ARTY vs. TECB

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Future AI & Tech ETF (ARTY) and iShares U.S. Tech Breakthrough Multisector ETF (TECB).

ARTY and TECB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ARTY is a passively managed fund by iShares that tracks the performance of the Morningstar Global Artificial Intelligence Select Index. It was launched on Jun 26, 2018. TECB is a passively managed fund by iShares that tracks the performance of the NYSE FactSet U.S. Tech Breakthrough Index. It was launched on Jan 8, 2020. Both ARTY and TECB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ARTY vs. TECB - 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 Breakthrough Multisector ETF (TECB). The values are adjusted to include any dividend payments, if applicable.

ARTY vs. TECB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ARTY iShares Future AI & Tech ETF	-1.22%	29.97%	8.02%	36.37%	-37.89%	6.32%	43.47%
TECB iShares U.S. Tech Breakthrough Multisector ETF	-8.06%	14.86%	24.38%	57.53%	-34.39%	19.60%	39.90%

Returns By Period

In the year-to-date period, ARTY achieves a -1.22% return, which is significantly higher than TECB's -8.06% return.

ARTY

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

TECB

• 1D: 0.83%
• 1M: -2.67%
• YTD: -8.06%
• 6M: -7.85%
• 1Y: 14.26%
• 3Y*: 19.33%
• 5Y*: 9.56%
• 10Y*: —

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

ARTY vs. TECB - Expense Ratio Comparison

ARTY has a 0.47% expense ratio, which is higher than TECB's 0.40% expense ratio.

ARTY

iShares Future AI & Tech ETF

TECB

iShares U.S. Tech Breakthrough Multisector ETF

Return for Risk

ARTY vs. TECB — Risk / Return Rank

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

ARTY

ARTY Risk / Return Rank: 80
ARTY Sharpe Ratio Rank: 79
ARTY Sortino Ratio Rank: 79
ARTY Omega Ratio Rank: 74
ARTY Calmar Ratio Rank: 86
ARTY Martin Ratio Rank: 81

TECB

TECB Risk / Return Rank: 33
TECB Sharpe Ratio Rank: 31
TECB Sortino Ratio Rank: 34
TECB Omega Ratio Rank: 33
TECB Calmar Ratio Rank: 34
TECB Martin Ratio Rank: 30

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. TECB - 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 Breakthrough Multisector ETF (TECB). 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.

	ARTY	TECB	Difference
Sharpe ratio Return per unit of total volatility	1.53	0.62	+0.91
Sortino ratio Return per unit of downside risk	2.10	1.05	+1.05
Omega ratio Gain probability vs. loss probability	1.28	1.14	+0.14
Calmar ratio Return relative to maximum drawdown	2.73	0.91	+1.82
Martin ratio Return relative to average drawdown	9.31	2.70	+6.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ARTY vs. TECB - Sharpe Ratio Comparison

The current ARTY Sharpe Ratio is 1.53, which is higher than the TECB Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of ARTY and TECB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ARTY	TECB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.53	0.62	+0.91
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.09	0.41	-0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.55	-0.18

Correlation

The correlation between ARTY and TECB is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

ARTY vs. TECB - Dividend Comparison

ARTY has not paid dividends to shareholders, while TECB's dividend yield for the trailing twelve months is around 0.36%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
ARTY iShares Future AI & Tech ETF	0.00%	0.00%	0.50%	0.88%	0.75%	2.41%	0.53%	0.69%	0.34%
TECB iShares U.S. Tech Breakthrough Multisector ETF	0.36%	0.33%	0.35%	0.23%	0.61%	0.35%	0.77%	0.00%	0.00%

Drawdowns

ARTY vs. TECB - Drawdown Comparison

The maximum ARTY drawdown since its inception was -54.50%, which is greater than TECB's maximum drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for ARTY and TECB.

Drawdown Indicators

	ARTY	TECB	Difference
Max Drawdown Largest peak-to-trough decline	-54.50%	-41.62%	-12.88%
Max Drawdown (1Y) Largest decline over 1 year	-18.81%	-16.24%	-2.57%
Max Drawdown (5Y) Largest decline over 5 years	-50.53%	-41.62%	-8.91%
Current Drawdown Current decline from peak	-12.58%	-12.60%	+0.02%
Average Drawdown Average peak-to-trough decline	-20.24%	-10.39%	-9.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.51%	5.49%	+0.02%

Volatility

ARTY vs. TECB - Volatility Comparison

iShares Future AI & Tech ETF (ARTY) has a higher volatility of 12.53% compared to iShares U.S. Tech Breakthrough Multisector ETF (TECB) at 6.60%. This indicates that ARTY's price experiences larger fluctuations and is considered to be riskier than TECB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ARTY	TECB	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.53%	6.60%	+5.93%
Volatility (6M) Calculated over the trailing 6-month period	23.30%	13.28%	+10.02%
Volatility (1Y) Calculated over the trailing 1-year period	32.61%	23.10%	+9.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.89%	23.44%	+4.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.42%	25.52%	+1.90%