PortfoliosLab logoPortfoliosLab logo
TTTX.TO vs. AIGO.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TTTX.TO vs. AIGO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Innovative Bluechip Top 10 Index ETF (TTTX.TO) and Global X Artificial Intelligence & Technology Index ETF (AIGO.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TTTX.TO vs. AIGO.TO - Yearly Performance Comparison


2026 (YTD)20252024
TTTX.TO
Global X Innovative Bluechip Top 10 Index ETF
-8.61%18.31%21.44%
AIGO.TO
Global X Artificial Intelligence & Technology Index ETF
-6.80%24.69%20.28%

Returns By Period

In the year-to-date period, TTTX.TO achieves a -8.61% return, which is significantly lower than AIGO.TO's -6.80% return.


TTTX.TO

1D
-0.30%
1M
-4.19%
YTD
-8.61%
6M
-4.33%
1Y
18.44%
3Y*
5Y*
10Y*

AIGO.TO

1D
4.48%
1M
-5.20%
YTD
-6.80%
6M
-5.06%
1Y
24.68%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TTTX.TO vs. AIGO.TO - Expense Ratio Comparison

Both TTTX.TO and AIGO.TO have an expense ratio of 0.60%.


Return for Risk

TTTX.TO vs. AIGO.TO — Risk / Return Rank

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

TTTX.TO
TTTX.TO Risk / Return Rank: 4545
Overall Rank
TTTX.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TTTX.TO Sortino Ratio Rank: 4949
Sortino Ratio Rank
TTTX.TO Omega Ratio Rank: 4949
Omega Ratio Rank
TTTX.TO Calmar Ratio Rank: 4242
Calmar Ratio Rank
TTTX.TO Martin Ratio Rank: 3838
Martin Ratio Rank

AIGO.TO
AIGO.TO Risk / Return Rank: 5151
Overall Rank
AIGO.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
AIGO.TO Sortino Ratio Rank: 5757
Sortino Ratio Rank
AIGO.TO Omega Ratio Rank: 5454
Omega Ratio Rank
AIGO.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
AIGO.TO Martin Ratio Rank: 4242
Martin Ratio Rank
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.

TTTX.TO vs. AIGO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Innovative Bluechip Top 10 Index ETF (TTTX.TO) and Global X Artificial Intelligence & Technology Index ETF (AIGO.TO). 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.


TTTX.TOAIGO.TODifference

Sharpe ratio

Return per unit of total volatility

0.84

0.90

-0.06

Sortino ratio

Return per unit of downside risk

1.34

1.46

-0.12

Omega ratio

Gain probability vs. loss probability

1.19

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

1.11

1.34

-0.22

Martin ratio

Return relative to average drawdown

3.55

3.88

-0.33

TTTX.TO vs. AIGO.TO - Sharpe Ratio Comparison

The current TTTX.TO Sharpe Ratio is 0.84, which is comparable to the AIGO.TO Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of TTTX.TO and AIGO.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TTTX.TOAIGO.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.90

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.82

-0.06

Correlation

The correlation between TTTX.TO and AIGO.TO is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TTTX.TO vs. AIGO.TO - Dividend Comparison

TTTX.TO's dividend yield for the trailing twelve months is around 0.11%, more than AIGO.TO's 0.09% yield.


Drawdowns

TTTX.TO vs. AIGO.TO - Drawdown Comparison

The maximum TTTX.TO drawdown since its inception was -23.27%, smaller than the maximum AIGO.TO drawdown of -26.71%. Use the drawdown chart below to compare losses from any high point for TTTX.TO and AIGO.TO.


Loading graphics...

Drawdown Indicators


TTTX.TOAIGO.TODifference

Max Drawdown

Largest peak-to-trough decline

-23.27%

-26.71%

+3.44%

Max Drawdown (1Y)

Largest decline over 1 year

-13.86%

-17.14%

+3.28%

Current Drawdown

Current decline from peak

-11.68%

-13.43%

+1.75%

Average Drawdown

Average peak-to-trough decline

-4.42%

-4.77%

+0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.35%

5.90%

-1.55%

Volatility

TTTX.TO vs. AIGO.TO - Volatility Comparison

The current volatility for Global X Innovative Bluechip Top 10 Index ETF (TTTX.TO) is 5.75%, while Global X Artificial Intelligence & Technology Index ETF (AIGO.TO) has a volatility of 9.01%. This indicates that TTTX.TO experiences smaller price fluctuations and is considered to be less risky than AIGO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TTTX.TOAIGO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

9.01%

-3.26%

Volatility (6M)

Calculated over the trailing 6-month period

12.26%

17.68%

-5.42%

Volatility (1Y)

Calculated over the trailing 1-year period

22.23%

27.62%

-5.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.98%

23.91%

-2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.98%

23.91%

-2.93%