FAI vs. CRTC

Last updated Jun 5, 2026

FAI (First Trust Bloomberg Artificial Intelligence ETF) and CRTC (Xtrackers US National Critical Technologies ETF) are both Technology Equities funds - FAI tracks the Bloomberg Artificial Intelligence Index while CRTC tracks the Solactive Whitney U.S. Critical Technologies Index. Both are passively managed. Over the past year, FAI returned 72.81% vs 24.34% for CRTC. Their correlation of 0.87 suggests significant overlap in exposure. FAI charges 0.65%/yr vs 0.35%/yr for CRTC.

Performance

FAI vs. CRTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Bloomberg Artificial Intelligence ETF (FAI) and Xtrackers US National Critical Technologies ETF (CRTC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FAI achieves a 36.77% return, which is significantly higher than CRTC's 9.32% return.

FAI

• 1D: -1.66%
• 1M: 17.27%
• YTD: 36.77%
• 6M: 35.51%
• 1Y: 72.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CRTC

• 1D: 0.67%
• 1M: 5.40%
• YTD: 9.32%
• 6M: 9.09%
• 1Y: 24.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FAI vs. CRTC - Yearly Performance Comparison

	2026 (YTD)	2025	2024
FAI First Trust Bloomberg Artificial Intelligence ETF	36.77%	33.37%	2.06%
CRTC Xtrackers US National Critical Technologies ETF	9.32%	18.69%	-2.89%

Correlation

The correlation between FAI and CRTC is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (All Time) Calculated using the full available price history since Nov 22, 2024	0.87

The correlation between FAI and CRTC has been stable across timeframes, ranging from 0.86 to 0.87 - a consistent structural relationship.

Return for Risk

FAI vs. CRTC — Risk / Return Rank

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

FAI

FAI Risk / Return Rank: 80
FAI Sharpe Ratio Rank: 90
FAI Sortino Ratio Rank: 81
FAI Omega Ratio Rank: 80
FAI Calmar Ratio Rank: 78
FAI Martin Ratio Rank: 69

CRTC

CRTC Risk / Return Rank: 56
CRTC Sharpe Ratio Rank: 58
CRTC Sortino Ratio Rank: 55
CRTC Omega Ratio Rank: 54
CRTC Calmar Ratio Rank: 56
CRTC Martin Ratio Rank: 58

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.

FAI vs. CRTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg Artificial Intelligence ETF (FAI) and Xtrackers US National Critical Technologies ETF (CRTC). 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.

	FAI	CRTC	Difference
Sharpe ratio: Return per unit of total volatility	2.99	1.91	+1.08
Sortino ratio: Return per unit of downside risk	3.58	2.61	+0.97
Omega ratio: Gain probability vs. loss probability	1.47	1.33	+0.14
Calmar ratio: Return relative to maximum drawdown	3.88	2.70	+1.18
Martin ratio: Return relative to average drawdown	12.65	10.11	+2.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FAI vs. CRTC - Sharpe Ratio Comparison

The current FAI Sharpe Ratio is 2.99, which is higher than the CRTC Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of FAI and CRTC, 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

	FAI	CRTC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.99	1.91	+1.08
Sharpe Ratio (All Time) Calculated using the full available price history	1.70	1.38	+0.32

Drawdowns

FAI vs. CRTC - Drawdown Comparison

The maximum FAI drawdown since its inception was -27.82%, which is greater than CRTC's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for FAI and CRTC.

Drawdown Indicators

	FAI	CRTC	Difference
Max Drawdown Largest peak-to-trough decline	-27.82%	-19.07%	-8.75%
Max Drawdown (1Y) Largest decline over 1 year	-18.84%	-9.05%	-9.79%
Current Drawdown Current decline from peak	-2.85%	-0.61%	-2.24%
Average Drawdown Average peak-to-trough decline	-5.30%	-2.13%	-3.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.77%	2.41%	+3.36%

Volatility

FAI vs. CRTC - Volatility Comparison

First Trust Bloomberg Artificial Intelligence ETF (FAI) has a higher volatility of 8.57% compared to Xtrackers US National Critical Technologies ETF (CRTC) at 3.23%. This indicates that FAI's price experiences larger fluctuations and is considered to be riskier than CRTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FAI	CRTC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.57%	3.23%	+5.34%
Volatility (6M) Calculated over the trailing 6-month period	19.40%	9.65%	+9.75%
Volatility (1Y) Calculated over the trailing 1-year period	24.47%	12.77%	+11.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.89%	15.72%	+14.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.89%	15.72%	+14.17%

FAI vs. CRTC - Expense Ratio Comparison

FAI has a 0.65% expense ratio, which is higher than CRTC's 0.35% expense ratio.

Dividends

FAI vs. CRTC - Dividend Comparison

FAI has not paid dividends to shareholders, while CRTC's dividend yield for the trailing twelve months is around 0.99%.

Position	TTM	2025	2024	2023
CRTC Xtrackers US National Critical Technologies ETF	0.99%	1.03%	1.13%	0.16%
FAI First Trust Bloomberg Artificial Intelligence ETF	0.00%	0.00%	0.04%	0.00%

Frequently Asked Questions

Can I hold both FAI and CRTC in my portfolio?

FAI and CRTC have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FAI or CRTC?

FAI has higher volatility (8.57%) compared to CRTC (3.23%). In terms of maximum drawdown, FAI dropped -27.82% vs CRTC's -19.07%.

Which ETF is better, FAI or CRTC?

On 1-year performance, FAI leads with 72.81% vs 24.34% for CRTC. On fees, CRTC is cheaper at 0.35% per year. On volatility, CRTC has been the lower-risk option at 3.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FAI or CRTC?

Over the 1-year period, FAI has performed better with a 72.81% return vs 24.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FAI or CRTC?

CRTC is cheaper with a 0.35% expense ratio, compared with 0.65% for FAI.

Which ETF pays a higher dividend yield, FAI or CRTC?

CRTC has the higher dividend yield at 0.99%, compared with 0.00% for FAI.

What is the main difference between FAI and CRTC?

FAI tracks Bloomberg Artificial Intelligence Index, while CRTC tracks Solactive Whitney U.S. Critical Technologies Index. They also come from different issuers: First Trust and Xtrackers. Their fees differ too: 0.65% for FAI and 0.35% for CRTC.

Which has better risk-adjusted returns?

FAI currently has the higher Sharpe Ratio (2.99 vs 1.91), 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.