XTL vs. AIS

Last updated Jun 14, 2026

XTL (SPDR S&P Telecom ETF) and AIS (VistaShares Artificial Intelligence Supercycle ETF) are both exchange-traded funds - XTL is a Communications Equities fund tracking the S&P Telecom Select Industry Index, while AIS is a Technology Equities fund actively managed by VistaShares. XTL is passively managed, while AIS is actively managed. Over the past year, XTL returned 120.42% vs 195.97% for AIS. A 0.72 correlation means they provide meaningful diversification when combined. XTL charges 0.35%/yr vs 0.75%/yr for AIS.

Performance

XTL vs. AIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Telecom ETF (XTL) and VistaShares Artificial Intelligence Supercycle ETF (AIS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XTL achieves a 51.28% return, which is significantly lower than AIS's 103.39% return.

XTL

• 1D: 0.16%
• 1M: 2.24%
• YTD: 51.28%
• 6M: 51.62%
• 1Y: 120.42%
• 3Y*: 46.01%
• 5Y*: 18.76%
• 10Y*: 16.27%

AIS

• 1D: 0.76%
• 1M: 13.27%
• YTD: 103.39%
• 6M: 110.47%
• 1Y: 195.97%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XTL vs. AIS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
XTL SPDR S&P Telecom ETF	51.28%	44.95%	-2.92%
AIS VistaShares Artificial Intelligence Supercycle ETF	103.39%	58.35%	-4.74%

Correlation

The correlation between XTL and AIS is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.66
Correlation (All Time) Calculated using the full available price history since Dec 3, 2024	0.72

The correlation between XTL and AIS has been stable across timeframes, ranging from 0.66 to 0.72 - a consistent structural relationship.

XTL vs. AIS - Sectors Allocation Comparison

Sectors	XTL	AIS
Technology	62.7%	88.4%
Communication Services	35.0%	-
Real Estate	2.3%	-
Basic Materials	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-0.0%
Healthcare	-	-
Industrials	-	7.1%
Utilities	-	2.6%

Return for Risk

XTL vs. AIS — Risk / Return Rank

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

XTL

XTL Risk / Return Rank: 95
XTL Sharpe Ratio Rank: 96
XTL Sortino Ratio Rank: 94
XTL Omega Ratio Rank: 93
XTL Calmar Ratio Rank: 96
XTL Martin Ratio Rank: 96

AIS

AIS Risk / Return Rank: 96
AIS Sharpe Ratio Rank: 98
AIS Sortino Ratio Rank: 95
AIS Omega Ratio Rank: 95
AIS Calmar Ratio Rank: 98
AIS Martin Ratio Rank: 97

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.

XTL vs. AIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Telecom ETF (XTL) 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.

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.

	XTL	AIS	Difference
Sharpe ratio: Return per unit of total volatility	3.88	4.85	-0.97
Sortino ratio: Return per unit of downside risk	4.26	4.57	-0.31
Omega ratio: Gain probability vs. loss probability	1.56	1.65	-0.09
Calmar ratio: Return relative to maximum drawdown	7.95	12.07	-4.12
Martin ratio: Return relative to average drawdown	33.56	37.31	-3.75

XTL vs. AIS - Sharpe Ratio Comparison

The current XTL Sharpe Ratio is 3.88, which is comparable to the AIS Sharpe Ratio of 4.85. The chart below compares the historical Sharpe Ratios of XTL and AIS, 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

XTL vs. AIS - Drawdown Comparison

The maximum XTL drawdown since its inception was -37.01%, which is greater than AIS's maximum drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for XTL and AIS.

Drawdown Indicators

	XTL	AIS	Difference
Max Drawdown Largest peak-to-trough decline	-37.01%	-32.78%	-4.23%
Max Drawdown (1Y) Largest decline over 1 year	-14.70%	-15.84%	+1.14%
Max Drawdown (3Y) Largest decline over 3 years	-22.79%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-37.01%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-37.01%	—	—
Current Drawdown Current decline from peak	-6.72%	-6.96%	+0.24%
Average Drawdown Average peak-to-trough decline	-9.76%	-5.51%	-4.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.48%	5.12%	-1.64%

Volatility

XTL vs. AIS - Volatility Comparison

The current volatility for SPDR S&P Telecom ETF (XTL) is 11.43%, while VistaShares Artificial Intelligence Supercycle ETF (AIS) has a volatility of 20.76%. This indicates that XTL experiences smaller price fluctuations and is considered to be less risky than AIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XTL	AIS	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.43%	20.76%	-9.33%
Volatility (6M) Calculated over the trailing 6-month period	24.28%	34.25%	-9.97%
Volatility (1Y) Calculated over the trailing 1-year period	30.13%	39.44%	-9.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.34%	39.86%	-14.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.66%	39.86%	-16.20%

XTL vs. AIS - Expense Ratio Comparison

XTL has a 0.35% expense ratio, which is lower than AIS's 0.75% expense ratio.

Dividends

XTL vs. AIS - Dividend Comparison

XTL's dividend yield for the trailing twelve months is around 0.86%, while AIS has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIS VistaShares Artificial Intelligence Supercycle ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XTL SPDR S&P Telecom ETF	0.86%	1.05%	0.62%	0.80%	0.74%	1.25%	0.88%	0.92%	1.90%	2.08%	1.11%	1.38%

Frequently Asked Questions

Can I hold both XTL and AIS in my portfolio?

XTL and AIS have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XTL or AIS?

AIS has higher volatility (20.76%) compared to XTL (11.43%). In terms of maximum drawdown, XTL dropped -37.01% vs AIS's -32.78%.

Which ETF is better, XTL or AIS?

On 1-year performance, AIS leads with 195.97% vs 120.42% for XTL. On fees, XTL is cheaper at 0.35% per year. On volatility, XTL has been the lower-risk option at 11.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XTL or AIS?

Over the 1-year period, AIS has performed better with a 195.97% return vs 120.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XTL or AIS?

XTL is cheaper with a 0.35% expense ratio, compared with 0.75% for AIS.

Which ETF pays a higher dividend yield, XTL or AIS?

XTL has the higher dividend yield at 0.86%, compared with 0.00% for AIS.

What is the main difference between XTL and AIS?

XTL is categorized as Communications Equities, while AIS is Technology Equities. They also come from different issuers: State Street and VistaShares. Their fees differ too: 0.35% for XTL and 0.75% for AIS.

Which has better risk-adjusted returns?

AIS currently has the higher Sharpe Ratio (4.85 vs 3.88), 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.