JTEK vs. AIVC

Last updated Aug 5, 2026

JTEK (JPMorgan U.S. Tech Leaders ETF) and AIVC (Amplify Bloomberg AI Value Chain ETF) are both Technology Equities funds. JTEK is actively managed, while AIVC is passively managed. Over the past year, JTEK returned 19.44% vs 102.13% for AIVC. Their correlation of 0.88 means they have usually moved in the same direction. JTEK charges 0.65%/yr vs 0.59%/yr for AIVC.

Performance

JTEK vs. AIVC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan U.S. Tech Leaders ETF (JTEK) and Amplify Bloomberg AI Value Chain ETF (AIVC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JTEK achieves a 12.11% return, which is significantly lower than AIVC's 64.02% return.

JTEK

• 1D: 4.04%
• 1M: -2.56%
• 6M: 17.78%
• YTD: 12.11%
• 1Y: 19.44%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 28.46%

AIVC

• 1D: 4.53%
• 1M: 4.59%
• 6M: 57.12%
• YTD: 64.02%
• 1Y: 102.13%
• 3Y*: 44.54%
• 5Y*: 16.57%
• 10Y*: 15.61%
• ALL TIME*: 15.83%

*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)
AIVC Amplify Bloomberg AI Value Chain ETF	$719.86K	$1.17M	$2.81M
JTEK JPMorgan U.S. Tech Leaders ETF	$31.60M	$34.29M	$30.79M

JTEK vs. AIVC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JTEK JPMorgan U.S. Tech Leaders ETF	12.11%	19.03%	28.69%	18.31%
AIVC Amplify Bloomberg AI Value Chain ETF	64.02%	39.94%	18.22%	19.23%

Correlation

The correlation between JTEK and AIVC is 0.92, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.92
Correlation (All Time) Calculated using the full available price history since Oct 5, 2023	0.88

The correlation between JTEK and AIVC has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.

JTEK vs. AIVC - Sectors Allocation Comparison

Sectors	JTEK	AIVC
Technology	74.6%	91.0%
Communication Services	10.9%	2.1%
Consumer Cyclical	4.8%	5.0%
Financial Services	4.6%	0.0%
Industrials	3.5%	1.7%
Healthcare	1.6%	-
Real Estate	1.0%	-
Consumer Defensive	0.7%	-
Energy	0.2%	-
Basic Materials	-	-
Utilities	-	-

Return for Risk

JTEK vs. AIVC — Risk / Return Rank

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

JTEK

JTEK Risk / Return Rank: 26
JTEK Sharpe Ratio Rank: 26
JTEK Sortino Ratio Rank: 26
JTEK Omega Ratio Rank: 25
JTEK Calmar Ratio Rank: 26
JTEK Martin Ratio Rank: 26

AIVC

AIVC Risk / Return Rank: 90
AIVC Sharpe Ratio Rank: 95
AIVC Sortino Ratio Rank: 88
AIVC Omega Ratio Rank: 87
AIVC Calmar Ratio Rank: 91
AIVC Martin Ratio Rank: 89

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.

JTEK vs. AIVC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Tech Leaders ETF (JTEK) and Amplify Bloomberg AI Value Chain ETF (AIVC). 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.

	JTEK	AIVC	Difference
Sharpe ratio: Return per unit of total volatility	0.66	2.90	-2.24
Sortino ratio: Return per unit of downside risk	1.06	3.26	-2.20
Omega ratio: Gain probability vs. loss probability	1.13	1.41	-0.29
Calmar ratio: Return relative to maximum drawdown	0.89	4.41	-3.52
Martin ratio: Return relative to average drawdown	2.30	15.43	-13.13

JTEK vs. AIVC - Sharpe Ratio Comparison

The current JTEK Sharpe Ratio is 0.66, which is lower than the AIVC Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of JTEK and AIVC, 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

JTEK vs. AIVC - Drawdown Comparison

The maximum JTEK drawdown since its inception was -30.61%, smaller than the maximum AIVC drawdown of -56.11%. Use the drawdown chart below to compare losses from any high point for JTEK and AIVC.

Drawdown Indicators

	JTEK	AIVC	Difference
Max Drawdown Largest peak-to-trough decline	-30.61%	-56.11%	+25.50%
Max Drawdown (1Y) Largest decline over 1 year	-22.02%	-23.29%	+1.27%
Max Drawdown (3Y) Largest decline over 3 years	—	-32.55%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-53.58%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-56.11%	—
Current Drawdown Current decline from peak	-9.47%	-9.81%	+0.34%
Average Drawdown Average peak-to-trough decline	-5.73%	-16.35%	+10.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.46%	6.64%	+1.82%

Volatility

JTEK vs. AIVC - Volatility Comparison

The current volatility for JPMorgan U.S. Tech Leaders ETF (JTEK) is 11.52%, while Amplify Bloomberg AI Value Chain ETF (AIVC) has a volatility of 14.00%. This indicates that JTEK experiences smaller price fluctuations and is considered to be less risky than AIVC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JTEK	AIVC	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.52%	14.00%	-2.48%
Volatility (6M) Calculated over the trailing 6-month period	24.91%	30.18%	-5.27%
Volatility (1Y) Calculated over the trailing 1-year period	29.59%	35.46%	-5.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.63%	31.46%	-2.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.63%	27.56%	+1.07%

JTEK vs. AIVC - Expense Ratio Comparison

JTEK has a 0.65% expense ratio, which is higher than AIVC's 0.59% expense ratio.

Dividends

JTEK vs. AIVC - Dividend Comparison

JTEK has not paid dividends to shareholders, while AIVC's dividend yield for the trailing twelve months is around 0.10%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
AIVC Amplify Bloomberg AI Value Chain ETF	0.10%	0.17%	0.21%	0.00%	0.00%	0.00%	0.39%	1.16%	0.38%	0.92%	0.64%
JTEK JPMorgan U.S. Tech Leaders ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JTEK and AIVC in my portfolio?

With a correlation of 0.92, JTEK and AIVC 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 is riskier, JTEK or AIVC?

AIVC has higher volatility (14.00%) compared to JTEK (11.52%). In terms of maximum drawdown, JTEK dropped -30.61% vs AIVC's -56.11%.

Which ETF is better, JTEK or AIVC?

On 1-year performance, AIVC leads with 102.13% vs 19.44% for JTEK. On fees, AIVC is cheaper at 0.59% per year. On volatility, JTEK has been the lower-risk option at 11.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JTEK or AIVC?

Over the 1-year period, AIVC has performed better with a 102.13% return vs 19.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JTEK or AIVC?

AIVC is cheaper with a 0.59% expense ratio, compared with 0.65% for JTEK.

Which ETF pays a higher dividend yield, JTEK or AIVC?

AIVC has the higher dividend yield at 0.10%, compared with 0.00% for JTEK.

What is the main difference between JTEK and AIVC?

They also come from different issuers: JPMorgan and Amplify. Their fees differ too: 0.65% for JTEK and 0.59% for AIVC.

Which has better risk-adjusted returns?

AIVC currently has the higher Sharpe Ratio (2.90 vs 0.66), 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.