PortfoliosLab logoPortfoliosLab logo
ARTY vs. TSXU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARTY vs. TSXU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Future AI & Tech ETF (ARTY) and Direxion Daily Semiconductors Top 5 Bull 2X Shares (TSXU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ARTY achieves a 66.09% return, which is significantly lower than TSXU's 141.91% return.


ARTY

1D
-0.90%
1M
26.10%
YTD
66.09%
6M
63.47%
1Y
112.42%
3Y*
36.54%
5Y*
14.13%
10Y*

TSXU

1D
-0.92%
1M
66.50%
YTD
141.91%
6M
130.37%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARTY vs. TSXU - Yearly Performance Comparison


Correlation

The correlation between ARTY and TSXU is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 2, 2025

0.85

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ARTY vs. TSXU — Risk / Return Rank

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

ARTY
ARTY Risk / Return Rank: 9090
Overall Rank
ARTY Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ARTY Sortino Ratio Rank: 8989
Sortino Ratio Rank
ARTY Omega Ratio Rank: 8787
Omega Ratio Rank
ARTY Calmar Ratio Rank: 9191
Calmar Ratio Rank
ARTY Martin Ratio Rank: 9090
Martin Ratio Rank

TSXU
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. TSXU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Future AI & Tech ETF (ARTY) and Direxion Daily Semiconductors Top 5 Bull 2X Shares (TSXU). 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.


ARTYTSXUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.55

Calmar ratioReturn relative to maximum drawdown

6.01

Martin ratioReturn relative to average drawdown

20.88

ARTY vs. TSXU - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


ARTYTSXUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

4.53

-3.90

Drawdowns

ARTY vs. TSXU - Drawdown Comparison

The maximum ARTY drawdown since its inception was -54.50%, which is greater than TSXU's maximum drawdown of -35.62%. Use the drawdown chart below to compare losses from any high point for ARTY and TSXU.


Loading charts...

Drawdown Indicators


ARTYTSXUDifference

Max Drawdown

Largest peak-to-trough decline

-54.50%

-35.62%

-18.88%

Max Drawdown (1Y)

Largest decline over 1 year

-18.81%

Max Drawdown (3Y)

Largest decline over 3 years

-32.44%

Max Drawdown (5Y)

Largest decline over 5 years

-50.53%

Current Drawdown

Current decline from peak

-0.90%

-0.92%

+0.02%

Average Drawdown

Average peak-to-trough decline

-19.85%

-10.56%

-9.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.40%

Volatility

ARTY vs. TSXU - Volatility Comparison


Loading charts...

Volatility by Period


ARTYTSXUDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.01%

Volatility (6M)

Calculated over the trailing 6-month period

25.12%

Volatility (1Y)

Calculated over the trailing 1-year period

29.94%

78.68%

-48.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.58%

78.68%

-50.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.75%

78.68%

-50.93%

ARTY vs. TSXU - Expense Ratio Comparison

ARTY has a 0.47% expense ratio, which is lower than TSXU's 1.05% expense ratio.


Dividends

ARTY vs. TSXU - Dividend Comparison

ARTY has not paid dividends to shareholders, while TSXU's dividend yield for the trailing twelve months is around 1.20%.


PositionTTM20252024202320222021202020192018
ARTY
iShares Future AI & Tech ETF
0.00%0.00%0.50%0.88%0.75%2.41%0.53%0.69%0.34%
TSXU
Direxion Daily Semiconductors Top 5 Bull 2X Shares
1.20%2.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ARTY and TSXU have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ARTY is cheaper at 0.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ARTY is cheaper with a 0.47% expense ratio, compared with 1.05% for TSXU.

TSXU has the higher dividend yield at 1.20%, compared with 0.00% for ARTY.

ARTY is categorized as Technology Equities, while TSXU is Leveraged Equities. ARTY tracks Morningstar Global Artificial Intelligence Select Index, while TSXU tracks Solactive Semiconductor Top 5 Index (2x). They also come from different issuers: iShares and Direxion. Their fees differ too: 0.47% for ARTY and 1.05% for TSXU.

Portfolio Optimizer

Find the right allocation for ARTY and TSXU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer