BOTZ vs. FDN
Compare and contrast key facts about Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) and First Trust Dow Jones Internet Index (FDN).
BOTZ and FDN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BOTZ is a passively managed fund by Global X that tracks the performance of the Indxx Global Robotics & Artificial Intelligence Thematic Index. It was launched on Sep 12, 2016. FDN is a passively managed fund by First Trust that tracks the performance of the Dow Jones Internet Index. It was launched on Jun 23, 2006. Both BOTZ and FDN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BOTZ or FDN.
Performance
BOTZ vs. FDN - Performance Comparison
Returns By Period
In the year-to-date period, BOTZ achieves a 12.82% return, which is significantly lower than FDN's 23.71% return.
BOTZ
12.82%
0.19%
1.76%
24.41%
8.89%
N/A
FDN
23.71%
5.02%
12.11%
39.01%
11.30%
14.25%
Key characteristics
| BOTZ | FDN | |
|---|---|---|
| Sharpe Ratio | 1.19 | 2.06 |
| Sortino Ratio | 1.69 | 2.67 |
| Omega Ratio | 1.21 | 1.36 |
| Calmar Ratio | 0.72 | 1.11 |
| Martin Ratio | 4.80 | 10.69 |
| Ulcer Index | 5.30% | 3.58% |
| Daily Std Dev | 21.31% | 18.59% |
| Max Drawdown | -55.54% | -61.55% |
| Current Drawdown | -18.93% | -8.51% |
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BOTZ vs. FDN - Expense Ratio Comparison
BOTZ has a 0.68% expense ratio, which is higher than FDN's 0.52% expense ratio.
Correlation
The correlation between BOTZ and FDN is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
BOTZ vs. FDN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) and First Trust Dow Jones Internet Index (FDN). 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.
Dividends
BOTZ vs. FDN - Dividend Comparison
BOTZ's dividend yield for the trailing twelve months is around 0.15%, while FDN has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 0.15% | 0.20% | 0.23% | 0.16% | 0.19% | 0.83% | 1.44% | 0.01% | 0.06% |
FDN First Trust Dow Jones Internet Index | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BOTZ vs. FDN - Drawdown Comparison
The maximum BOTZ drawdown since its inception was -55.54%, smaller than the maximum FDN drawdown of -61.55%. Use the drawdown chart below to compare losses from any high point for BOTZ and FDN. For additional features, visit the drawdowns tool.
Volatility
BOTZ vs. FDN - Volatility Comparison
Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) and First Trust Dow Jones Internet Index (FDN) have volatilities of 5.73% and 5.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.