TRUT vs. AIS

Last updated Apr 1, 2026

Compare and contrast key facts about Vaneck Technology Trusector ETF (TRUT) and VistaShares Artificial Intelligence Supercycle ETF (AIS).

TRUT and AIS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TRUT is an actively managed fund by VanEck. It was launched on Aug 20, 2025. AIS is an actively managed fund by VistaShares. It was launched on Dec 3, 2024.

Performance

TRUT vs. AIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vaneck Technology Trusector ETF (TRUT) and VistaShares Artificial Intelligence Supercycle ETF (AIS). The values are adjusted to include any dividend payments, if applicable.

TRUT vs. AIS - Yearly Performance Comparison

	2026 (YTD)	2025
TRUT Vaneck Technology Trusector ETF	-9.61%	10.16%
AIS VistaShares Artificial Intelligence Supercycle ETF	10.96%	29.70%

Returns By Period

In the year-to-date period, TRUT achieves a -9.61% return, which is significantly lower than AIS's 10.96% return.

TRUT

• 1D: 4.20%
• 1M: -3.85%
• YTD: -9.61%
• 6M: -8.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AIS

• 1D: 5.94%
• 1M: -8.03%
• YTD: 10.96%
• 6M: 19.31%
• 1Y: 94.59%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TRUT vs. AIS - Expense Ratio Comparison

TRUT has a 0.13% expense ratio, which is lower than AIS's 0.75% expense ratio.

AIS

VistaShares Artificial Intelligence Supercycle ETF

TRUT

Vaneck Technology Trusector ETF

Return for Risk

TRUT vs. AIS — Risk / Return Rank

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

AIS

AIS Risk / Return Rank: 95
AIS Sharpe Ratio Rank: 96
AIS Sortino Ratio Rank: 95
AIS Omega Ratio Rank: 93
AIS Calmar Ratio Rank: 97
AIS 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.

TRUT vs. AIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vaneck Technology Trusector ETF (TRUT) 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.

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

Sharpe Ratios by Period

	TRUT	AIS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.60	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.03	1.33	-1.36

Correlation

The correlation between TRUT and AIS is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

TRUT vs. AIS - Dividend Comparison

TRUT's dividend yield for the trailing twelve months is around 0.15%, while AIS has not paid dividends to shareholders.

	TTM	2025
TRUT Vaneck Technology Trusector ETF	0.15%	0.14%
AIS VistaShares Artificial Intelligence Supercycle ETF	0.00%	0.00%

Drawdowns

TRUT vs. AIS - Drawdown Comparison

The maximum TRUT drawdown since its inception was -18.55%, smaller than the maximum AIS drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for TRUT and AIS.

Drawdown Indicators

	TRUT	AIS	Difference
Max Drawdown Largest peak-to-trough decline	-18.55%	-32.78%	+14.23%
Max Drawdown (1Y) Largest decline over 1 year	—	-18.75%	—
Current Drawdown Current decline from peak	-15.13%	-10.75%	-4.38%
Average Drawdown Average peak-to-trough decline	-5.79%	-5.96%	+0.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.44%	—

Volatility

Volatility by Period

	TRUT	AIS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	15.90%	—
Volatility (6M) Calculated over the trailing 6-month period	—	26.94%	—
Volatility (1Y) Calculated over the trailing 1-year period	21.41%	36.55%	-15.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.41%	36.11%	-14.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.41%	36.11%	-14.70%