BOTZ vs. AIFD

Last updated Aug 4, 2026

BOTZ (Global X Robotics & Artificial Intelligence Thematic ETF) and AIFD (TCW Artificial Intelligence ETF) are both Artificial Intelligence funds. BOTZ is passively managed, while AIFD is actively managed. Over the past year, BOTZ returned 9.01% vs 61.19% for AIFD. Their 0.79 correlation means they have sometimes moved together and sometimes differently. BOTZ charges 0.68%/yr vs 0.75%/yr for AIFD.

Performance

BOTZ vs. AIFD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) and TCW Artificial Intelligence ETF (AIFD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BOTZ achieves a -0.78% return, which is significantly lower than AIFD's 34.94% return.

BOTZ

• 1D: 2.02%
• 1M: -3.90%
• 6M: -2.50%
• YTD: -0.78%
• 1Y: 9.01%
• 3Y*: 9.60%
• 5Y*: 1.12%
• 10Y*: —
• ALL TIME*: 9.87%

AIFD

• 1D: 3.45%
• 1M: -1.75%
• 6M: 30.89%
• YTD: 34.94%
• 1Y: 61.19%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 36.07%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AIFD TCW Artificial Intelligence ETF	$659.85K	$728.46K	$1.17M
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	$29.33M	$29.66M	$37.04M

BOTZ vs. AIFD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	-0.78%	14.17%	3.48%
AIFD TCW Artificial Intelligence ETF	34.94%	28.30%	15.22%

Correlation

The correlation between BOTZ and AIFD is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.74
Correlation (All Time) Calculated using the full available price history since May 6, 2024	0.79

The correlation between BOTZ and AIFD has been stable across timeframes, ranging from 0.74 to 0.79 - a consistent structural relationship.

BOTZ vs. AIFD - Sectors Allocation Comparison

Sectors	BOTZ	AIFD
Industrials	50.8%	10.0%
Technology	30.8%	73.7%
Healthcare	8.0%	-
Consumer Cyclical	6.2%	5.2%
Communication Services	4.2%	7.0%
Financial Services	0.9%	-
Energy	0.5%	-
Consumer Defensive	0.0%	-
Basic Materials	0.0%	-
Utilities	0.0%	-
Real Estate	-	-

Return for Risk

BOTZ vs. AIFD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BOTZ

BOTZ Risk / Return Rank: 19
BOTZ Sharpe Ratio Rank: 19
BOTZ Sortino Ratio Rank: 20
BOTZ Omega Ratio Rank: 19
BOTZ Calmar Ratio Rank: 19
BOTZ Martin Ratio Rank: 19

AIFD

AIFD Risk / Return Rank: 79
AIFD Sharpe Ratio Rank: 82
AIFD Sortino Ratio Rank: 74
AIFD Omega Ratio Rank: 73
AIFD Calmar Ratio Rank: 80
AIFD Martin Ratio Rank: 84

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BOTZ vs. AIFD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) and TCW Artificial Intelligence ETF (AIFD). 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.

	BOTZ	AIFD	Difference
Sharpe ratio: Return per unit of total volatility	0.34	2.02	-1.68
Sortino ratio: Return per unit of downside risk	0.66	2.53	-1.87
Omega ratio: Gain probability vs. loss probability	1.08	1.32	-0.24
Calmar ratio: Return relative to maximum drawdown	0.47	3.04	-2.57
Martin ratio: Return relative to average drawdown	1.18	12.31	-11.13

BOTZ vs. AIFD - Sharpe Ratio Comparison

The current BOTZ Sharpe Ratio is 0.34, which is lower than the AIFD Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of BOTZ and AIFD, 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

BOTZ vs. AIFD - Drawdown Comparison

The maximum BOTZ drawdown since its inception was -55.54%, which is greater than AIFD's maximum drawdown of -33.20%. Use the drawdown chart below to compare losses from any high point for BOTZ and AIFD.

Drawdown Indicators

	BOTZ	AIFD	Difference
Max Drawdown Largest peak-to-trough decline	-55.54%	-33.20%	-22.34%
Max Drawdown (1Y) Largest decline over 1 year	-19.34%	-20.22%	+0.88%
Max Drawdown (3Y) Largest decline over 3 years	-29.02%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-55.54%	—	—
Current Drawdown Current decline from peak	-13.65%	-11.49%	-2.16%
Average Drawdown Average peak-to-trough decline	-18.22%	-5.99%	-12.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.64%	4.99%	+2.65%

Volatility

BOTZ vs. AIFD - Volatility Comparison

The current volatility for Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) is 9.24%, while TCW Artificial Intelligence ETF (AIFD) has a volatility of 11.65%. This indicates that BOTZ experiences smaller price fluctuations and is considered to be less risky than AIFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BOTZ	AIFD	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.24%	11.65%	-2.41%
Volatility (6M) Calculated over the trailing 6-month period	21.66%	25.22%	-3.56%
Volatility (1Y) Calculated over the trailing 1-year period	26.47%	30.48%	-4.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.29%	30.63%	-3.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.89%	30.63%	-4.74%

BOTZ vs. AIFD - Expense Ratio Comparison

BOTZ has a 0.68% expense ratio, which is lower than AIFD's 0.75% expense ratio.

Dividends

BOTZ vs. AIFD - Dividend Comparison

BOTZ's dividend yield for the trailing twelve months is around 0.49%, while AIFD has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
AIFD TCW Artificial Intelligence ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	0.49%	0.66%	0.13%	0.20%	0.23%	0.16%	0.19%	0.83%	1.44%	0.01%	0.06%

Frequently Asked Questions

Can I hold both BOTZ and AIFD in my portfolio?

BOTZ and AIFD have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BOTZ or AIFD?

AIFD has higher volatility (11.65%) compared to BOTZ (9.24%). In terms of maximum drawdown, BOTZ dropped -55.54% vs AIFD's -33.20%.

Which ETF is better, BOTZ or AIFD?

On 1-year performance, AIFD leads with 61.19% vs 9.01% for BOTZ. On fees, BOTZ is cheaper at 0.68% per year. On volatility, BOTZ has been the lower-risk option at 9.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BOTZ or AIFD?

Over the 1-year period, AIFD has performed better with a 61.19% return vs 9.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BOTZ or AIFD?

BOTZ is cheaper with a 0.68% expense ratio, compared with 0.75% for AIFD.

Which ETF pays a higher dividend yield, BOTZ or AIFD?

BOTZ has the higher dividend yield at 0.49%, compared with 0.00% for AIFD.

What is the main difference between BOTZ and AIFD?

They also come from different issuers: Global X and TCW. Their fees differ too: 0.68% for BOTZ and 0.75% for AIFD.

Which has better risk-adjusted returns?

AIFD currently has the higher Sharpe Ratio (2.02 vs 0.34), 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.