GGME vs. AIS

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco Next Gen Media and Gaming ETF (GGME) and VistaShares Artificial Intelligence Supercycle ETF (AIS).

GGME and AIS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GGME is a passively managed fund by Invesco that tracks the performance of the STOXX World AC NexGen Media Index - Benchmark TR Gross. It was launched on Jun 23, 2005. AIS is an actively managed fund by VistaShares. It was launched on Dec 3, 2024.

Performance

GGME vs. AIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Next Gen Media and Gaming ETF (GGME) and VistaShares Artificial Intelligence Supercycle ETF (AIS). The values are adjusted to include any dividend payments, if applicable.

GGME vs. AIS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GGME Invesco Next Gen Media and Gaming ETF	-14.34%	16.39%	-4.16%
AIS VistaShares Artificial Intelligence Supercycle ETF	10.96%	58.35%	-4.92%

Returns By Period

In the year-to-date period, GGME achieves a -14.34% return, which is significantly lower than AIS's 10.96% return.

GGME

• 1D: 3.52%
• 1M: -3.76%
• YTD: -14.34%
• 6M: -20.71%
• 1Y: 2.52%
• 3Y*: 14.28%
• 5Y*: 0.58%
• 10Y*: 8.28%

AIS

• 1D: 5.94%
• 1M: -8.03%
• YTD: 10.96%
• 6M: 19.31%
• 1Y: 94.59%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GGME vs. AIS - Expense Ratio Comparison

GGME has a 0.60% expense ratio, which is lower than AIS's 0.75% expense ratio.

AIS

VistaShares Artificial Intelligence Supercycle ETF

GGME

Invesco Next Gen Media and Gaming ETF

Return for Risk

GGME vs. AIS — Risk / Return Rank

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

GGME

GGME Risk / Return Rank: 14
GGME Sharpe Ratio Rank: 14
GGME Sortino Ratio Rank: 15
GGME Omega Ratio Rank: 15
GGME Calmar Ratio Rank: 13
GGME Martin Ratio Rank: 13

AIS

AIS Risk / Return Rank: 95
AIS Sharpe Ratio Rank: 96
AIS Sortino Ratio Rank: 95
AIS Omega Ratio Rank: 93
AIS Calmar Ratio Rank: 97
AIS Martin Ratio Rank: 96

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.

GGME vs. AIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Next Gen Media and Gaming ETF (GGME) 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.

	GGME	AIS	Difference
Sharpe ratio Return per unit of total volatility	0.10	2.60	-2.50
Sortino ratio Return per unit of downside risk	0.33	3.09	-2.76
Omega ratio Gain probability vs. loss probability	1.05	1.43	-0.39
Calmar ratio Return relative to maximum drawdown	0.07	4.94	-4.87
Martin ratio Return relative to average drawdown	0.18	17.02	-16.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GGME vs. AIS - Sharpe Ratio Comparison

The current GGME Sharpe Ratio is 0.10, which is lower than the AIS Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of GGME and AIS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GGME	AIS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.10	2.60	-2.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.02	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	1.33	-1.04

Correlation

The correlation between GGME and AIS is 0.74, 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

GGME vs. AIS - Dividend Comparison

GGME's dividend yield for the trailing twelve months is around 0.15%, while AIS has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GGME Invesco Next Gen Media and Gaming ETF	0.15%	0.17%	0.08%	2.31%	0.76%	0.39%	0.38%	0.50%	0.93%	0.33%	0.16%	1.11%
AIS VistaShares Artificial Intelligence Supercycle ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

GGME vs. AIS - Drawdown Comparison

The maximum GGME drawdown since its inception was -69.13%, which is greater than AIS's maximum drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for GGME and AIS.

Drawdown Indicators

	GGME	AIS	Difference
Max Drawdown Largest peak-to-trough decline	-69.13%	-32.78%	-36.35%
Max Drawdown (1Y) Largest decline over 1 year	-25.23%	-18.75%	-6.48%
Max Drawdown (5Y) Largest decline over 5 years	-44.90%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-46.35%	—	—
Current Drawdown Current decline from peak	-22.59%	-10.75%	-11.84%
Average Drawdown Average peak-to-trough decline	-14.55%	-5.96%	-8.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.80%	5.44%	+4.36%

Volatility

GGME vs. AIS - Volatility Comparison

The current volatility for Invesco Next Gen Media and Gaming ETF (GGME) is 6.79%, while VistaShares Artificial Intelligence Supercycle ETF (AIS) has a volatility of 15.90%. This indicates that GGME 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

	GGME	AIS	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.79%	15.90%	-9.11%
Volatility (6M) Calculated over the trailing 6-month period	14.41%	26.94%	-12.53%
Volatility (1Y) Calculated over the trailing 1-year period	24.27%	36.55%	-12.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.11%	36.11%	-12.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.05%	36.11%	-13.06%