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BOTZ vs. KOMP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

BOTZ vs. KOMP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) and SPDR S&P Kensho New Economies Composite ETF (KOMP). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%100.00%JuneJulyAugustSeptemberOctoberNovember
66.65%
85.26%
BOTZ
KOMP

Returns By Period

In the year-to-date period, BOTZ achieves a 12.82% return, which is significantly higher than KOMP's 10.70% return.


BOTZ

YTD

12.82%

1M

0.19%

6M

1.76%

1Y

24.41%

5Y (annualized)

8.89%

10Y (annualized)

N/A

KOMP

YTD

10.70%

1M

1.79%

6M

8.27%

1Y

29.64%

5Y (annualized)

9.47%

10Y (annualized)

N/A

Key characteristics


BOTZKOMP
Sharpe Ratio1.191.35
Sortino Ratio1.691.94
Omega Ratio1.211.23
Calmar Ratio0.720.61
Martin Ratio4.806.03
Ulcer Index5.30%4.56%
Daily Std Dev21.31%20.36%
Max Drawdown-55.54%-50.06%
Current Drawdown-18.93%-28.77%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BOTZ vs. KOMP - Expense Ratio Comparison

BOTZ has a 0.68% expense ratio, which is higher than KOMP's 0.20% expense ratio.


BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
Expense ratio chart for BOTZ: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for KOMP: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Correlation

-0.50.00.51.00.8

The correlation between BOTZ and KOMP is 0.84, 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. KOMP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) and SPDR S&P Kensho New Economies Composite ETF (KOMP). 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.


Sharpe ratio
The chart of Sharpe ratio for BOTZ, currently valued at 1.19, compared to the broader market0.002.004.006.001.191.35
The chart of Sortino ratio for BOTZ, currently valued at 1.69, compared to the broader market-2.000.002.004.006.008.0010.0012.001.691.94
The chart of Omega ratio for BOTZ, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.23
The chart of Calmar ratio for BOTZ, currently valued at 0.72, compared to the broader market0.005.0010.0015.000.720.61
The chart of Martin ratio for BOTZ, currently valued at 4.80, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.806.03
BOTZ
KOMP

The current BOTZ Sharpe Ratio is 1.19, which is comparable to the KOMP Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of BOTZ and KOMP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.19
1.35
BOTZ
KOMP

Dividends

BOTZ vs. KOMP - Dividend Comparison

BOTZ's dividend yield for the trailing twelve months is around 0.15%, less than KOMP's 1.10% yield.


TTM20232022202120202019201820172016
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%
KOMP
SPDR S&P Kensho New Economies Composite ETF
1.10%1.27%1.47%1.44%0.69%0.81%0.13%0.00%0.00%

Drawdowns

BOTZ vs. KOMP - Drawdown Comparison

The maximum BOTZ drawdown since its inception was -55.54%, which is greater than KOMP's maximum drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for BOTZ and KOMP. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%JuneJulyAugustSeptemberOctoberNovember
-18.93%
-28.77%
BOTZ
KOMP

Volatility

BOTZ vs. KOMP - Volatility Comparison

The current volatility for Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) is 5.73%, while SPDR S&P Kensho New Economies Composite ETF (KOMP) has a volatility of 6.98%. This indicates that BOTZ experiences smaller price fluctuations and is considered to be less risky than KOMP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.73%
6.98%
BOTZ
KOMP