IETC vs. ARTY

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Evolved U.S. Technology ETF (IETC) and iShares Future AI & Tech ETF (ARTY).

IETC and ARTY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IETC is an actively managed fund by iShares. It was launched on Mar 21, 2018. ARTY is a passively managed fund by iShares that tracks the performance of the Morningstar Global Artificial Intelligence Select Index. It was launched on Jun 26, 2018.

Performance

IETC vs. ARTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Evolved U.S. Technology ETF (IETC) and iShares Future AI & Tech ETF (ARTY). The values are adjusted to include any dividend payments, if applicable.

IETC vs. ARTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
IETC iShares Evolved U.S. Technology ETF	-12.93%	19.56%	37.57%	54.35%	-32.78%	29.73%	46.59%	43.09%	-9.10%
ARTY iShares Future AI & Tech ETF	-3.42%	29.97%	8.02%	36.37%	-37.89%	6.32%	48.85%	34.47%	-14.31%

Returns By Period

In the year-to-date period, IETC achieves a -12.93% return, which is significantly lower than ARTY's -3.42% return.

IETC

• 1D: 4.09%
• 1M: -2.74%
• YTD: -12.93%
• 6M: -13.11%
• 1Y: 18.42%
• 3Y*: 23.99%
• 5Y*: 13.05%
• 10Y*: —

ARTY

• 1D: 5.27%
• 1M: -8.78%
• YTD: -3.42%
• 6M: 1.64%
• 1Y: 47.95%
• 3Y*: 14.58%
• 5Y*: 2.03%
• 10Y*: —

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

IETC vs. ARTY - Expense Ratio Comparison

IETC has a 0.18% expense ratio, which is lower than ARTY's 0.47% expense ratio.

ARTY

iShares Future AI & Tech ETF

IETC

iShares Evolved U.S. Technology ETF

Return for Risk

IETC vs. ARTY — Risk / Return Rank

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

IETC

IETC Risk / Return Rank: 39
IETC Sharpe Ratio Rank: 40
IETC Sortino Ratio Rank: 44
IETC Omega Ratio Rank: 41
IETC Calmar Ratio Rank: 37
IETC Martin Ratio Rank: 31

ARTY

ARTY Risk / Return Rank: 81
ARTY Sharpe Ratio Rank: 81
ARTY Sortino Ratio Rank: 81
ARTY Omega Ratio Rank: 77
ARTY Calmar Ratio Rank: 86
ARTY Martin Ratio Rank: 81

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.

IETC vs. ARTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Evolved U.S. Technology ETF (IETC) and iShares Future AI & Tech ETF (ARTY). 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.

	IETC	ARTY	Difference
Sharpe ratio Return per unit of total volatility	0.70	1.48	-0.78
Sortino ratio Return per unit of downside risk	1.16	2.05	-0.89
Omega ratio Gain probability vs. loss probability	1.15	1.28	-0.12
Calmar ratio Return relative to maximum drawdown	0.85	2.48	-1.63
Martin ratio Return relative to average drawdown	2.56	8.54	-5.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IETC vs. ARTY - Sharpe Ratio Comparison

The current IETC Sharpe Ratio is 0.70, which is lower than the ARTY Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of IETC and ARTY, 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

	IETC	ARTY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.70	1.48	-0.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	0.07	+0.46
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	0.37	+0.36

Correlation

The correlation between IETC and ARTY is 0.86, 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

IETC vs. ARTY - Dividend Comparison

IETC's dividend yield for the trailing twelve months is around 0.45%, while ARTY has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
IETC iShares Evolved U.S. Technology ETF	0.45%	0.38%	0.52%	0.79%	0.92%	0.73%	0.48%	0.95%	1.27%
ARTY iShares Future AI & Tech ETF	0.00%	0.00%	0.50%	0.88%	0.75%	2.41%	0.53%	0.69%	0.34%

Drawdowns

IETC vs. ARTY - Drawdown Comparison

The maximum IETC drawdown since its inception was -38.48%, smaller than the maximum ARTY drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for IETC and ARTY.

Drawdown Indicators

	IETC	ARTY	Difference
Max Drawdown Largest peak-to-trough decline	-38.48%	-54.50%	+16.02%
Max Drawdown (1Y) Largest decline over 1 year	-21.19%	-18.81%	-2.38%
Max Drawdown (5Y) Largest decline over 5 years	-38.48%	-50.53%	+12.05%
Current Drawdown Current decline from peak	-17.97%	-14.53%	-3.44%
Average Drawdown Average peak-to-trough decline	-8.20%	-20.24%	+12.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.03%	5.46%	+1.57%

Volatility

IETC vs. ARTY - Volatility Comparison

The current volatility for iShares Evolved U.S. Technology ETF (IETC) is 7.96%, while iShares Future AI & Tech ETF (ARTY) has a volatility of 13.21%. This indicates that IETC experiences smaller price fluctuations and is considered to be less risky than ARTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IETC	ARTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.96%	13.21%	-5.25%
Volatility (6M) Calculated over the trailing 6-month period	16.75%	23.20%	-6.45%
Volatility (1Y) Calculated over the trailing 1-year period	26.59%	32.56%	-5.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.41%	27.89%	-3.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.43%	27.42%	-1.99%