FAI vs. IDGT
FAI (First Trust Bloomberg Artificial Intelligence ETF) and IDGT (iShares U.S. Digital Infrastructure and Real Estate ETF) are both exchange-traded funds - FAI is a Artificial Intelligence fund tracking the Bloomberg Artificial Intelligence Index, while IDGT is a Technology Equities fund tracking the S&P Data Center, Tower REIT and Communications Equipment Index. Both are passively managed. Over the past year, FAI returned 48.02% vs 44.03% for IDGT. Their 0.70 correlation means they have sometimes moved together and sometimes differently. FAI charges 0.65%/yr vs 0.39%/yr for IDGT.
Performance
FAI vs. IDGT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FAI achieves a 32.45% return, which is significantly lower than IDGT's 41.86% return.
FAI
- 1D
- 4.39%
- 1M
- 5.49%
- 6M
- 34.12%
- YTD
- 32.45%
- 1Y
- 48.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 41.61%
IDGT
- 1D
- 4.41%
- 1M
- 5.23%
- 6M
- 38.39%
- YTD
- 41.86%
- 1Y
- 44.03%
- 3Y*
- 23.94%
- 5Y*
- 11.54%
- 10Y*
- 12.99%
- ALL TIME*
- 5.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.29M | $2.80M | $3.60M | |
| $4.62M | $4.26M | $7.95M |
FAI vs. IDGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FAI First Trust Bloomberg Artificial Intelligence ETF | 32.45% | 33.37% | 2.28% |
IDGT iShares U.S. Digital Infrastructure and Real Estate ETF | 41.86% | 6.79% | 4.19% |
Correlation
The correlation between FAI and IDGT is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2024 | 0.70 |
The correlation between FAI and IDGT has been stable across timeframes, ranging from 0.68 to 0.70 - a consistent structural relationship.
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
FAI vs. IDGT — Risk / Return Rank
FAI
IDGT
FAI vs. IDGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg Artificial Intelligence ETF (FAI) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). 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.
| FAI | IDGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.33 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 2.61 | -0.05 |
| Martin ratioReturn relative to average drawdown | 6.64 | 8.49 | -1.86 |
Loading charts...
Drawdowns
FAI vs. IDGT - Drawdown Comparison
The maximum FAI drawdown since its inception was -27.82%, smaller than the maximum IDGT drawdown of -77.95%. Use the drawdown chart below to compare losses from any high point for FAI and IDGT.
Loading charts...
Drawdown Indicators
| FAI | IDGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.82% | -77.95% | +50.13% |
Max Drawdown (1Y)Largest decline over 1 year | -18.84% | -16.93% | -1.91% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.76% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.83% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.88% | — |
Current DrawdownCurrent decline from peak | -5.92% | -9.27% | +3.35% |
Average DrawdownAverage peak-to-trough decline | -5.78% | -19.85% | +14.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.26% | 5.20% | +2.06% |
Volatility
FAI vs. IDGT - Volatility Comparison
First Trust Bloomberg Artificial Intelligence ETF (FAI) has a higher volatility of 10.83% compared to iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) at 7.94%. This indicates that FAI's price experiences larger fluctuations and is considered to be riskier than IDGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FAI | IDGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.83% | 7.94% | +2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 25.10% | 19.20% | +5.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.50% | 22.77% | +6.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.48% | 23.56% | +7.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.48% | 23.38% | +8.10% |
FAI vs. IDGT - Expense Ratio Comparison
FAI has a 0.65% expense ratio, which is higher than IDGT's 0.39% expense ratio.
Dividends
FAI vs. IDGT - Dividend Comparison
FAI has not paid dividends to shareholders, while IDGT's dividend yield for the trailing twelve months is around 0.76%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAI First Trust Bloomberg Artificial Intelligence ETF | 0.00% | 0.00% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDGT iShares U.S. Digital Infrastructure and Real Estate ETF | 0.76% | 1.17% | 1.64% | 0.37% | 0.30% | 0.28% | 0.60% | 0.42% | 0.65% | 0.57% | 0.75% | 0.72% |
Frequently Asked Questions
FAI and IDGT have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FAI has higher volatility (10.83%) compared to IDGT (7.94%). In terms of maximum drawdown, FAI dropped -27.82% vs IDGT's -77.95%.
On 1-year performance, FAI leads with 48.02% vs 44.03% for IDGT. On fees, IDGT is cheaper at 0.39% per year. On volatility, IDGT has been the lower-risk option at 7.94%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, FAI has performed better with a 48.02% return vs 44.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IDGT is cheaper with a 0.39% expense ratio, compared with 0.65% for FAI.
IDGT has the higher dividend yield at 0.76%, compared with 0.00% for FAI.
FAI is categorized as Artificial Intelligence, while IDGT is Technology Equities. FAI tracks Bloomberg Artificial Intelligence Index, while IDGT tracks S&P Data Center, Tower REIT and Communications Equipment Index. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.65% for FAI and 0.39% for IDGT.
IDGT currently has the higher Sharpe Ratio (1.95 vs 1.64), 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.
Find the right allocation for FAI and IDGT
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