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WISE vs. IDGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WISE vs. IDGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Themes Generative Artificial Intelligence ETF (WISE) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). The values are adjusted to include any dividend payments, if applicable.

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WISE vs. IDGT - Yearly Performance Comparison


2026 (YTD)202520242023
WISE
Themes Generative Artificial Intelligence ETF
-17.46%5.88%40.45%7.55%
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
15.26%6.79%26.71%5.85%

Returns By Period

In the year-to-date period, WISE achieves a -17.46% return, which is significantly lower than IDGT's 15.26% return.


WISE

1D
6.58%
1M
-5.41%
YTD
-17.46%
6M
-23.35%
1Y
9.18%
3Y*
5Y*
10Y*

IDGT

1D
4.04%
1M
0.65%
YTD
15.26%
6M
13.47%
1Y
33.94%
3Y*
12.28%
5Y*
8.33%
10Y*
11.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WISE vs. IDGT - Expense Ratio Comparison

WISE has a 0.35% expense ratio, which is lower than IDGT's 0.41% expense ratio.


Return for Risk

WISE vs. IDGT — Risk / Return Rank

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

WISE
WISE Risk / Return Rank: 2020
Overall Rank
WISE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
WISE Sortino Ratio Rank: 2323
Sortino Ratio Rank
WISE Omega Ratio Rank: 2222
Omega Ratio Rank
WISE Calmar Ratio Rank: 1818
Calmar Ratio Rank
WISE Martin Ratio Rank: 1717
Martin Ratio Rank

IDGT
IDGT Risk / Return Rank: 8585
Overall Rank
IDGT Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IDGT Sortino Ratio Rank: 8484
Sortino Ratio Rank
IDGT Omega Ratio Rank: 7979
Omega Ratio Rank
IDGT Calmar Ratio Rank: 8989
Calmar Ratio Rank
IDGT Martin Ratio Rank: 8989
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.

WISE vs. IDGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes Generative Artificial Intelligence ETF (WISE) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). 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.


WISEIDGTDifference

Sharpe ratio

Return per unit of total volatility

0.26

1.58

-1.32

Sortino ratio

Return per unit of downside risk

0.63

2.15

-1.52

Omega ratio

Gain probability vs. loss probability

1.08

1.30

-0.22

Calmar ratio

Return relative to maximum drawdown

0.26

2.83

-2.57

Martin ratio

Return relative to average drawdown

0.71

10.81

-10.10

WISE vs. IDGT - Sharpe Ratio Comparison

The current WISE Sharpe Ratio is 0.26, which is lower than the IDGT Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of WISE and IDGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WISEIDGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

1.58

-1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.14

+0.24

Correlation

The correlation between WISE and IDGT is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WISE vs. IDGT - Dividend Comparison

WISE's dividend yield for the trailing twelve months is around 5.00%, more than IDGT's 0.97% yield.


TTM20252024202320222021202020192018201720162015
WISE
Themes Generative Artificial Intelligence ETF
5.00%4.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
0.97%1.17%1.64%0.37%0.30%0.28%0.60%0.42%0.65%0.57%0.75%0.72%

Drawdowns

WISE vs. IDGT - Drawdown Comparison

The maximum WISE drawdown since its inception was -39.15%, smaller than the maximum IDGT drawdown of -77.95%. Use the drawdown chart below to compare losses from any high point for WISE and IDGT.


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Drawdown Indicators


WISEIDGTDifference

Max Drawdown

Largest peak-to-trough decline

-39.15%

-77.95%

+38.80%

Max Drawdown (1Y)

Largest decline over 1 year

-34.08%

-12.23%

-21.85%

Max Drawdown (5Y)

Largest decline over 5 years

-35.83%

Max Drawdown (10Y)

Largest decline over 10 years

-36.88%

Current Drawdown

Current decline from peak

-29.74%

-2.55%

-27.19%

Average Drawdown

Average peak-to-trough decline

-11.56%

-20.05%

+8.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.31%

3.20%

+9.11%

Volatility

WISE vs. IDGT - Volatility Comparison

Themes Generative Artificial Intelligence ETF (WISE) has a higher volatility of 11.63% compared to iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) at 8.20%. This indicates that WISE's price experiences larger fluctuations and is considered to be riskier than IDGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WISEIDGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.63%

8.20%

+3.43%

Volatility (6M)

Calculated over the trailing 6-month period

25.30%

15.09%

+10.21%

Volatility (1Y)

Calculated over the trailing 1-year period

35.72%

21.55%

+14.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.41%

23.03%

+10.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.41%

23.14%

+10.27%