BAI vs. TRUT

Last updated Apr 1, 2026

Compare and contrast key facts about iShares A.I. Innovation and Tech Active ETF (BAI) and Vaneck Technology Trusector ETF (TRUT).

BAI and TRUT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BAI is an actively managed fund by iShares. It was launched on Oct 21, 2024. TRUT is an actively managed fund by VanEck. It was launched on Aug 20, 2025.

Performance

BAI vs. TRUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares A.I. Innovation and Tech Active ETF (BAI) and Vaneck Technology Trusector ETF (TRUT). The values are adjusted to include any dividend payments, if applicable.

BAI vs. TRUT - Yearly Performance Comparison

	2026 (YTD)	2025
BAI iShares A.I. Innovation and Tech Active ETF	-1.05%	11.82%
TRUT Vaneck Technology Trusector ETF	-9.61%	10.16%

Returns By Period

In the year-to-date period, BAI achieves a -1.05% return, which is significantly higher than TRUT's -9.61% return.

BAI

• 1D: 5.71%
• 1M: -5.88%
• YTD: -1.05%
• 6M: -1.80%
• 1Y: 53.28%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TRUT

• 1D: 4.20%
• 1M: -3.85%
• YTD: -9.61%
• 6M: -8.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BAI vs. TRUT - Expense Ratio Comparison

BAI has a 0.55% expense ratio, which is higher than TRUT's 0.13% expense ratio.

BAI

iShares A.I. Innovation and Tech Active ETF

TRUT

Vaneck Technology Trusector ETF

Return for Risk

BAI vs. TRUT — Risk / Return Rank

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

BAI

BAI Risk / Return Rank: 80
BAI Sharpe Ratio Rank: 80
BAI Sortino Ratio Rank: 78
BAI Omega Ratio Rank: 74
BAI Calmar Ratio Rank: 90
BAI Martin Ratio Rank: 76

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.

BAI vs. TRUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares A.I. Innovation and Tech Active ETF (BAI) and Vaneck Technology Trusector ETF (TRUT). 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.

	BAI	TRUT	Difference
Sharpe ratio Return per unit of total volatility	1.54	—	—
Sortino ratio Return per unit of downside risk	2.07	—	—
Omega ratio Gain probability vs. loss probability	1.28	—	—
Calmar ratio Return relative to maximum drawdown	3.17	—	—
Martin ratio Return relative to average drawdown	8.33	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BAI	TRUT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	-0.03	+0.69

Correlation

The correlation between BAI and TRUT is 0.88, 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

BAI vs. TRUT - Dividend Comparison

BAI's dividend yield for the trailing twelve months is around 1.81%, more than TRUT's 0.15% yield.

	TTM	2025
BAI iShares A.I. Innovation and Tech Active ETF	1.81%	1.80%
TRUT Vaneck Technology Trusector ETF	0.15%	0.14%

Drawdowns

BAI vs. TRUT - Drawdown Comparison

The maximum BAI drawdown since its inception was -34.09%, which is greater than TRUT's maximum drawdown of -18.55%. Use the drawdown chart below to compare losses from any high point for BAI and TRUT.

Drawdown Indicators

	BAI	TRUT	Difference
Max Drawdown Largest peak-to-trough decline	-34.09%	-18.55%	-15.54%
Max Drawdown (1Y) Largest decline over 1 year	-16.22%	—	—
Current Drawdown Current decline from peak	-11.44%	-15.13%	+3.69%
Average Drawdown Average peak-to-trough decline	-7.57%	-5.79%	-1.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.17%	—	—

Volatility

Volatility by Period

	BAI	TRUT	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.66%	—	—
Volatility (6M) Calculated over the trailing 6-month period	25.45%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	34.89%	21.41%	+13.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.51%	21.41%	+13.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.51%	21.41%	+13.10%