TCW Artificial Intelligence ETF

10-Year Study

AIFD.US · · US · ETF

Executive Summary: TCW Artificial Intelligence ETF has compounded at 35.2% annually over the last 10 years, with a maximum drawdown of 20.5% and an annualized volatility of 100.2%.

1Y CAGR
+73.1%
3Y CAGR
+35.2%
5Y CAGR
+35.2%
10Y CAGR
+35.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
20.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +28.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 22.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.22.9-2.418.9————————22.0%
20252.7-9.8-11.92.912.611.04.70.29.58.5-1.5-0.428.3%
2024—————8.7-6.70.13.50.57.00.814.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 100.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 82.5% of variance. Idiosyncratic stock-specific factors contribute 0.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-05-0110000
2024-06-0110871.595330739301
2024-07-0110147.859922178988
2024-08-0110155.642023346305
2024-09-0110509.727626459144
2024-10-0110564.20233463035
2024-11-0111306.614785992217
2024-12-0111396.887159533073
2025-01-0111704.280155642024
2025-02-0110556.420233463035
2025-03-019303.501945525291
2025-04-019575.875486381323
2025-05-0110780.544747081713
2025-06-0111964.98054474708
2025-07-0112523.346303501949
2025-08-0112546.692607003892
2025-09-0113739.299610894945
2025-10-0114912.451361867707
2025-11-0114684.046692607004
2025-12-0114622.568093385213
2026-01-0114937.743190661478
2026-02-0115369.260700389106
2026-03-0115004.66926070039
2026-04-0117834.630350194555
Annual Return Matrix
YearAnnual Return
20250.28303175145100723
20260.21966471527408205
Total Factor Risk
1.0022150387633442
VTI.US Exposure
0.08878013502461123
VEA.US Exposure
0.012925072201850811
VWO.US Exposure
0.00813213226480222
QQQ.US Exposure
-0.01182889075898392
VTV.US Exposure
-0.00853876546595541
IJR.US Exposure
-0.0003651066526637993
QUAL.US Exposure
-0.008944524514810766
SHV.US Exposure
0.8247399423932377
TLT.US Exposure
0.0014883963950514372
LQD.US Exposure
0.008133504760582602
HYG.US Exposure
0.01264261798428785
GLD.US Exposure
-0.00003899021929561382
USO.US Exposure
0.004389640387294531
VNQ.US Exposure
-0.00011093600504346317
BTC-USD.CC Exposure
-0.0004750218836966703
CPER.US Exposure
-0.0006740650446093454
VIX.INDX Exposure
0.004885084237429591
UUP.US Exposure
-0.00012170099392676492
TIP.US Exposure
0.06379992243944319
Idiosyncratic Exposure
0.0011815534503946867
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
100.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+14.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+25.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.41
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
98
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+25.2%
50.0% retracement+35.8%
61.8% retracement+48.4%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is TCW Artificial Intelligence ETF a high-risk investment?

TCW Artificial Intelligence ETF (AIFD.US) has an annualized volatility of 100.2% and experienced a maximum drawdown of 20.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AIFD.US?

Over the past 10 years, AIFD.US has generated a Compound Annual Growth Rate (CAGR) of 35.2%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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