rank: 9494
Calmar Ratio Rank
SHLD Martin Ratio Rank: 8888
Martin Ratio Rank
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.

ARTY vs. SHLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Future AI & Tech ETF (ARTY) and Global X Defense Tech ETF (SHLD). 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.


ARTYSHLDDifference

Sharpe ratio

Return per unit of total volatility

1.53

2.22

-0.69

Sortino ratio

Return per unit of downside risk

2.10

2.89

-0.79

Omega ratio

Gain probability vs. loss probability

1.28

1.38

-0.10

Calmar ratio

Return relative to maximum drawdown

2.73

3.90

-1.17

Martin ratio

Return relative to average drawdown

9.31

11.34

-2.03

ARTY vs. SHLD - Sharpe Ratio Comparison

The current ARTY Sharpe Ratio is 1.53, which is lower than the SHLD Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of ARTY and SHLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ARTYSHLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

2.22

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

2.62

-2.24

Correlation

The correlation between ARTY and SHLD is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ARTY vs. SHLD - Dividend Comparison

ARTY has not paid dividends to shareholders, while SHLD's dividend yield for the trailing twelve months is around 0.48%.


TTM20252024202320222021202020192018
ARTY
iShares Future AI & Tech ETF
0.00%0.00%0.50%0.88%0.75%2.41%0.53%0.69%0.34%
SHLD
Global X Defense Tech ETF
0.48%0.55%0.53%0.26%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ARTY vs. SHLD - Drawdown Comparison

The maximum ARTY drawdown since its inception was -54.50%, which is greater than SHLD's maximum drawdown of -15.06%. Use the drawdown chart below to compare losses from any high point for ARTY and SHLD.


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Drawdown Indicators


ARTYSHLDDifference

Max Drawdown

Largest peak-to-trough decline

-54.50%

-15.06%

-39.44%

Max Drawdown (1Y)

Largest decline over 1 year

-18.81%

-15.06%

-3.75%

Max Drawdown (5Y)

Largest decline over 5 years

-50.53%

Current Drawdown

Current decline from peak

-12.58%

-5.82%

-6.76%

Average Drawdown

Average peak-to-trough decline

-20.24%

-2.58%

-17.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.51%

5.18%

+0.33%

Volatility

ARTY vs. SHLD - Volatility Comparison

iShares Future AI & Tech ETF (ARTY) has a higher volatility of 12.53% compared to Global X Defense Tech ETF (SHLD) at 9.74%. This indicates that ARTY's price experiences larger fluctuations and is considered to be riskier than SHLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARTYSHLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.53%

9.74%

+2.79%

Volatility (6M)

Calculated over the trailing 6-month period

23.30%

18.64%

+4.66%

Volatility (1Y)

Calculated over the trailing 1-year period

32.61%

25.64%

+6.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.89%

20.81%

+7.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.42%

20.81%

+6.61%