Global X Artificial Intelligence & Technology ETF

10-Year Study

AIQ.US · · US · ETF

Executive Summary: Global X Artificial Intelligence & Technology ETF has compounded at 17.8% annually over the last 10 years, with a maximum drawdown of 39.6% and an annualized volatility of 21.8%.

1Y CAGR
+36.5%
3Y CAGR
+28.0%
5Y CAGR
+13.6%
10Y CAGR
+17.8%

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 →
39.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.73
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +55.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -36.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
88%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.2-3.3-7.114.6————————5.2%
20254.7-3.4-6.91.39.38.52.01.19.67.5-5.51.531.9%
20240.36.52.0-5.54.06.9-1.81.05.1-1.66.2-0.424.1%
202313.7-1.39.0-3.19.77.16.0-3.6-5.8-2.813.64.955.4%
2022-9.5-7.00.9-13.8-2.4-8.18.1-4.0-11.32.610.5-7.3-36.4%
20211.73.4-0.43.0-1.25.4-0.24.7-4.84.5-0.30.617.1%
20203.0-7.0-9.114.59.26.47.08.9-2.4-1.712.35.052.9%
201913.15.82.26.7-9.77.62.4-3.2-0.82.26.13.639.9%
2018—————-0.20.45.30.0-12.12.1-9.0-13.9%

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 21.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 32.4% of variance. Idiosyncratic stock-specific factors contribute 3.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-05-0110000
2018-06-019982.64627203512
2018-07-0110020.646134851499
2018-08-0110549.146031963783
2018-09-0110551.135194457782
2018-10-019269.634405651965
2018-11-019462.857534810342
2018-12-018614.308251594759
2019-01-019746.347486110157
2019-02-0110315.728102064613
2019-03-0110543.45291172234
2019-04-0111253.515330269565
2019-05-0110158.3098977982
2019-06-0110925.9208450511
2019-07-0111183.963234789764
2019-08-0110821.043967350297
2019-09-0110734.343919336032
2019-10-0110968.927910007544
2019-11-0111635.640304547636
2019-12-0112055.079223540708
2020-01-0112420.742163385692
2020-02-0111549.969133685436
2020-03-0110499.34837780369
2020-04-0112021.400644763014
2020-05-0113126.55188970437
2020-06-0113973.043418615818
2020-07-0114950.819672131149
2020-08-0116282.941216818712
2020-09-0115893.476918855886
2020-10-0115626.997736470263
2020-11-0117554.221825913988
2020-12-0118430.07064956444
2021-01-0118735.02983743741
2021-02-0119365.18279717402
2021-03-0119283.832910350506
2021-04-0119866.588929281843
2021-05-0119629.39844982509
2021-06-0120690.17079360724
2021-07-0120642.705260991836
2021-08-0121606.008642568075
2021-09-0120574.86796076548
2021-10-0121511.008985527125
2021-11-0121449.962274504425
2021-12-0121580.83544824748
2022-01-0119538.102750531587
2022-02-0118174.017422319772
2022-03-0118330.132382193566
2022-04-0115792.029631661979
2022-05-0115418.753000891691
2022-06-0114166.47232320461
2022-07-0115309.623430962343
2022-08-0114697.235750051443
2022-09-0113043.76157486796
2022-10-0113383.976953151792
2022-11-0114792.509774332942
2022-12-0113715.686946978529
2023-01-0115599.012277934014
2023-02-0115394.334316482611
2023-03-0116779.545922216887
2023-04-0116260.923245764456
2023-05-0117830.37245352905
2023-06-0119100.006859181012
2023-07-0120240.825845394058
2023-08-0119516.770697578708
2023-09-0118382.742300569313
2023-10-0117870.430070649563
2023-11-0120309.14328829138
2023-12-0121312.778654228685
2024-01-0121374.305507922352
2024-02-0122761.849235201316
2024-03-0123212.977570478084
2024-04-0121934.769188558887
2024-05-0122802.867137663765
2024-06-0124383.70258591124
2024-07-0123952.603059194727
2024-08-0124192.125660196172
2024-09-0125437.615748679607
2024-10-0125027.02517319432
2024-11-0126566.84271897935
2024-12-0126450.99115165649
2025-01-0127690.033609986967
2025-02-0126745.31860895809
2025-03-0124903.902873996845
2025-04-0125239.316825571026
2025-05-0127587.351670210577
2025-06-0129941.491185952396
2025-07-0130544.618972494685
2025-08-0130894.09424514713
2025-09-0133847.794773304064
2025-10-0136376.63762946704
2025-11-0134361.821798477264
2025-12-0134885.794636120445
2026-01-0135647.1637286508
2026-02-0134474.243775293224
2026-03-0132011.797791343713
2026-04-0136689.75924274642
Annual Return Matrix
YearAnnual Return
20190.39942510430932887
20200.5288220266172028
20210.17095782531671966
2022-0.36445060341293034
20230.5538980101119719
20240.24108599731590274
20250.31888421254625565
20260.051710578057412526
Total Factor Risk
0.2176521237283779
VTI.US Exposure
0.2753083315367616
VEA.US Exposure
-0.0007932129991507274
VWO.US Exposure
0.10685675042084707
QQQ.US Exposure
0.30469641490483995
VTV.US Exposure
-0.04695969189876997
IJR.US Exposure
-0.010051886101500287
QUAL.US Exposure
0.007761960384825291
SHV.US Exposure
0.32406114640408334
TLT.US Exposure
0.026141052592062584
LQD.US Exposure
0.03139246059584061
HYG.US Exposure
-0.018217663373341235
GLD.US Exposure
0.0044976519080018595
USO.US Exposure
-0.0053824643051090595
VNQ.US Exposure
-0.025858427939018238
BTC-USD.CC Exposure
0.004335371895609014
CPER.US Exposure
0.005871134213233296
VIX.INDX Exposure
0.000055216477146357664
UUP.US Exposure
-0.0074434619628839785
TIP.US Exposure
-0.008585023509945132
Idiosyncratic Exposure
0.03231434075646759
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
21.8%

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
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%
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 relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

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 →
+8.8%
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 →
+9.5%
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 →
0.2% 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 →
1.37
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Global X Artificial Intelligence & Technology ETF a high-risk investment?

Global X Artificial Intelligence & Technology ETF (AIQ.US) has an annualized volatility of 21.8% and experienced a maximum drawdown of 39.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AIQ.US has generated a Compound Annual Growth Rate (CAGR) of 17.8%. It has had a positive return in 88% 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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