GPTY vs. AIQ

Last updated Jun 4, 2026

GPTY (YieldMax AI & Tech Portfolio Option Income ETF) and AIQ (Global X Artificial Intelligence & Technology ETF) are both exchange-traded funds - GPTY is a Derivative Income fund actively managed by YieldMax, while AIQ is a Technology Equities fund tracking the Indxx Artificial Intelligence & Big Data Index. GPTY is actively managed, while AIQ is passively managed. Over the past year, GPTY returned 55.13% vs 69.19% for AIQ. Their correlation of 0.90 suggests significant overlap in exposure. GPTY charges 0.99%/yr vs 0.68%/yr for AIQ.

Performance

GPTY vs. AIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AI & Tech Portfolio Option Income ETF (GPTY) and Global X Artificial Intelligence & Technology ETF (AIQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with GPTY having a 36.39% return and AIQ slightly lower at 35.98%.

GPTY

• 1D: -1.40%
• 1M: 19.04%
• YTD: 36.39%
• 6M: 32.30%
• 1Y: 55.13%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AIQ

• 1D: -1.40%
• 1M: 21.10%
• YTD: 35.98%
• 6M: 36.15%
• 1Y: 69.19%
• 3Y*: 37.50%
• 5Y*: 19.07%
• 10Y*: —

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

GPTY vs. AIQ - Yearly Performance Comparison

	2026 (YTD)	2025
GPTY YieldMax AI & Tech Portfolio Option Income ETF	36.39%	17.15%
AIQ Global X Artificial Intelligence & Technology ETF	35.98%	24.88%

Correlation

The correlation between GPTY and AIQ is 0.88, 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	0.88
Correlation (All Time) Calculated using the full available price history since Jan 24, 2025	0.90

The correlation between GPTY and AIQ has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.

GPTY vs. AIQ - Sectors Allocation Comparison

Sectors	GPTY	AIQ
Technology	77.9%	73.3%
Communication Services	10.4%	13.2%
Consumer Cyclical	7.6%	8.5%
Financial Services	4.1%	0.4%
Basic Materials	-	-
Consumer Defensive	-	-
Energy	-	-
Healthcare	-	0.4%
Industrials	-	4.2%
Real Estate	-	-
Utilities	-	-

Return for Risk

GPTY vs. AIQ — Risk / Return Rank

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

GPTY

GPTY Risk / Return Rank: 60
GPTY Sharpe Ratio Rank: 70
GPTY Sortino Ratio Rank: 62
GPTY Omega Ratio Rank: 64
GPTY Calmar Ratio Rank: 57
GPTY Martin Ratio Rank: 46

AIQ

AIQ Risk / Return Rank: 81
AIQ Sharpe Ratio Rank: 88
AIQ Sortino Ratio Rank: 81
AIQ Omega Ratio Rank: 80
AIQ Calmar Ratio Rank: 80
AIQ Martin Ratio Rank: 75

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.

GPTY vs. AIQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AI & Tech Portfolio Option Income ETF (GPTY) and Global X Artificial Intelligence & Technology ETF (AIQ). 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.

	GPTY	AIQ	Difference
Sharpe ratio: Return per unit of total volatility	2.33	3.02	-0.69
Sortino ratio: Return per unit of downside risk	2.98	3.70	-0.73
Omega ratio: Gain probability vs. loss probability	1.39	1.49	-0.09
Calmar ratio: Return relative to maximum drawdown	2.87	4.22	-1.35
Martin ratio: Return relative to average drawdown	7.65	14.59	-6.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GPTY vs. AIQ - Sharpe Ratio Comparison

The current GPTY Sharpe Ratio is 2.33, which is comparable to the AIQ Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of GPTY and AIQ, 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

	GPTY	AIQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.33	3.02	-0.69
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.76	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.44	0.84	+0.60

Drawdowns

GPTY vs. AIQ - Drawdown Comparison

The maximum GPTY drawdown since its inception was -26.62%, smaller than the maximum AIQ drawdown of -44.66%. Use the drawdown chart below to compare losses from any high point for GPTY and AIQ.

Drawdown Indicators

	GPTY	AIQ	Difference
Max Drawdown Largest peak-to-trough decline	-26.62%	-44.66%	+18.04%
Max Drawdown (1Y) Largest decline over 1 year	-19.32%	-16.47%	-2.85%
Max Drawdown (3Y) Largest decline over 3 years	—	-26.35%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-44.66%	—
Current Drawdown Current decline from peak	-1.40%	-1.40%	0.00%
Average Drawdown Average peak-to-trough decline	-6.52%	-9.80%	+3.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.23%	4.76%	+2.47%

Volatility

GPTY vs. AIQ - Volatility Comparison

The current volatility for YieldMax AI & Tech Portfolio Option Income ETF (GPTY) is 7.41%, while Global X Artificial Intelligence & Technology ETF (AIQ) has a volatility of 8.60%. This indicates that GPTY experiences smaller price fluctuations and is considered to be less risky than AIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GPTY	AIQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.41%	8.60%	-1.19%
Volatility (6M) Calculated over the trailing 6-month period	18.19%	18.46%	-0.27%
Volatility (1Y) Calculated over the trailing 1-year period	23.95%	23.04%	+0.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.85%	25.33%	+3.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.85%	25.50%	+3.35%

GPTY vs. AIQ - Expense Ratio Comparison

GPTY has a 0.99% expense ratio, which is higher than AIQ's 0.68% expense ratio.

Dividends

GPTY vs. AIQ - Dividend Comparison

GPTY's dividend yield for the trailing twelve months is around 32.54%, more than AIQ's 0.14% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
AIQ Global X Artificial Intelligence & Technology ETF	0.14%	0.18%	0.14%	0.16%	0.56%	0.15%	0.50%	0.51%	0.51%
GPTY YieldMax AI & Tech Portfolio Option Income ETF	32.54%	34.23%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GPTY and AIQ in my portfolio?

GPTY and AIQ have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GPTY or AIQ?

AIQ has higher volatility (8.60%) compared to GPTY (7.41%). In terms of maximum drawdown, GPTY dropped -26.62% vs AIQ's -44.66%.

Which ETF is better, GPTY or AIQ?

On 1-year performance, AIQ leads with 69.19% vs 55.13% for GPTY. On fees, AIQ is cheaper at 0.68% per year. On volatility, GPTY has been the lower-risk option at 7.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GPTY or AIQ?

Over the 1-year period, AIQ has performed better with a 69.19% return vs 55.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GPTY or AIQ?

AIQ is cheaper with a 0.68% expense ratio, compared with 0.99% for GPTY.

Which ETF pays a higher dividend yield, GPTY or AIQ?

GPTY has the higher dividend yield at 32.54%, compared with 0.14% for AIQ.

What is the main difference between GPTY and AIQ?

GPTY is categorized as Derivative Income, while AIQ is Technology Equities. They also come from different issuers: YieldMax and Global X. Their fees differ too: 0.99% for GPTY and 0.68% for AIQ.

Which has better risk-adjusted returns?

AIQ currently has the higher Sharpe Ratio (3.02 vs 2.33), 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.