PortfoliosLab logoPortfoliosLab logo
BRIP.L vs. BOTG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRIP.L vs. BOTG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X European Infrastructure Development UCITS ETF EUR Accumulating (BRIP.L) and Global X Robotics & Artificial Intelligence UCITS ETF USD Distributing (BOTG.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BRIP.L vs. BOTG.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BRIP.L achieves a 5.03% return, which is significantly higher than BOTG.L's -8.52% return.


BRIP.L

1D
1.60%
1M
-7.18%
YTD
5.03%
6M
6.78%
1Y
22.94%
3Y*
5Y*
10Y*

BOTG.L

1D
0.49%
1M
-14.95%
YTD
-8.52%
6M
-5.10%
1Y
13.19%
3Y*
7.25%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


BRIP.L vs. BOTG.L - Expense Ratio Comparison

BRIP.L has a 0.47% expense ratio, which is lower than BOTG.L's 0.50% expense ratio.


Return for Risk

BRIP.L vs. BOTG.L — Risk / Return Rank

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

BRIP.L
BRIP.L Risk / Return Rank: 7474
Overall Rank
BRIP.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BRIP.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
BRIP.L Omega Ratio Rank: 7575
Omega Ratio Rank
BRIP.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
BRIP.L Martin Ratio Rank: 6666
Martin Ratio Rank

BOTG.L
BOTG.L Risk / Return Rank: 2828
Overall Rank
BOTG.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BOTG.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
BOTG.L Omega Ratio Rank: 3131
Omega Ratio Rank
BOTG.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
BOTG.L Martin Ratio Rank: 2828
Martin Ratio Rank
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.

BRIP.L vs. BOTG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X European Infrastructure Development UCITS ETF EUR Accumulating (BRIP.L) and Global X Robotics & Artificial Intelligence UCITS ETF USD Distributing (BOTG.L). 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.


BRIP.LBOTG.LDifference

Sharpe ratio

Return per unit of total volatility

1.48

0.36

+1.12

Sortino ratio

Return per unit of downside risk

1.94

0.78

+1.15

Omega ratio

Gain probability vs. loss probability

1.29

1.12

+0.17

Calmar ratio

Return relative to maximum drawdown

2.09

0.74

+1.35

Martin ratio

Return relative to average drawdown

6.85

2.18

+4.67

BRIP.L vs. BOTG.L - Sharpe Ratio Comparison

The current BRIP.L Sharpe Ratio is 1.48, which is higher than the BOTG.L Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of BRIP.L and BOTG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BRIP.LBOTG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

0.36

+1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.44

-0.11

+1.55

Correlation

The correlation between BRIP.L and BOTG.L is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BRIP.L vs. BOTG.L - Dividend Comparison

BRIP.L has not paid dividends to shareholders, while BOTG.L's dividend yield for the trailing twelve months is around 0.27%.


Drawdowns

BRIP.L vs. BOTG.L - Drawdown Comparison

The maximum BRIP.L drawdown since its inception was -10.38%, smaller than the maximum BOTG.L drawdown of -43.70%. Use the drawdown chart below to compare losses from any high point for BRIP.L and BOTG.L.


Loading graphics...

Drawdown Indicators


BRIP.LBOTG.LDifference

Max Drawdown

Largest peak-to-trough decline

-10.38%

-43.70%

+33.32%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-17.19%

+6.81%

Current Drawdown

Current decline from peak

-7.18%

-15.14%

+7.96%

Average Drawdown

Average peak-to-trough decline

-2.32%

-19.85%

+17.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

5.83%

-2.67%

Volatility

BRIP.L vs. BOTG.L - Volatility Comparison

The current volatility for Global X European Infrastructure Development UCITS ETF EUR Accumulating (BRIP.L) is 7.48%, while Global X Robotics & Artificial Intelligence UCITS ETF USD Distributing (BOTG.L) has a volatility of 8.35%. This indicates that BRIP.L experiences smaller price fluctuations and is considered to be less risky than BOTG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BRIP.LBOTG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.48%

8.35%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

11.08%

16.45%

-5.37%

Volatility (1Y)

Calculated over the trailing 1-year period

15.53%

36.71%

-21.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.67%

27.97%

-13.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.67%

27.97%

-13.30%