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

Correlation

The correlation between BOTZ and ROBT is 0.82, 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.


Performance

BOTZ vs. ROBT - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BOTZ:

-0.05

ROBT:

0.12

Sortino Ratio

BOTZ:

0.01

ROBT:

0.31

Omega Ratio

BOTZ:

1.00

ROBT:

1.04

Calmar Ratio

BOTZ:

-0.09

ROBT:

0.05

Martin Ratio

BOTZ:

-0.41

ROBT:

0.24

Ulcer Index

BOTZ:

8.68%

ROBT:

8.58%

Daily Std Dev

BOTZ:

27.98%

ROBT:

27.78%

Max Drawdown

BOTZ:

-55.54%

ROBT:

-44.47%

Current Drawdown

BOTZ:

-22.36%

ROBT:

-23.81%

Returns By Period

In the year-to-date period, BOTZ achieves a -3.76% return, which is significantly lower than ROBT's -1.04% return.


BOTZ

YTD

-3.76%

1M

15.25%

6M

-7.35%

1Y

-1.34%

3Y*

10.61%

5Y*

6.55%

10Y*

N/A

ROBT

YTD

-1.04%

1M

16.58%

6M

-2.95%

1Y

3.34%

3Y*

3.77%

5Y*

6.13%

10Y*

N/A

*Annualized

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BOTZ vs. ROBT - Expense Ratio Comparison

BOTZ has a 0.68% expense ratio, which is higher than ROBT's 0.65% expense ratio.


Risk-Adjusted Performance

BOTZ vs. ROBT — Risk-Adjusted Performance Rank

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

BOTZ
The Risk-Adjusted Performance Rank of BOTZ is 1414
Overall Rank
The Sharpe Ratio Rank of BOTZ is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of BOTZ is 1515
Sortino Ratio Rank
The Omega Ratio Rank of BOTZ is 1515
Omega Ratio Rank
The Calmar Ratio Rank of BOTZ is 1313
Calmar Ratio Rank
The Martin Ratio Rank of BOTZ is 1212
Martin Ratio Rank

ROBT
The Risk-Adjusted Performance Rank of ROBT is 2323
Overall Rank
The Sharpe Ratio Rank of ROBT is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of ROBT is 2323
Sortino Ratio Rank
The Omega Ratio Rank of ROBT is 2323
Omega Ratio Rank
The Calmar Ratio Rank of ROBT is 2121
Calmar Ratio Rank
The Martin Ratio Rank of ROBT is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BOTZ vs. ROBT - 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 Nasdaq Artificial Intelligence & Robotics ETF (ROBT). 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.


The current BOTZ Sharpe Ratio is -0.05, which is lower than the ROBT Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of BOTZ and ROBT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BOTZ vs. ROBT - Dividend Comparison

BOTZ's dividend yield for the trailing twelve months is around 0.14%, less than ROBT's 0.69% yield.


TTM202420232022202120202019201820172016
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.14%0.13%0.20%0.23%0.16%0.19%0.83%1.44%0.01%0.06%
ROBT
First Trust Nasdaq Artificial Intelligence & Robotics ETF
0.69%0.68%0.23%0.35%0.06%0.17%0.42%0.44%0.00%0.00%

Drawdowns

BOTZ vs. ROBT - Drawdown Comparison

The maximum BOTZ drawdown since its inception was -55.54%, which is greater than ROBT's maximum drawdown of -44.47%. Use the drawdown chart below to compare losses from any high point for BOTZ and ROBT. For additional features, visit the drawdowns tool.


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Volatility

BOTZ vs. ROBT - Volatility Comparison

The current volatility for Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) is 5.85%, while First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT) has a volatility of 6.40%. This indicates that BOTZ experiences smaller price fluctuations and is considered to be less risky than ROBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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