IGM vs. AIS

Last updated Jun 24, 2026

IGM (iShares Expanded Tech Sector ETF) and AIS (VistaShares Artificial Intelligence Supercycle ETF) are both Technology Equities funds. IGM is passively managed, while AIS is actively managed. Over the past year, IGM returned 47.83% vs 204.96% for AIS. Their correlation of 0.86 suggests significant overlap in exposure. IGM charges 0.39%/yr vs 0.75%/yr for AIS.

Performance

IGM vs. AIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Expanded Tech Sector ETF (IGM) 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, IGM achieves a 22.65% return, which is significantly lower than AIS's 113.37% return.

IGM

• 1D: -3.56%
• 1M: 0.74%
• YTD: 22.65%
• 6M: 21.02%
• 1Y: 47.83%
• 3Y*: 35.67%
• 5Y*: 19.25%
• 10Y*: 24.86%

AIS

• 1D: -8.85%
• 1M: 12.86%
• YTD: 113.37%
• 6M: 114.50%
• 1Y: 204.96%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IGM vs. AIS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
IGM iShares Expanded Tech Sector ETF	22.65%	26.76%	-0.36%
AIS VistaShares Artificial Intelligence Supercycle ETF	113.37%	58.35%	-4.74%

Correlation

The correlation between IGM and AIS is 0.84, 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	0.84
Correlation (All Time) Calculated using the full available price history since Dec 3, 2024	0.86

The correlation between IGM and AIS has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

IGM vs. AIS - Sectors Allocation Comparison

Sectors	IGM	AIS
Technology	84.5%	88.5%
Communication Services	14.4%	-
Industrials	0.3%	7.4%
Financial Services	0.3%	-0.0%
Energy	0.2%	-
Consumer Cyclical	0.0%	-
Basic Materials	0.0%	-
Consumer Defensive	-	-
Healthcare	-	-
Real Estate	-	-
Utilities	-	2.6%

Return for Risk

IGM vs. AIS — Risk / Return Rank

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

IGM

IGM Risk / Return Rank: 61
IGM Sharpe Ratio Rank: 68
IGM Sortino Ratio Rank: 59
IGM Omega Ratio Rank: 60
IGM Calmar Ratio Rank: 61
IGM Martin Ratio Rank: 57

AIS

AIS Risk / Return Rank: 96
AIS Sharpe Ratio Rank: 98
AIS Sortino Ratio Rank: 94
AIS Omega Ratio Rank: 94
AIS Calmar Ratio Rank: 98
AIS Martin Ratio Rank: 97

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.

IGM vs. AIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech Sector ETF (IGM) 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.

	IGM	AIS	Difference
Sharpe ratio: Return per unit of total volatility	2.11	4.96	-2.84
Sortino ratio: Return per unit of downside risk	2.67	4.50	-1.83
Omega ratio: Gain probability vs. loss probability	1.36	1.65	-0.30
Calmar ratio: Return relative to maximum drawdown	2.92	13.02	-10.10
Martin ratio: Return relative to average drawdown	9.77	39.90	-30.13

IGM vs. AIS - Sharpe Ratio Comparison

The current IGM Sharpe Ratio is 2.11, which is lower than the AIS Sharpe Ratio of 4.96. The chart below compares the historical Sharpe Ratios of IGM 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

IGM vs. AIS - Drawdown Comparison

The maximum IGM drawdown since its inception was -65.59%, which is greater than AIS's maximum drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for IGM and AIS.

Drawdown Indicators

	IGM	AIS	Difference
Max Drawdown Largest peak-to-trough decline	-65.59%	-32.78%	-32.81%
Max Drawdown (1Y) Largest decline over 1 year	-16.44%	-15.84%	-0.60%
Max Drawdown (3Y) Largest decline over 3 years	-26.39%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-40.68%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-40.68%	—	—
Current Drawdown Current decline from peak	-7.39%	-8.85%	+1.46%
Average Drawdown Average peak-to-trough decline	-15.21%	-5.48%	-9.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.91%	5.16%	-0.25%

Volatility

IGM vs. AIS - Volatility Comparison

The current volatility for iShares Expanded Tech Sector ETF (IGM) is 11.53%, while VistaShares Artificial Intelligence Supercycle ETF (AIS) has a volatility of 23.82%. This indicates that IGM 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

	IGM	AIS	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.53%	23.82%	-12.29%
Volatility (6M) Calculated over the trailing 6-month period	18.67%	36.25%	-17.58%
Volatility (1Y) Calculated over the trailing 1-year period	22.76%	41.61%	-18.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.07%	41.09%	-15.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.71%	41.09%	-16.38%

IGM vs. AIS - Expense Ratio Comparison

IGM has a 0.39% expense ratio, which is lower than AIS's 0.75% expense ratio.

Dividends

IGM vs. AIS - Dividend Comparison

IGM's dividend yield for the trailing twelve months is around 0.14%, while AIS has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
IGM iShares Expanded Tech Sector ETF	0.14%	0.17%	0.22%	0.33%	0.66%	0.16%	0.32%	0.50%	0.57%	0.57%	0.90%	0.79%

Frequently Asked Questions

Can I hold both IGM and AIS in my portfolio?

IGM and AIS have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IGM or AIS?

AIS has higher volatility (23.82%) compared to IGM (11.53%). In terms of maximum drawdown, IGM dropped -65.59% vs AIS's -32.78%.

Which ETF is better, IGM or AIS?

On 1-year performance, AIS leads with 204.96% vs 47.83% for IGM. On fees, IGM is cheaper at 0.39% per year. On volatility, IGM has been the lower-risk option at 11.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IGM or AIS?

Over the 1-year period, AIS has performed better with a 204.96% return vs 47.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IGM or AIS?

IGM is cheaper with a 0.39% expense ratio, compared with 0.75% for AIS.

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

IGM has the higher dividend yield at 0.14%, compared with 0.00% for AIS.

What is the main difference between IGM and AIS?

They also come from different issuers: iShares and VistaShares. Their fees differ too: 0.39% for IGM and 0.75% for AIS.

Which has better risk-adjusted returns?

AIS currently has the higher Sharpe Ratio (4.96 vs 2.11), 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.