GXPT vs. AIS

Last updated Aug 4, 2026

GXPT (Global X PureCap MSCI Information Technology ETF) and AIS (VistaShares Artificial Intelligence Supercycle ETF) are both exchange-traded funds - GXPT is a Technology Equities fund tracking the MSCI USA Information Technology PureCap Index, while AIS is a Artificial Intelligence fund actively managed by VistaShares. GXPT is passively managed, while AIS is actively managed. Over the past year, GXPT returned 30.95% vs 125.16% for AIS. Their correlation of 0.81 means they have usually moved in the same direction. GXPT charges 0.15%/yr vs 0.75%/yr for AIS.

Performance

GXPT vs. AIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X PureCap MSCI Information Technology ETF (GXPT) and VistaShares Artificial Intelligence Supercycle ETF (AIS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GXPT achieves a 17.60% return, which is significantly lower than AIS's 72.78% return.

GXPT

• 1D: 1.42%
• 1M: 1.35%
• 6M: 19.51%
• YTD: 17.60%
• 1Y: 30.95%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 30.08%

AIS

• 1D: 2.42%
• 1M: -12.08%
• 6M: 49.99%
• YTD: 72.78%
• 1Y: 125.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 77.79%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AIS VistaShares Artificial Intelligence Supercycle ETF	$38.16M	$40.99M	$51.37M
GXPT Global X PureCap MSCI Information Technology ETF	$16.90M	$9.50M	$5.80M

GXPT vs. AIS - Yearly Performance Comparison

	2026 (YTD)	2025
GXPT Global X PureCap MSCI Information Technology ETF	17.60%	11.47%
AIS VistaShares Artificial Intelligence Supercycle ETF	72.78%	33.65%

Correlation

The correlation between GXPT and AIS is 0.81, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.81
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025	0.81

The correlation between GXPT and AIS has been stable across timeframes, ranging from 0.81 to 0.81 - a consistent structural relationship.

Return for Risk

GXPT vs. AIS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GXPT

GXPT Risk / Return Rank: 45
GXPT Sharpe Ratio Rank: 50
GXPT Sortino Ratio Rank: 48
GXPT Omega Ratio Rank: 45
GXPT Calmar Ratio Rank: 43
GXPT Martin Ratio Rank: 39

AIS

AIS Risk / Return Rank: 89
AIS Sharpe Ratio Rank: 94
AIS Sortino Ratio Rank: 85
AIS Omega Ratio Rank: 87
AIS Calmar Ratio Rank: 88
AIS Martin Ratio Rank: 91

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GXPT vs. AIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X PureCap MSCI Information Technology ETF (GXPT) 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.

	GXPT	AIS	Difference
Sharpe ratio: Return per unit of total volatility	1.32	2.64	-1.31
Sortino ratio: Return per unit of downside risk	1.87	2.87	-1.00
Omega ratio: Gain probability vs. loss probability	1.23	1.39	-0.16
Calmar ratio: Return relative to maximum drawdown	1.66	3.66	-2.00
Martin ratio: Return relative to average drawdown	4.35	14.88	-10.53

GXPT vs. AIS - Sharpe Ratio Comparison

The current GXPT Sharpe Ratio is 1.32, which is lower than the AIS Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of GXPT and AIS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GXPT vs. AIS - Drawdown Comparison

The maximum GXPT drawdown since its inception was -18.74%, smaller than the maximum AIS drawdown of -34.44%. Use the drawdown chart below to compare losses from any high point for GXPT and AIS.

Drawdown Indicators

	GXPT	AIS	Difference
Max Drawdown Largest peak-to-trough decline	-18.74%	-34.44%	+15.70%
Max Drawdown (1Y) Largest decline over 1 year	-18.74%	-34.44%	+15.70%
Current Drawdown Current decline from peak	-8.14%	-26.18%	+18.04%
Average Drawdown Average peak-to-trough decline	-5.46%	-6.35%	+0.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.13%	8.44%	-1.31%

Volatility

GXPT vs. AIS - Volatility Comparison

The current volatility for Global X PureCap MSCI Information Technology ETF (GXPT) is 7.76%, while VistaShares Artificial Intelligence Supercycle ETF (AIS) has a volatility of 20.84%. This indicates that GXPT 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

	GXPT	AIS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.76%	20.84%	-13.08%
Volatility (6M) Calculated over the trailing 6-month period	19.32%	43.14%	-23.82%
Volatility (1Y) Calculated over the trailing 1-year period	23.53%	47.84%	-24.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.28%	43.98%	-20.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.28%	43.98%	-20.70%

GXPT vs. AIS - Expense Ratio Comparison

GXPT has a 0.15% expense ratio, which is lower than AIS's 0.75% expense ratio.

Dividends

GXPT vs. AIS - Dividend Comparison

GXPT's dividend yield for the trailing twelve months is around 0.22%, while AIS has not paid dividends to shareholders.

Position	TTM	2025
AIS VistaShares Artificial Intelligence Supercycle ETF	0.00%	0.00%
GXPT Global X PureCap MSCI Information Technology ETF	0.22%	0.14%

Frequently Asked Questions

Can I hold both GXPT and AIS in my portfolio?

GXPT and AIS have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GXPT or AIS?

AIS has higher volatility (20.84%) compared to GXPT (7.76%). In terms of maximum drawdown, GXPT dropped -18.74% vs AIS's -34.44%.

Which ETF is better, GXPT or AIS?

On 1-year performance, AIS leads with 125.16% vs 30.95% for GXPT. On fees, GXPT is cheaper at 0.15% per year. On volatility, GXPT has been the lower-risk option at 7.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GXPT or AIS?

Over the 1-year period, AIS has performed better with a 125.16% return vs 30.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GXPT or AIS?

GXPT is cheaper with a 0.15% expense ratio, compared with 0.75% for AIS.

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

GXPT has the higher dividend yield at 0.22%, compared with 0.00% for AIS.

What is the main difference between GXPT and AIS?

GXPT is categorized as Technology Equities, while AIS is Artificial Intelligence. They also come from different issuers: Global X and VistaShares. Their fees differ too: 0.15% for GXPT and 0.75% for AIS.

Which has better risk-adjusted returns?

AIS currently has the higher Sharpe Ratio (2.64 vs 1.32), 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.