ARTY vs. SPHD
ARTY (iShares Future AI & Tech ETF) and SPHD (Invesco S&P 500® High Dividend Low Volatility ETF) are both exchange-traded funds - ARTY is a Technology Equities fund tracking the Morningstar Global Artificial Intelligence Select Index (Net), while SPHD is a Dividend fund tracking the S&P 500 Low Volatility High Dividend Index. Both are passively managed. Over the past 5 years, ARTY returned 13.27%/yr vs 6.57%/yr for SPHD. At a 0.36 correlation, their price movements are largely independent. ARTY charges 0.47%/yr vs 0.30%/yr for SPHD.
Performance
ARTY vs. SPHD - Performance Comparison
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Returns By Period
In the year-to-date period, ARTY achieves a 60.68% return, which is significantly higher than SPHD's 8.51% return.
ARTY
- 1D
- 5.66%
- 1M
- 17.65%
- YTD
- 60.68%
- 6M
- 63.32%
- 1Y
- 104.26%
- 3Y*
- 32.85%
- 5Y*
- 13.27%
- 10Y*
- —
SPHD
- 1D
- -1.12%
- 1M
- 4.38%
- YTD
- 8.51%
- 6M
- 7.65%
- 1Y
- 12.70%
- 3Y*
- 11.55%
- 5Y*
- 6.57%
- 10Y*
- 7.41%
ARTY vs. SPHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ARTY iShares Future AI & Tech ETF | 60.68% | 29.97% | 8.02% | 36.37% | -37.89% | 6.32% | 48.85% | 34.47% | -13.76% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 8.51% | 3.41% | 18.08% | 1.32% | 0.58% | 24.98% | -9.98% | 20.26% | -4.41% |
Correlation
The correlation between ARTY and SPHD is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2018 | 0.36 |
The correlation between ARTY and SPHD shifts across timeframes, from -0.05 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ARTY vs. SPHD — Risk / Return Rank
ARTY
SPHD
ARTY vs. SPHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Future AI & Tech ETF (ARTY) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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 | SPHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.19 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 5.57 | 1.74 | +3.83 |
| Martin ratioReturn relative to average drawdown | 18.40 | 4.31 | +14.10 |
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Drawdowns
ARTY vs. SPHD - Drawdown Comparison
The maximum ARTY drawdown since its inception was -54.50%, which is greater than SPHD's maximum drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for ARTY and SPHD.
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Drawdown Indicators
| ARTY | SPHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.50% | -41.39% | -13.11% |
Max Drawdown (1Y)Largest decline over 1 year | -18.81% | -7.33% | -11.48% |
Max Drawdown (3Y)Largest decline over 3 years | -32.44% | -13.29% | -19.15% |
Max Drawdown (5Y)Largest decline over 5 years | -50.53% | -19.50% | -31.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.39% | — |
Current DrawdownCurrent decline from peak | -4.13% | -1.63% | -2.50% |
Average DrawdownAverage peak-to-trough decline | -19.80% | -4.70% | -15.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.69% | 2.96% | +2.73% |
Volatility
ARTY vs. SPHD - Volatility Comparison
iShares Future AI & Tech ETF (ARTY) has a higher volatility of 18.52% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 3.91%. This indicates that ARTY's price experiences larger fluctuations and is considered to be riskier than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARTY | SPHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.52% | 3.91% | +14.61% |
Volatility (6M)Calculated over the trailing 6-month period | 29.30% | 7.86% | +21.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.37% | 11.27% | +22.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.33% | 14.21% | +15.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.18% | 17.66% | +10.52% |
ARTY vs. SPHD - Expense Ratio Comparison
ARTY has a 0.47% expense ratio, which is higher than SPHD's 0.30% expense ratio.
Dividends
ARTY vs. SPHD - Dividend Comparison
ARTY's dividend yield for the trailing twelve months is around 0.06%, less than SPHD's 4.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTY iShares Future AI & Tech ETF | 0.06% | 0.00% | 0.50% | 0.88% | 0.75% | 2.41% | 0.53% | 0.69% | 0.34% | 0.00% | 0.00% | 0.00% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 4.45% | 4.02% | 3.41% | 4.48% | 3.89% | 3.45% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% |
Frequently Asked Questions
ARTY and SPHD have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARTY has higher volatility (18.52%) compared to SPHD (3.91%). In terms of maximum drawdown, ARTY dropped -54.50% vs SPHD's -41.39%.
On 5-year performance, ARTY leads with 13.27% vs 6.57% for SPHD. On fees, SPHD is cheaper at 0.30% per year. On volatility, SPHD has been the lower-risk option at 3.91%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ARTY has performed better with a 13.27% return vs 6.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SPHD is cheaper with a 0.30% expense ratio, compared with 0.47% for ARTY.
SPHD has the higher dividend yield at 4.45%, compared with 0.06% for ARTY.
ARTY is categorized as Technology Equities, while SPHD is Dividend. ARTY tracks Morningstar Global Artificial Intelligence Select Index (Net), while SPHD tracks S&P 500 Low Volatility High Dividend Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.47% for ARTY and 0.30% for SPHD.
ARTY currently has the higher Sharpe Ratio (3.15 vs 1.13), 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.
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