JHAI vs. ARTY

Last updated Jun 5, 2026

JHAI (Janus Henderson Global Artificial Intelligence ETF) and ARTY (iShares Future AI & Tech ETF) are both Technology Equities funds. JHAI is actively managed, while ARTY is passively managed. Their correlation of 0.92 suggests significant overlap in exposure. JHAI charges 0.59%/yr vs 0.47%/yr for ARTY.

Performance

JHAI vs. ARTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Global Artificial Intelligence ETF (JHAI) and iShares Future AI & Tech ETF (ARTY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JHAI achieves a 30.33% return, which is significantly lower than ARTY's 62.72% return.

JHAI

• 1D: -0.73%
• 1M: 13.08%
• YTD: 30.33%
• 6M: 29.31%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ARTY

• 1D: -2.02%
• 1M: 20.25%
• YTD: 62.72%
• 6M: 59.32%
• 1Y: 106.59%
• 3Y*: 35.80%
• 5Y*: 13.66%
• 10Y*: —

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

JHAI vs. ARTY - Yearly Performance Comparison

	2026 (YTD)	2025
JHAI Janus Henderson Global Artificial Intelligence ETF	30.33%	10.00%
ARTY iShares Future AI & Tech ETF	62.72%	16.55%

Correlation

The correlation between JHAI and ARTY is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 21, 2025	0.92

Return for Risk

JHAI vs. ARTY — Risk / Return Rank

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

ARTY

ARTY Risk / Return Rank: 89
ARTY Sharpe Ratio Rank: 94
ARTY Sortino Ratio Rank: 88
ARTY Omega Ratio Rank: 86
ARTY Calmar Ratio Rank: 91
ARTY Martin Ratio Rank: 89

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.

JHAI vs. ARTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Artificial Intelligence ETF (JHAI) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	JHAI	ARTY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.57	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.29	0.62	+1.67

Drawdowns

JHAI vs. ARTY - Drawdown Comparison

The maximum JHAI drawdown since its inception was -15.38%, smaller than the maximum ARTY drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for JHAI and ARTY.

Drawdown Indicators

	JHAI	ARTY	Difference
Max Drawdown Largest peak-to-trough decline	-15.38%	-54.50%	+39.12%
Max Drawdown (1Y) Largest decline over 1 year	—	-18.81%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-32.44%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-50.53%	—
Current Drawdown Current decline from peak	-2.22%	-2.91%	+0.69%
Average Drawdown Average peak-to-trough decline	-3.62%	-19.84%	+16.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.41%	—

Volatility

Volatility by Period

	JHAI	ARTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	12.28%	—
Volatility (6M) Calculated over the trailing 6-month period	—	25.22%	—
Volatility (1Y) Calculated over the trailing 1-year period	25.48%	30.01%	-4.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.48%	28.60%	-3.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.48%	27.75%	-2.27%

JHAI vs. ARTY - Expense Ratio Comparison

JHAI has a 0.59% expense ratio, which is higher than ARTY's 0.47% expense ratio.

Dividends

JHAI vs. ARTY - Dividend Comparison

JHAI's dividend yield for the trailing twelve months is around 0.32%, while ARTY has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
ARTY iShares Future AI & Tech ETF	0.00%	0.00%	0.50%	0.88%	0.75%	2.41%	0.53%	0.69%	0.34%
JHAI Janus Henderson Global Artificial Intelligence ETF	0.32%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JHAI and ARTY in my portfolio?

With a correlation of 0.92, JHAI and ARTY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, JHAI or ARTY?

On fees, ARTY is cheaper at 0.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JHAI or ARTY?

ARTY is cheaper with a 0.47% expense ratio, compared with 0.59% for JHAI.

Which ETF pays a higher dividend yield, JHAI or ARTY?

JHAI has the higher dividend yield at 0.32%, compared with 0.00% for ARTY.

What is the main difference between JHAI and ARTY?

They also come from different issuers: Janus Henderson and iShares. Their fees differ too: 0.59% for JHAI and 0.47% for ARTY.