ITEQ vs. AIFD

Last updated Jun 4, 2026

ITEQ (BlueStar Israel Technology ETF) and AIFD (TCW Artificial Intelligence ETF) are both Technology Equities funds. ITEQ is passively managed, while AIFD is actively managed. Over the past year, ITEQ returned 27.92% vs 98.66% for AIFD. A 0.73 correlation means they provide meaningful diversification when combined. Both charge a 0.75% expense ratio.

Performance

ITEQ vs. AIFD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlueStar Israel Technology ETF (ITEQ) and TCW Artificial Intelligence ETF (AIFD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ITEQ achieves a 17.19% return, which is significantly lower than AIFD's 49.97% return.

ITEQ

• 1D: -2.89%
• 1M: 7.48%
• YTD: 17.19%
• 6M: 20.44%
• 1Y: 27.92%
• 3Y*: 14.27%
• 5Y*: 0.67%
• 10Y*: 11.00%

AIFD

• 1D: -1.63%
• 1M: 17.54%
• YTD: 49.97%
• 6M: 50.25%
• 1Y: 98.66%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ITEQ vs. AIFD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ITEQ BlueStar Israel Technology ETF	17.19%	13.71%	14.50%
AIFD TCW Artificial Intelligence ETF	49.97%	28.30%	14.65%

Correlation

The correlation between ITEQ and AIFD is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (All Time) Calculated using the full available price history since May 7, 2024	0.73

The correlation between ITEQ and AIFD has been stable across timeframes, ranging from 0.67 to 0.73 - a consistent structural relationship.

ITEQ vs. AIFD - Sectors Allocation Comparison

Sectors	ITEQ	AIFD
Technology	58.7%	71.1%
Industrials	16.6%	10.2%
Utilities	10.1%	-
Financial Services	5.1%	-
Consumer Cyclical	3.3%	6.1%
Healthcare	2.3%	-
Energy	2.0%	-
Communication Services	1.4%	11.0%
Basic Materials	-	-
Consumer Defensive	-	-
Real Estate	-	-

Return for Risk

ITEQ vs. AIFD — Risk / Return Rank

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

ITEQ

ITEQ Risk / Return Rank: 35
ITEQ Sharpe Ratio Rank: 33
ITEQ Sortino Ratio Rank: 32
ITEQ Omega Ratio Rank: 30
ITEQ Calmar Ratio Rank: 44
ITEQ Martin Ratio Rank: 37

AIFD

AIFD Risk / Return Rank: 93
AIFD Sharpe Ratio Rank: 95
AIFD Sortino Ratio Rank: 91
AIFD Omega Ratio Rank: 90
AIFD Calmar Ratio Rank: 95
AIFD 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.

ITEQ vs. AIFD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlueStar Israel Technology ETF (ITEQ) and TCW Artificial Intelligence ETF (AIFD). 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.

	ITEQ	AIFD	Difference
Sharpe ratio: Return per unit of total volatility	1.23	3.89	-2.66
Sortino ratio: Return per unit of downside risk	1.75	4.36	-2.60
Omega ratio: Gain probability vs. loss probability	1.21	1.58	-0.38
Calmar ratio: Return relative to maximum drawdown	2.15	8.44	-6.30
Martin ratio: Return relative to average drawdown	5.76	35.74	-29.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ITEQ vs. AIFD - Sharpe Ratio Comparison

The current ITEQ Sharpe Ratio is 1.23, which is lower than the AIFD Sharpe Ratio of 3.89. The chart below compares the historical Sharpe Ratios of ITEQ and AIFD, 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

	ITEQ	AIFD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.23	3.89	-2.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.03	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	1.59	-1.16

Drawdowns

ITEQ vs. AIFD - Drawdown Comparison

The maximum ITEQ drawdown since its inception was -54.63%, which is greater than AIFD's maximum drawdown of -33.20%. Use the drawdown chart below to compare losses from any high point for ITEQ and AIFD.

Drawdown Indicators

	ITEQ	AIFD	Difference
Max Drawdown Largest peak-to-trough decline	-54.63%	-33.20%	-21.43%
Max Drawdown (1Y) Largest decline over 1 year	-13.07%	-11.75%	-1.32%
Max Drawdown (3Y) Largest decline over 3 years	-26.78%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-50.29%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-54.63%	—	—
Current Drawdown Current decline from peak	-13.17%	-1.63%	-11.54%
Average Drawdown Average peak-to-trough decline	-18.52%	-5.73%	-12.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.86%	2.77%	+2.09%

Volatility

ITEQ vs. AIFD - Volatility Comparison

The current volatility for BlueStar Israel Technology ETF (ITEQ) is 7.71%, while TCW Artificial Intelligence ETF (AIFD) has a volatility of 9.02%. This indicates that ITEQ experiences smaller price fluctuations and is considered to be less risky than AIFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ITEQ	AIFD	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.71%	9.02%	-1.31%
Volatility (6M) Calculated over the trailing 6-month period	17.33%	19.84%	-2.51%
Volatility (1Y) Calculated over the trailing 1-year period	22.77%	25.54%	-2.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.96%	29.34%	-4.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.40%	29.34%	-5.94%

ITEQ vs. AIFD - Expense Ratio Comparison

Both ITEQ and AIFD have an expense ratio of 0.75%.

Dividends

ITEQ vs. AIFD - Dividend Comparison

ITEQ's dividend yield for the trailing twelve months is around 0.72%, while AIFD has not paid dividends to shareholders.

Position	TTM	2025	2024
AIFD TCW Artificial Intelligence ETF	0.00%	0.00%	0.00%
ITEQ BlueStar Israel Technology ETF	0.72%	0.85%	0.01%

Frequently Asked Questions

Can I hold both ITEQ and AIFD in my portfolio?

ITEQ and AIFD have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ITEQ or AIFD?

AIFD has higher volatility (9.02%) compared to ITEQ (7.71%). In terms of maximum drawdown, ITEQ dropped -54.63% vs AIFD's -33.20%.

Which ETF is better, ITEQ or AIFD?

On 1-year performance, AIFD leads with 98.66% vs 27.92% for ITEQ. Both ETFs have the same 0.75% expense ratio. On volatility, ITEQ has been the lower-risk option at 7.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ITEQ or AIFD?

Over the 1-year period, AIFD has performed better with a 98.66% return vs 27.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ITEQ or AIFD?

ITEQ and AIFD have the same expense ratio: 0.75% per year.

Which ETF pays a higher dividend yield, ITEQ or AIFD?

ITEQ has the higher dividend yield at 0.72%, compared with 0.00% for AIFD.

What is the main difference between ITEQ and AIFD?

They also come from different issuers: ETFMG and TCW.

Which has better risk-adjusted returns?

AIFD currently has the higher Sharpe Ratio (3.89 vs 1.23), 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.