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Roundhill Generative AI & Technology ETF (CHAT)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerRoundhill
Inception DateMay 17, 2023
CategoryTechnology Equities
Leveraged1x
Index TrackedNo Index (Active)
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

CHAT features an expense ratio of 0.75%, falling within the medium range.


Expense ratio chart for CHAT: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: CHAT vs. IGPT, CHAT vs. FFOG, CHAT vs. AIQ, CHAT vs. SHOC, CHAT vs. QQQ, CHAT vs. BOTZ, CHAT vs. WUGI, CHAT vs. QQQI, CHAT vs. TECB, CHAT vs. SCHX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Roundhill Generative AI & Technology ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.90%
14.94%
CHAT (Roundhill Generative AI & Technology ETF)
Benchmark (^GSPC)

Returns By Period

Roundhill Generative AI & Technology ETF had a return of 31.98% year-to-date (YTD) and 42.85% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date31.98%25.82%
1 month4.61%3.20%
6 months17.90%14.94%
1 year42.85%35.92%
5 years (annualized)N/A14.22%
10 years (annualized)N/A11.43%

Monthly Returns

The table below presents the monthly returns of CHAT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.11%10.99%0.68%-7.14%4.60%7.93%-4.53%-0.84%5.95%1.02%31.98%
20235.99%4.81%5.21%-4.03%-7.23%-4.15%14.28%4.61%19.23%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CHAT is 53, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of CHAT is 5353
Combined Rank
The Sharpe Ratio Rank of CHAT is 5555Sharpe Ratio Rank
The Sortino Ratio Rank of CHAT is 5050Sortino Ratio Rank
The Omega Ratio Rank of CHAT is 5151Omega Ratio Rank
The Calmar Ratio Rank of CHAT is 6666Calmar Ratio Rank
The Martin Ratio Rank of CHAT is 4343Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Roundhill Generative AI & Technology ETF (CHAT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CHAT
Sharpe ratio
The chart of Sharpe ratio for CHAT, currently valued at 1.87, compared to the broader market-2.000.002.004.006.001.87
Sortino ratio
The chart of Sortino ratio for CHAT, currently valued at 2.48, compared to the broader market0.005.0010.002.48
Omega ratio
The chart of Omega ratio for CHAT, currently valued at 1.32, compared to the broader market1.001.502.002.503.001.32
Calmar ratio
The chart of Calmar ratio for CHAT, currently valued at 2.40, compared to the broader market0.005.0010.0015.002.40
Martin ratio
The chart of Martin ratio for CHAT, currently valued at 7.29, compared to the broader market0.0020.0040.0060.0080.00100.007.29
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.08, compared to the broader market-2.000.002.004.006.003.08
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.10, compared to the broader market0.005.0010.004.10
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.58, compared to the broader market1.001.502.002.503.001.58
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.48, compared to the broader market0.005.0010.0015.004.48
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 20.05, compared to the broader market0.0020.0040.0060.0080.00100.0020.05

Sharpe Ratio

The current Roundhill Generative AI & Technology ETF Sharpe ratio is 1.87. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Roundhill Generative AI & Technology ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.87
3.08
CHAT (Roundhill Generative AI & Technology ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Roundhill Generative AI & Technology ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.24%
0
CHAT (Roundhill Generative AI & Technology ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Roundhill Generative AI & Technology ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Roundhill Generative AI & Technology ETF was 18.98%, occurring on Aug 7, 2024. Recovery took 58 trading sessions.

The current Roundhill Generative AI & Technology ETF drawdown is 1.24%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.98%Jul 11, 202420Aug 7, 202458Oct 29, 202478
-16.73%Aug 2, 202361Oct 26, 202334Dec 14, 202395
-13.39%Mar 8, 202430Apr 19, 202438Jun 13, 202468
-6.56%Jun 16, 20236Jun 26, 202312Jul 13, 202318
-4.64%Feb 16, 20243Feb 21, 20241Feb 22, 20244

Volatility

Volatility Chart

The current Roundhill Generative AI & Technology ETF volatility is 6.76%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.76%
3.89%
CHAT (Roundhill Generative AI & Technology ETF)
Benchmark (^GSPC)