BOTZ vs. COST

Last updated Jun 14, 2026

BOTZ (Global X Robotics & Artificial Intelligence Thematic ETF) is Robotics fund tracking the Indxx Global Robotics & Artificial Intelligence Thematic Index, while COST (Costco Wholesale Corporation) is a stock. Over the past 5 years, BOTZ returned 1.51%/yr vs 22.12%/yr for COST. At a 0.35 correlation, their price movements are largely independent.

Performance

BOTZ vs. COST - Performance Comparison

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

Returns By Period

In the year-to-date period, BOTZ achieves a 2.46% return, which is significantly lower than COST's 14.24% return.

BOTZ

• 1D: -0.38%
• 1M: -9.73%
• YTD: 2.46%
• 6M: 2.47%
• 1Y: 20.91%
• 3Y*: 8.57%
• 5Y*: 1.51%
• 10Y*: —

COST

• 1D: 0.68%
• 1M: -5.66%
• YTD: 14.24%
• 6M: 11.38%
• 1Y: -0.24%
• 3Y*: 25.12%
• 5Y*: 22.12%
• 10Y*: 22.27%

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

BOTZ vs. COST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	2.46%	14.17%	12.26%	38.97%	-42.69%	8.65%	51.92%	31.80%	-28.34%	58.01%
COST Costco Wholesale Corporation	14.24%	-5.39%	39.62%	49.00%	-19.05%	51.82%	32.67%	45.70%	10.60%	22.37%

Correlation

The correlation between BOTZ and COST is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.36
Correlation (All Time) Calculated using the full available price history since Sep 13, 2016	0.35

The correlation between BOTZ and COST shifts across timeframes, from -0.16 (1 year) to 0.36 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

BOTZ vs. COST — Risk / Return Rank

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

BOTZ

BOTZ Risk / Return Rank: 25
BOTZ Sharpe Ratio Rank: 24
BOTZ Sortino Ratio Rank: 25
BOTZ Omega Ratio Rank: 24
BOTZ Calmar Ratio Rank: 24
BOTZ Martin Ratio Rank: 27

COST

COST Risk / Return Rank: 37
COST Sharpe Ratio Rank: 40
COST Sortino Ratio Rank: 32
COST Omega Ratio Rank: 32
COST Calmar Ratio Rank: 40
COST Martin Ratio Rank: 39

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.

BOTZ vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) and Costco Wholesale Corporation (COST). 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	COST	Difference
Sharpe ratio: Return per unit of total volatility	0.76	-0.08	+0.84
Sortino ratio: Return per unit of downside risk	1.22	0.02	+1.20
Omega ratio: Gain probability vs. loss probability	1.14	1.00	+0.14
Calmar ratio: Return relative to maximum drawdown	0.99	-0.10	+1.08
Martin ratio: Return relative to average drawdown	3.26	-0.22	+3.48

BOTZ vs. COST - Sharpe Ratio Comparison

The current BOTZ Sharpe Ratio is 0.76, which is higher than the COST Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of BOTZ and COST, 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. COST - Drawdown Comparison

The maximum BOTZ drawdown since its inception was -55.54%, roughly equal to the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for BOTZ and COST.

Drawdown Indicators

	BOTZ	COST	Difference
Max Drawdown Largest peak-to-trough decline	-55.54%	-53.39%	-2.15%
Max Drawdown (1Y) Largest decline over 1 year	-19.34%	-15.14%	-4.20%
Max Drawdown (3Y) Largest decline over 3 years	-29.02%	-20.74%	-8.28%
Max Drawdown (5Y) Largest decline over 5 years	-55.54%	-31.40%	-24.14%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.40%	—
Current Drawdown Current decline from peak	-10.83%	-10.23%	-0.60%
Average Drawdown Average peak-to-trough decline	-18.29%	-13.36%	-4.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.84%	6.67%	-0.83%

Volatility

BOTZ vs. COST - Volatility Comparison

Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) has a higher volatility of 8.89% compared to Costco Wholesale Corporation (COST) at 7.44%. This indicates that BOTZ's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BOTZ	COST	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.89%	7.44%	+1.45%
Volatility (6M) Calculated over the trailing 6-month period	19.49%	14.53%	+4.96%
Volatility (1Y) Calculated over the trailing 1-year period	25.07%	18.80%	+6.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.90%	22.72%	+4.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.79%	21.95%	+3.84%

Dividends

BOTZ vs. COST - Dividend Comparison

BOTZ's dividend yield for the trailing twelve months is around 0.64%, more than COST's 0.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	0.64%	0.66%	0.13%	0.20%	0.23%	0.16%	0.19%	0.83%	1.44%	0.01%	0.06%	0.00%
COST Costco Wholesale Corporation	0.55%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%

Frequently Asked Questions

Can I hold both BOTZ and COST in my portfolio?

BOTZ and COST have a correlation of -0.16, 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 COST?

BOTZ has higher volatility (8.89%) compared to COST (7.44%). In terms of maximum drawdown, BOTZ dropped -55.54% vs COST's -53.39%.

Which has better risk-adjusted returns?

BOTZ currently has the higher Sharpe Ratio (0.76 vs -0.08), 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.