BLOK vs. AIS

Last updated Jun 4, 2026

BLOK (Amplify Transformational Data Sharing ETF) and AIS (VistaShares Artificial Intelligence Supercycle ETF) are both Technology Equities funds. Both are actively managed. Over the past year, BLOK returned 30.79% vs 226.72% for AIS. A 0.68 correlation means they provide meaningful diversification when combined. BLOK charges 0.71%/yr vs 0.75%/yr for AIS.

Performance

BLOK vs. AIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Transformational Data Sharing ETF (BLOK) and VistaShares Artificial Intelligence Supercycle ETF (AIS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BLOK achieves a 16.21% return, which is significantly lower than AIS's 118.61% return.

BLOK

• 1D: -2.62%
• 1M: 7.72%
• YTD: 16.21%
• 6M: 7.24%
• 1Y: 30.79%
• 3Y*: 51.34%
• 5Y*: 11.96%
• 10Y*: —

AIS

• 1D: 0.72%
• 1M: 35.87%
• YTD: 118.61%
• 6M: 122.65%
• 1Y: 226.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BLOK vs. AIS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BLOK Amplify Transformational Data Sharing ETF	16.21%	32.64%	-8.02%
AIS VistaShares Artificial Intelligence Supercycle ETF	118.61%	58.35%	-4.92%

Correlation

The correlation between BLOK and AIS is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.63
Correlation (All Time) Calculated using the full available price history since Dec 4, 2024	0.68

The correlation between BLOK and AIS has been stable across timeframes, ranging from 0.63 to 0.68 - a consistent structural relationship.

BLOK vs. AIS - Sectors Allocation Comparison

Sectors	BLOK	AIS
Financial Services	55.3%	-0.0%
Technology	31.8%	84.6%
Consumer Cyclical	6.7%	-
Communication Services	5.2%	-
Industrials	1.0%	8.9%
Real Estate	0.0%	-
Basic Materials	-	-
Consumer Defensive	-	-
Energy	-	-
Healthcare	-	-
Utilities	-	3.2%

Return for Risk

BLOK vs. AIS — Risk / Return Rank

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

BLOK

BLOK Risk / Return Rank: 21
BLOK Sharpe Ratio Rank: 23
BLOK Sortino Ratio Rank: 23
BLOK Omega Ratio Rank: 23
BLOK Calmar Ratio Rank: 20
BLOK Martin Ratio Rank: 18

AIS

AIS Risk / Return Rank: 97
AIS Sharpe Ratio Rank: 98
AIS Sortino Ratio Rank: 96
AIS Omega Ratio Rank: 96
AIS Calmar Ratio Rank: 98
AIS Martin Ratio Rank: 97

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.

BLOK vs. AIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Transformational Data Sharing ETF (BLOK) and VistaShares Artificial Intelligence Supercycle ETF (AIS). 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.

	BLOK	AIS	Difference
Sharpe ratio: Return per unit of total volatility	0.81	6.34	-5.53
Sortino ratio: Return per unit of downside risk	1.30	5.78	-4.49
Omega ratio: Gain probability vs. loss probability	1.16	1.80	-0.64
Calmar ratio: Return relative to maximum drawdown	0.87	14.41	-13.54
Martin ratio: Return relative to average drawdown	1.90	47.43	-45.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BLOK vs. AIS - Sharpe Ratio Comparison

The current BLOK Sharpe Ratio is 0.81, which is lower than the AIS Sharpe Ratio of 6.34. The chart below compares the historical Sharpe Ratios of BLOK and AIS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BLOK	AIS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.81	6.34	-5.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	3.24	-2.76

Drawdowns

BLOK vs. AIS - Drawdown Comparison

The maximum BLOK drawdown since its inception was -73.33%, which is greater than AIS's maximum drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for BLOK and AIS.

Drawdown Indicators

	BLOK	AIS	Difference
Max Drawdown Largest peak-to-trough decline	-73.33%	-32.78%	-40.55%
Max Drawdown (1Y) Largest decline over 1 year	-35.64%	-15.84%	-19.80%
Max Drawdown (3Y) Largest decline over 3 years	-35.64%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-73.33%	—	—
Current Drawdown Current decline from peak	-10.16%	0.00%	-10.16%
Average Drawdown Average peak-to-trough decline	-26.08%	-5.45%	-20.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.23%	4.80%	+11.43%

Volatility

BLOK vs. AIS - Volatility Comparison

The current volatility for Amplify Transformational Data Sharing ETF (BLOK) is 10.59%, while VistaShares Artificial Intelligence Supercycle ETF (AIS) has a volatility of 16.12%. This indicates that BLOK experiences smaller price fluctuations and is considered to be less risky than AIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BLOK	AIS	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.59%	16.12%	-5.53%
Volatility (6M) Calculated over the trailing 6-month period	28.55%	29.95%	-1.40%
Volatility (1Y) Calculated over the trailing 1-year period	38.29%	36.00%	+2.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.36%	38.04%	+4.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.97%	38.04%	+0.93%

BLOK vs. AIS - Expense Ratio Comparison

BLOK has a 0.71% expense ratio, which is lower than AIS's 0.75% expense ratio.

Dividends

BLOK vs. AIS - Dividend Comparison

BLOK's dividend yield for the trailing twelve months is around 0.62%, while AIS has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
AIS VistaShares Artificial Intelligence Supercycle ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BLOK Amplify Transformational Data Sharing ETF	0.62%	0.72%	6.00%	1.15%	0.00%	14.31%	1.88%	2.05%	1.30%

Frequently Asked Questions

Can I hold both BLOK and AIS in my portfolio?

BLOK and AIS have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BLOK or AIS?

AIS has higher volatility (16.12%) compared to BLOK (10.59%). In terms of maximum drawdown, BLOK dropped -73.33% vs AIS's -32.78%.

Which ETF is better, BLOK or AIS?

On 1-year performance, AIS leads with 226.72% vs 30.79% for BLOK. On fees, BLOK is cheaper at 0.71% per year. On volatility, BLOK has been the lower-risk option at 10.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BLOK or AIS?

Over the 1-year period, AIS has performed better with a 226.72% return vs 30.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BLOK or AIS?

BLOK is cheaper with a 0.71% expense ratio, compared with 0.75% for AIS.

Which ETF pays a higher dividend yield, BLOK or AIS?

BLOK has the higher dividend yield at 0.62%, compared with 0.00% for AIS.

What is the main difference between BLOK and AIS?

They also come from different issuers: Amplify and VistaShares. Their fees differ too: 0.71% for BLOK and 0.75% for AIS.

Which has better risk-adjusted returns?

AIS currently has the higher Sharpe Ratio (6.34 vs 0.81), 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.