IXN vs. AIS

Last updated Jun 4, 2026

IXN (iShares Global Tech ETF) and AIS (VistaShares Artificial Intelligence Supercycle ETF) are both Technology Equities funds. IXN is passively managed, while AIS is actively managed. Over the past year, IXN returned 74.57% vs 226.72% for AIS. Their correlation of 0.88 suggests significant overlap in exposure. IXN charges 0.46%/yr vs 0.75%/yr for AIS.

Performance

IXN vs. AIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Tech ETF (IXN) 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, IXN achieves a 41.18% return, which is significantly lower than AIS's 118.61% return.

IXN

• 1D: -1.00%
• 1M: 21.36%
• YTD: 41.18%
• 6M: 41.72%
• 1Y: 74.57%
• 3Y*: 36.05%
• 5Y*: 23.25%
• 10Y*: 25.57%

AIS

• 1D: 0.72%
• 1M: 35.87%
• YTD: 118.61%
• 6M: 122.65%
• 1Y: 226.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IXN vs. AIS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
IXN iShares Global Tech ETF	41.18%	25.25%	-0.24%
AIS VistaShares Artificial Intelligence Supercycle ETF	118.61%	58.35%	-4.92%

Correlation

The correlation between IXN and AIS is 0.86, 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	0.86
Correlation (All Time) Calculated using the full available price history since Dec 4, 2024	0.88

The correlation between IXN and AIS has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.

IXN vs. AIS - Sectors Allocation Comparison

Sectors	IXN	AIS
Technology	99.3%	84.6%
Industrials	0.2%	8.9%
Energy	0.1%	-
Healthcare	0.1%	-
Real Estate	0.0%	-
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Financial Services	-	-0.0%
Utilities	-	3.2%

Return for Risk

IXN vs. AIS — Risk / Return Rank

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

IXN

IXN Risk / Return Rank: 88
IXN Sharpe Ratio Rank: 92
IXN Sortino Ratio Rank: 88
IXN Omega Ratio Rank: 86
IXN Calmar Ratio Rank: 89
IXN Martin Ratio Rank: 86

AIS

AIS Risk / Return Rank: 97
AIS Sharpe Ratio Rank: 98
AIS Sortino Ratio Rank: 96
AIS Omega Ratio Rank: 96
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.

IXN vs. AIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Tech ETF (IXN) 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.

	IXN	AIS	Difference
Sharpe ratio: Return per unit of total volatility	3.41	6.34	-2.93
Sortino ratio: Return per unit of downside risk	4.14	5.78	-1.65
Omega ratio: Gain probability vs. loss probability	1.54	1.80	-0.26
Calmar ratio: Return relative to maximum drawdown	5.43	14.41	-8.97
Martin ratio: Return relative to average drawdown	18.73	47.43	-28.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IXN vs. AIS - Sharpe Ratio Comparison

The current IXN Sharpe Ratio is 3.41, which is lower than the AIS Sharpe Ratio of 6.34. The chart below compares the historical Sharpe Ratios of IXN 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.

Sharpe Ratios by Period

	IXN	AIS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.41	6.34	-2.93
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.94	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.05	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	3.24	-2.70

Drawdowns

IXN vs. AIS - Drawdown Comparison

The maximum IXN drawdown since its inception was -55.67%, which is greater than AIS's maximum drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for IXN and AIS.

Drawdown Indicators

	IXN	AIS	Difference
Max Drawdown Largest peak-to-trough decline	-55.67%	-32.78%	-22.89%
Max Drawdown (1Y) Largest decline over 1 year	-13.80%	-15.84%	+2.04%
Max Drawdown (3Y) Largest decline over 3 years	-25.55%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-36.30%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.30%	—	—
Current Drawdown Current decline from peak	-1.00%	0.00%	-1.00%
Average Drawdown Average peak-to-trough decline	-11.27%	-5.45%	-5.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.99%	4.80%	-0.81%

Volatility

IXN vs. AIS - Volatility Comparison

The current volatility for iShares Global Tech ETF (IXN) is 7.95%, while VistaShares Artificial Intelligence Supercycle ETF (AIS) has a volatility of 16.12%. This indicates that IXN 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

	IXN	AIS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.95%	16.12%	-8.17%
Volatility (6M) Calculated over the trailing 6-month period	17.85%	29.95%	-12.10%
Volatility (1Y) Calculated over the trailing 1-year period	21.98%	36.00%	-14.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.84%	38.04%	-13.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.40%	38.04%	-13.64%

IXN vs. AIS - Expense Ratio Comparison

IXN has a 0.46% expense ratio, which is lower than AIS's 0.75% expense ratio.

Dividends

IXN vs. AIS - Dividend Comparison

IXN's dividend yield for the trailing twelve months is around 0.74%, 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%
IXN iShares Global Tech ETF	0.74%	1.04%	0.43%	0.55%	0.81%	0.58%	0.63%	1.06%	0.94%	0.93%	1.03%	1.12%

Frequently Asked Questions

Can I hold both IXN and AIS in my portfolio?

IXN and AIS have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IXN or AIS?

AIS has higher volatility (16.12%) compared to IXN (7.95%). In terms of maximum drawdown, IXN dropped -55.67% vs AIS's -32.78%.

Which ETF is better, IXN or AIS?

On 1-year performance, AIS leads with 226.72% vs 74.57% for IXN. On fees, IXN is cheaper at 0.46% per year. On volatility, IXN has been the lower-risk option at 7.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IXN or AIS?

Over the 1-year period, AIS has performed better with a 226.72% return vs 74.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IXN or AIS?

IXN is cheaper with a 0.46% expense ratio, compared with 0.75% for AIS.

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

IXN has the higher dividend yield at 0.74%, compared with 0.00% for AIS.

What is the main difference between IXN and AIS?

They also come from different issuers: iShares and VistaShares. Their fees differ too: 0.46% for IXN and 0.75% for AIS.

Which has better risk-adjusted returns?

AIS currently has the higher Sharpe Ratio (6.34 vs 3.41), 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.