ITEQ vs. AIS

Last updated Aug 4, 2026

ITEQ (BlueStar Israel Technology ETF) and AIS (VistaShares Artificial Intelligence Supercycle ETF) are both exchange-traded funds - ITEQ is a Technology Equities fund tracking the BlueStar Israel Global Technology Index, while AIS is a Artificial Intelligence fund actively managed by VistaShares. ITEQ is passively managed, while AIS is actively managed. Over the past year, ITEQ returned 21.03% vs 125.16% for AIS. Their 0.66 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.75% expense ratio.

Performance

ITEQ vs. AIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlueStar Israel Technology ETF (ITEQ) 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, ITEQ achieves a 10.36% return, which is significantly lower than AIS's 72.78% return.

ITEQ

• 1D: 2.65%
• 1M: -3.28%
• 6M: 5.33%
• YTD: 10.36%
• 1Y: 21.03%
• 3Y*: 12.50%
• 5Y*: -1.44%
• 10Y*: 9.84%
• ALL TIME*: 9.19%

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
ITEQ BlueStar Israel Technology ETF	$214.03K	$196.04K	$284.63K

ITEQ vs. AIS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ITEQ BlueStar Israel Technology ETF	10.36%	13.71%	-2.39%
AIS VistaShares Artificial Intelligence Supercycle ETF	72.78%	58.35%	-4.74%

Correlation

The correlation between ITEQ and AIS is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.60
Correlation (All Time) Calculated using the full available price history since Dec 3, 2024	0.66

The correlation between ITEQ and AIS has been stable across timeframes, ranging from 0.60 to 0.66 - a consistent structural relationship.

ITEQ vs. AIS - Sectors Allocation Comparison

Sectors	ITEQ	AIS
Technology	64.1%	87.2%
Industrials	11.2%	6.8%
Utilities	9.1%	2.9%
Financial Services	5.1%	-0.0%
Healthcare	4.4%	-
Consumer Cyclical	3.3%	-
Communication Services	2.9%	-
Energy	1.4%	-
Basic Materials	-	-
Consumer Defensive	-	0.3%
Real Estate	-	-

Return for Risk

ITEQ vs. AIS — Risk / Return Rank

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

ITEQ

ITEQ Risk / Return Rank: 36
ITEQ Sharpe Ratio Rank: 34
ITEQ Sortino Ratio Rank: 34
ITEQ Omega Ratio Rank: 31
ITEQ Calmar Ratio Rank: 43
ITEQ Martin Ratio Rank: 38

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.

ITEQ vs. AIS - Risk-Adjusted Trends Comparison

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

	ITEQ	AIS	Difference
Sharpe ratio: Return per unit of total volatility	0.86	2.64	-1.78
Sortino ratio: Return per unit of downside risk	1.31	2.87	-1.56
Omega ratio: Gain probability vs. loss probability	1.15	1.39	-0.24
Calmar ratio: Return relative to maximum drawdown	1.59	3.66	-2.07
Martin ratio: Return relative to average drawdown	3.96	14.88	-10.92

ITEQ vs. AIS - Sharpe Ratio Comparison

The current ITEQ Sharpe Ratio is 0.86, which is lower than the AIS Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of ITEQ 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

ITEQ vs. AIS - Drawdown Comparison

The maximum ITEQ drawdown since its inception was -54.63%, which is greater than AIS's maximum drawdown of -34.44%. Use the drawdown chart below to compare losses from any high point for ITEQ and AIS.

Drawdown Indicators

	ITEQ	AIS	Difference
Max Drawdown Largest peak-to-trough decline	-54.63%	-34.44%	-20.19%
Max Drawdown (1Y) Largest decline over 1 year	-13.29%	-34.44%	+21.15%
Max Drawdown (3Y) Largest decline over 3 years	-22.90%	—	—
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	-18.23%	-26.18%	+7.95%
Average Drawdown Average peak-to-trough decline	-18.49%	-6.35%	-12.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.32%	8.44%	-3.12%

Volatility

ITEQ vs. AIS - Volatility Comparison

The current volatility for BlueStar Israel Technology ETF (ITEQ) is 8.08%, while VistaShares Artificial Intelligence Supercycle ETF (AIS) has a volatility of 20.84%. This indicates that ITEQ 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

	ITEQ	AIS	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.08%	20.84%	-12.76%
Volatility (6M) Calculated over the trailing 6-month period	19.94%	43.14%	-23.20%
Volatility (1Y) Calculated over the trailing 1-year period	24.63%	47.84%	-23.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.36%	43.98%	-18.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.57%	43.98%	-20.41%

ITEQ vs. AIS - Expense Ratio Comparison

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

Dividends

ITEQ vs. AIS - Dividend Comparison

ITEQ's dividend yield for the trailing twelve months is around 0.77%, while AIS has not paid dividends to shareholders.

Position	TTM	2025	2024
AIS VistaShares Artificial Intelligence Supercycle ETF	0.00%	0.00%	0.00%
ITEQ BlueStar Israel Technology ETF	0.77%	0.85%	0.01%

Frequently Asked Questions

Can I hold both ITEQ and AIS in my portfolio?

ITEQ and AIS have a correlation of 0.60, 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 AIS?

AIS has higher volatility (20.84%) compared to ITEQ (8.08%). In terms of maximum drawdown, ITEQ dropped -54.63% vs AIS's -34.44%.

Which ETF is better, ITEQ or AIS?

On 1-year performance, AIS leads with 125.16% vs 21.03% for ITEQ. Both ETFs have the same 0.75% expense ratio. On volatility, ITEQ has been the lower-risk option at 8.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ITEQ or AIS?

Over the 1-year period, AIS has performed better with a 125.16% return vs 21.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ITEQ or AIS?

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

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

ITEQ has the higher dividend yield at 0.77%, compared with 0.00% for AIS.

What is the main difference between ITEQ and AIS?

ITEQ is categorized as Technology Equities, while AIS is Artificial Intelligence. They also come from different issuers: ETFMG and VistaShares.

Which has better risk-adjusted returns?

AIS currently has the higher Sharpe Ratio (2.64 vs 0.86), 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.