DRAM vs. AIS

Last updated Jun 23, 2026

DRAM (Roundhill Memory ETF) and AIS (VistaShares Artificial Intelligence Supercycle ETF) are both Technology Equities funds. Both are actively managed. Their correlation of 0.87 suggests significant overlap in exposure. DRAM charges 0.65%/yr vs 0.75%/yr for AIS.

Performance

DRAM vs. AIS - Performance Comparison

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

Returns By Period

DRAM

• 1D: 5.23%
• 1M: 52.82%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AIS

• 1D: 3.32%
• 1M: 23.81%
• YTD: 134.07%
• 6M: 136.07%
• 1Y: 235.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DRAM vs. AIS - Yearly Performance Comparison

	2026 (YTD)
DRAM Roundhill Memory ETF	198.96%
AIS VistaShares Artificial Intelligence Supercycle ETF	104.27%

Correlation

The correlation between DRAM and AIS is 0.87, 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 Apr 2, 2026	0.87

DRAM vs. AIS - Sectors Allocation Comparison

Sectors	DRAM	AIS
Technology	100.0%	88.5%
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-0.0%
Healthcare	-	-
Industrials	-	7.4%
Real Estate	-	-
Utilities	-	2.6%

Return for Risk

DRAM vs. AIS — Risk / Return Rank

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

DRAM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

DRAM vs. AIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Memory ETF (DRAM) 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.

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.

	DRAM	AIS	Difference
Sharpe ratio: Return per unit of total volatility	—	5.85	—
Sortino ratio: Return per unit of downside risk	—	5.13	—
Omega ratio: Gain probability vs. loss probability	—	1.74	—
Calmar ratio: Return relative to maximum drawdown	—	14.98	—
Martin ratio: Return relative to average drawdown	—	46.17	—

Drawdowns

DRAM vs. AIS - Drawdown Comparison

The maximum DRAM drawdown since its inception was -19.97%, smaller than the maximum AIS drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for DRAM and AIS.

Drawdown Indicators

	DRAM	AIS	Difference
Max Drawdown Largest peak-to-trough decline	-19.97%	-32.78%	+12.81%
Max Drawdown (1Y) Largest decline over 1 year	—	-15.84%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-2.89%	-5.47%	+2.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.13%	—

Volatility

Volatility by Period

	DRAM	AIS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	21.48%	—
Volatility (6M) Calculated over the trailing 6-month period	—	34.91%	—
Volatility (1Y) Calculated over the trailing 1-year period	87.28%	40.63%	+46.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	87.28%	40.47%	+46.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	87.28%	40.47%	+46.81%

DRAM vs. AIS - Expense Ratio Comparison

DRAM has a 0.65% expense ratio, which is lower than AIS's 0.75% expense ratio.

Dividends

DRAM vs. AIS - Dividend Comparison

Neither DRAM nor AIS has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DRAM and AIS in my portfolio?

DRAM and AIS have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DRAM or AIS?

On fees, DRAM is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DRAM or AIS?

DRAM is cheaper with a 0.65% expense ratio, compared with 0.75% for AIS.

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

DRAM and AIS have nearly identical dividend yields, around 0.00%.

What is the main difference between DRAM and AIS?

They also come from different issuers: Roundhill and VistaShares. Their fees differ too: 0.65% for DRAM and 0.75% for AIS.