BOBP vs. HTEC

Last updated Jun 24, 2026

BOBP (CORE16 Best of Breed Premier Index ETF) and HTEC (ROBO Global Healthcare Technology and Innovation ETF) are both exchange-traded funds - BOBP is a Large Cap Blend Equities fund tracking the CORE16 Best of Breed Premier Index, while HTEC is a Health & Biotech Equities fund tracking the ROBO Global® Healthcare Technology and Innovation Index. Both are passively managed. Over the past year, BOBP returned 32.67% vs 28.67% for HTEC. At a 0.48 correlation, their price movements are largely independent. BOBP charges 0.70%/yr vs 0.68%/yr for HTEC.

Performance

BOBP vs. HTEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CORE16 Best of Breed Premier Index ETF (BOBP) and ROBO Global Healthcare Technology and Innovation ETF (HTEC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BOBP achieves a 23.45% return, which is significantly higher than HTEC's -0.55% return.

BOBP

• 1D: -4.54%
• 1M: 4.05%
• YTD: 23.45%
• 6M: 21.39%
• 1Y: 32.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —

HTEC

• 1D: 1.26%
• 1M: 2.81%
• YTD: -0.55%
• 6M: -2.52%
• 1Y: 28.67%
• 3Y*: 6.38%
• 5Y*: -5.86%
• 10Y*: —

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

BOBP vs. HTEC - Yearly Performance Comparison

	2026 (YTD)	2025
BOBP CORE16 Best of Breed Premier Index ETF	23.45%	7.63%
HTEC ROBO Global Healthcare Technology and Innovation ETF	-0.55%	29.27%

Correlation

The correlation between BOBP and HTEC is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (All Time) Calculated using the full available price history since May 21, 2025	0.48

BOBP vs. HTEC - Sectors Allocation Comparison

Sectors	BOBP	HTEC
Technology	38.7%	3.7%
Industrials	33.6%	1.3%
Basic Materials	10.1%	-
Energy	4.9%	1.2%
Utilities	4.1%	-
Communication Services	3.8%	-
Consumer Cyclical	3.1%	-
Consumer Defensive	1.7%	-
Financial Services	-	3.9%
Healthcare	-	77.3%
Real Estate	-	-

Return for Risk

BOBP vs. HTEC — Risk / Return Rank

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

BOBP

BOBP Risk / Return Rank: 54
BOBP Sharpe Ratio Rank: 50
BOBP Sortino Ratio Rank: 47
BOBP Omega Ratio Rank: 51
BOBP Calmar Ratio Rank: 56
BOBP Martin Ratio Rank: 65

HTEC

HTEC Risk / Return Rank: 38
HTEC Sharpe Ratio Rank: 41
HTEC Sortino Ratio Rank: 43
HTEC Omega Ratio Rank: 37
HTEC Calmar Ratio Rank: 37
HTEC Martin Ratio Rank: 31

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.

BOBP vs. HTEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CORE16 Best of Breed Premier Index ETF (BOBP) and ROBO Global Healthcare Technology and Innovation ETF (HTEC). 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.

	BOBP	HTEC	Difference
Sharpe ratio: Return per unit of total volatility	1.57	1.38	+0.19
Sortino ratio: Return per unit of downside risk	2.15	2.07	+0.08
Omega ratio: Gain probability vs. loss probability	1.30	1.24	+0.06
Calmar ratio: Return relative to maximum drawdown	2.51	1.77	+0.75
Martin ratio: Return relative to average drawdown	10.75	4.22	+6.53

BOBP vs. HTEC - Sharpe Ratio Comparison

The current BOBP Sharpe Ratio is 1.57, which is comparable to the HTEC Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of BOBP and HTEC, 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

BOBP vs. HTEC - Drawdown Comparison

The maximum BOBP drawdown since its inception was -13.06%, smaller than the maximum HTEC drawdown of -57.53%. Use the drawdown chart below to compare losses from any high point for BOBP and HTEC.

Drawdown Indicators

	BOBP	HTEC	Difference
Max Drawdown Largest peak-to-trough decline	-13.06%	-57.53%	+44.47%
Max Drawdown (1Y) Largest decline over 1 year	-13.06%	-16.31%	+3.25%
Max Drawdown (3Y) Largest decline over 3 years	—	-28.67%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-56.10%	—
Current Drawdown Current decline from peak	-4.54%	-31.59%	+27.05%
Average Drawdown Average peak-to-trough decline	-1.69%	-29.00%	+27.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.05%	6.81%	-3.76%

Volatility

BOBP vs. HTEC - Volatility Comparison

CORE16 Best of Breed Premier Index ETF (BOBP) has a higher volatility of 10.90% compared to ROBO Global Healthcare Technology and Innovation ETF (HTEC) at 6.74%. This indicates that BOBP's price experiences larger fluctuations and is considered to be riskier than HTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BOBP	HTEC	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.90%	6.74%	+4.16%
Volatility (6M) Calculated over the trailing 6-month period	18.88%	15.77%	+3.11%
Volatility (1Y) Calculated over the trailing 1-year period	20.90%	20.92%	-0.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.22%	24.50%	-4.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.22%	25.46%	-5.24%

BOBP vs. HTEC - Expense Ratio Comparison

BOBP has a 0.70% expense ratio, which is higher than HTEC's 0.68% expense ratio.

Dividends

BOBP vs. HTEC - Dividend Comparison

BOBP's dividend yield for the trailing twelve months is around 2.68%, more than HTEC's 0.99% yield.

Position	TTM	2025	2024	2023	2022	2021
BOBP CORE16 Best of Breed Premier Index ETF	2.68%	3.31%	0.00%	0.00%	0.00%	0.00%
HTEC ROBO Global Healthcare Technology and Innovation ETF	0.99%	0.98%	0.00%	0.00%	0.00%	0.05%

Frequently Asked Questions

Can I hold both BOBP and HTEC in my portfolio?

BOBP and HTEC have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BOBP or HTEC?

BOBP has higher volatility (10.90%) compared to HTEC (6.74%). In terms of maximum drawdown, BOBP dropped -13.06% vs HTEC's -57.53%.

Which ETF is better, BOBP or HTEC?

On 1-year performance, BOBP leads with 32.67% vs 28.67% for HTEC. On fees, HTEC is cheaper at 0.68% per year. On volatility, HTEC has been the lower-risk option at 6.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BOBP or HTEC?

Over the 1-year period, BOBP has performed better with a 32.67% return vs 28.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BOBP or HTEC?

HTEC is cheaper with a 0.68% expense ratio, compared with 0.70% for BOBP.

Which ETF pays a higher dividend yield, BOBP or HTEC?

BOBP has the higher dividend yield at 2.68%, compared with 0.99% for HTEC.

What is the main difference between BOBP and HTEC?

BOBP is categorized as Large Cap Blend Equities, while HTEC is Health & Biotech Equities. BOBP tracks CORE16 Best of Breed Premier Index, while HTEC tracks ROBO Global® Healthcare Technology and Innovation Index. Their fees differ too: 0.70% for BOBP and 0.68% for HTEC.

Which has better risk-adjusted returns?

BOBP currently has the higher Sharpe Ratio (1.57 vs 1.38), 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.