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BOTG.L vs. BOTZ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BOTG.L vs. BOTZ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X Robotics & Artificial Intelligence UCITS ETF USD Distributing (BOTG.L) and Global X Robotics & Artificial Intelligence UCITS ETF USD Acc (BOTZ.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BOTG.L is traded in GBP, while BOTZ.L is traded in USD. To make them comparable, the BOTZ.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, BOTG.L achieves a -2.23% return, which is significantly lower than BOTZ.L's -2.10% return.


BOTG.L

1D
-0.80%
1M
-6.20%
6M
-5.88%
YTD
-2.23%
1Y
9.83%
3Y*
5.73%
5Y*
10Y*

BOTZ.L

1D
0.00%
1M
-6.48%
6M
-6.00%
YTD
-2.10%
1Y
9.83%
3Y*
5.69%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOTG.L vs. BOTZ.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BOTG.L
Global X Robotics & Artificial Intelligence UCITS ETF USD Distributing
-2.23%5.46%15.00%32.59%-36.01%-30.00%
BOTZ.L
Global X Robotics & Artificial Intelligence UCITS ETF USD Acc
-2.10%5.37%15.00%33.19%-36.07%-6.31%

Correlation

The correlation between BOTG.L and BOTZ.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2021

0.91

The correlation between BOTG.L and BOTZ.L has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

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Return for Risk

BOTG.L vs. BOTZ.L — Risk / Return Rank

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

BOTG.L
BOTG.L Risk / Return Rank: 1616
Overall Rank
BOTG.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BOTG.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
BOTG.L Omega Ratio Rank: 1616
Omega Ratio Rank
BOTG.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
BOTG.L Martin Ratio Rank: 1717
Martin Ratio Rank

BOTZ.L
BOTZ.L Risk / Return Rank: 1717
Overall Rank
BOTZ.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BOTZ.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
BOTZ.L Omega Ratio Rank: 1616
Omega Ratio Rank
BOTZ.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
BOTZ.L Martin Ratio Rank: 1919
Martin Ratio Rank
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.

BOTG.L vs. BOTZ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Robotics & Artificial Intelligence UCITS ETF USD Distributing (BOTG.L) and Global X Robotics & Artificial Intelligence UCITS ETF USD Acc (BOTZ.L). 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.


BOTG.LBOTZ.LDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.09

1.09

0.00

Calmar ratioReturn relative to maximum drawdown

0.56

0.68

-0.12

Martin ratioReturn relative to average drawdown

1.36

1.72

-0.36

BOTG.L vs. BOTZ.L - Sharpe Ratio Comparison

The current BOTG.L Sharpe Ratio is 0.37, which is comparable to the BOTZ.L Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of BOTG.L and BOTZ.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BOTG.L vs. BOTZ.L - Drawdown Comparison

The maximum BOTG.L drawdown since its inception was -57.90%, which is greater than BOTZ.L's maximum drawdown of -43.78%. Use the drawdown chart below to compare losses from any high point for BOTG.L and BOTZ.L.


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Drawdown Indicators


BOTG.LBOTZ.LDifference

Max Drawdown

Largest peak-to-trough decline

-57.90%

-43.78%

-14.12%

Max Drawdown (1Y)

Largest decline over 1 year

-17.52%

-15.65%

-1.87%

Max Drawdown (3Y)

Largest decline over 3 years

-30.92%

-30.86%

-0.06%

Current Drawdown

Current decline from peak

-29.57%

-12.62%

-16.95%

Average Drawdown

Average peak-to-trough decline

-39.19%

-19.41%

-19.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.22%

6.15%

+1.07%

Volatility

BOTG.L vs. BOTZ.L - Volatility Comparison

Global X Robotics & Artificial Intelligence UCITS ETF USD Distributing (BOTG.L) has a higher volatility of 9.47% compared to Global X Robotics & Artificial Intelligence UCITS ETF USD Acc (BOTZ.L) at 8.83%. This indicates that BOTG.L's price experiences larger fluctuations and is considered to be riskier than BOTZ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BOTG.LBOTZ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.47%

8.83%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

21.90%

19.84%

+2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

26.56%

25.12%

+1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.84%

24.92%

+4.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.84%

24.92%

+4.92%

BOTG.L vs. BOTZ.L - Expense Ratio Comparison

Both BOTG.L and BOTZ.L have an expense ratio of 0.50%.


Dividends

BOTG.L vs. BOTZ.L - Dividend Comparison

BOTG.L's dividend yield for the trailing twelve months is around 0.33%, while BOTZ.L has not paid dividends to shareholders.


Frequently Asked Questions


With a correlation of 0.92, BOTG.L and BOTZ.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

BOTG.L and BOTZ.L have the same expense ratio: 0.50% per year.

Both ETFs track Indxx Global Robotics & Artificial Intelligence Thematic v2 Index.

Portfolio Optimizer

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