iShares Future AI & Tech ETF

10-Year Study

ARTY.US · · US · ETF

Executive Summary: iShares Future AI & Tech ETF has compounded at 12.9% annually over the last 10 years, with a maximum drawdown of 47.0% and an annualized volatility of 23.5%.

1Y CAGR
+63.0%
3Y CAGR
+24.6%
5Y CAGR
+7.1%
10Y CAGR
+12.9%

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 →
47.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.83
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +48.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -37.9%
% 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.
20266.9-1.0-8.823.9————————19.7%
20254.9-7.4-12.62.913.811.46.0-1.87.311.6-7.01.330.0%
2024-5.74.61.0-5.83.5-0.51.0-0.12.2-2.210.70.28.0%
202316.9-0.35.4-6.85.27.94.8-7.2-4.9-5.913.95.836.4%
2022-11.2-4.0-2.6-14.3-0.8-9.17.2-3.0-13.21.910.2-4.4-37.9%
20219.85.6-6.60.6-1.14.8-3.42.7-4.96.1-3.0-3.06.3%
20200.2-4.5-13.215.27.37.16.67.7-3.51.513.66.048.9%
201913.57.6-0.45.0-11.59.60.7-3.00.62.53.14.534.5%
2018——————0.06.5-0.5-14.12.0-8.3-14.8%

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 23.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 71.6% of variance. Idiosyncratic stock-specific factors contribute 9.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-06-0110000
2018-07-0110000
2018-08-0110648.413309230189
2018-09-0110591.89919636305
2018-10-019099.040647205169
2018-11-019284.915251203665
2018-12-018518.372679923394
2019-01-019671.296379159134
2019-02-0110401.952712498432
2019-03-0110363.918669792914
2019-04-0110882.568774498395
2019-05-019636.26031393746
2019-06-0110562.859086109072
2019-07-0110634.58681605842
2019-08-0110312.46084730898
2019-09-0110376.134309391276
2019-10-0110639.240393048272
2019-11-0110964.722306742317
2019-12-0111454.735014587171
2020-01-0111475.989332569667
2020-02-0110961.142632134739
2020-03-019514.41713948202
2020-04-0110956.89176853824
2020-05-0111761.11041506327
2020-06-0112599.02274883213
2020-07-0113429.865225251024
2020-08-0114460.945750031322
2020-09-0113949.678724203968
2020-10-0114158.463245690966
2020-11-0116084.283438635428
2020-12-0117051.0640582771
2021-01-0118715.970718261706
2021-02-0119773.09337581214
2021-03-0118463.424674697068
2021-04-0118574.707809060154
2021-05-0118373.574842046855
2021-06-0119251.221563959836
2021-07-0118595.067208390756
2021-08-0119096.848096508027
2021-09-0118161.9265808738
2021-10-0119276.9504752018
2021-11-0118693.73198976213
2021-12-0118129.57527160781
2022-01-0116099.318071987254
2022-02-0115457.03495552254
2022-03-0115062.689051565212
2022-04-0112907.143240679421
2022-05-0112801.990299081812
2022-06-0111632.28687512305
2022-07-0112464.113762059029
2022-08-0112085.607918240232
2022-09-0110487.999140878093
2022-10-0110686.044638542357
2022-11-0111777.532172325535
2022-12-0111260.09020780011
2023-01-0113165.46150954878
2023-02-0113125.771867337256
2023-03-0113840.27491900986
2023-04-0112896.404216856687
2023-05-0113566.832524923484
2023-06-0114641.853555511803
2023-07-0115350.89760340785
2023-08-0114238.558465035529
2023-09-0113533.94426446636
2023-10-0112740.688371427039
2023-11-0114513.343237099747
2023-12-0115355.461688532512
2024-01-0114478.665139338833
2024-02-0115141.844606325283
2024-03-0115288.700757101178
2024-04-0114398.525174061679
2024-05-0114901.469456426408
2024-06-0114824.551198296072
2024-07-0114967.514452936228
2024-08-0114958.565266417281
2024-09-0115293.578063754003
2024-10-0114958.565266417281
2024-11-0116553.131320362976
2024-12-0116587.31721286535
2025-01-0117392.743999570437
2025-02-0116104.061140842296
2025-03-0114072.595801041683
2025-04-0114479.783787653701
2025-05-0116475.45238137853
2025-06-0118345.832363838126
2025-07-0119442.107712408942
2025-08-0119097.56403142954
2025-09-0120484.687941866083
2025-10-0122869.646149165037
2025-11-0121276.69094879275
2025-12-0121558.59032413953
2026-01-0123048.629879543947
2026-02-0122824.90021657031
2026-03-0120820.28243632654
2026-04-0125796.030140860195
Annual Return Matrix
YearAnnual Return
20190.34470930599037675
20200.4885603234438174
20210.06325184221023239
2022-0.37891042459035407
20230.3637068091954936
20240.08022263018329112
20250.2997032640949555
20260.19655458696554584
Total Factor Risk
0.23494339664170844
VTI.US Exposure
0.7160829094948694
VEA.US Exposure
0.06317585643476965
VWO.US Exposure
0.12194519511911665
QQQ.US Exposure
0.11193854882300996
VTV.US Exposure
-0.12948747083014658
IJR.US Exposure
0.14814715154435276
QUAL.US Exposure
-0.1546751172013673
SHV.US Exposure
0.010899881623693647
TLT.US Exposure
0.0011632606033520495
LQD.US Exposure
0.13593300082423018
HYG.US Exposure
-0.051744027983334245
GLD.US Exposure
0.014347415331401237
USO.US Exposure
-0.005073089649456419
VNQ.US Exposure
-0.05616465698250873
BTC-USD.CC Exposure
0.021693591875767068
CPER.US Exposure
-0.014314303594288688
VIX.INDX Exposure
-0.00889739287618732
UUP.US Exposure
-0.010060963586726885
TIP.US Exposure
-0.008446056768845555
Idiosyncratic Exposure
0.09353626779829882
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
23.5%

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 →
+15.2%
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 →
+21.8%
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 →
1.71
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares Future AI & Tech ETF a high-risk investment?

iShares Future AI & Tech ETF (ARTY.US) has an annualized volatility of 23.5% and experienced a maximum drawdown of 47.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ARTY.US has generated a Compound Annual Growth Rate (CAGR) of 12.9%. 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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