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

Performance

BULZ vs. BOTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
22.48%
6.36%
BULZ
BOTZ

Returns By Period

In the year-to-date period, BULZ achieves a 53.82% return, which is significantly higher than BOTZ's 16.62% return.


BULZ

YTD

53.82%

1M

9.66%

6M

22.48%

1Y

81.85%

5Y (annualized)

N/A

10Y (annualized)

N/A

BOTZ

YTD

16.62%

1M

4.77%

6M

6.36%

1Y

26.63%

5Y (annualized)

9.67%

10Y (annualized)

N/A

Key characteristics


BULZBOTZ
Sharpe Ratio1.191.24
Sortino Ratio1.721.75
Omega Ratio1.231.22
Calmar Ratio1.090.78
Martin Ratio4.145.00
Ulcer Index20.09%5.31%
Daily Std Dev70.13%21.38%
Max Drawdown-94.44%-55.54%
Current Drawdown-53.24%-16.20%

Compare stocks, funds, or ETFs

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BULZ vs. BOTZ - Expense Ratio Comparison

BULZ has a 0.95% expense ratio, which is higher than BOTZ's 0.68% expense ratio.


BULZ
MicroSectors Solactive FANG & Innovation 3X Leveraged ETN
Expense ratio chart for BULZ: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
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%

Correlation

-0.50.00.51.00.8

The correlation between BULZ and BOTZ is 0.85, 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

BULZ vs. BOTZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ). 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 BULZ, currently valued at 1.19, compared to the broader market0.002.004.001.191.24
The chart of Sortino ratio for BULZ, currently valued at 1.72, compared to the broader market-2.000.002.004.006.008.0010.001.721.75
The chart of Omega ratio for BULZ, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.22
The chart of Calmar ratio for BULZ, currently valued at 1.09, compared to the broader market0.005.0010.0015.001.090.78
The chart of Martin ratio for BULZ, currently valued at 4.14, compared to the broader market0.0020.0040.0060.0080.00100.004.145.00
BULZ
BOTZ

The current BULZ Sharpe Ratio is 1.19, which is comparable to the BOTZ Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of BULZ and BOTZ, 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 Ratio0.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.19
1.24
BULZ
BOTZ

Dividends

BULZ vs. BOTZ - Dividend Comparison

BULZ has not paid dividends to shareholders, while BOTZ's dividend yield for the trailing twelve months is around 0.14%.


TTM20232022202120202019201820172016
BULZ
MicroSectors Solactive FANG & Innovation 3X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.14%0.20%0.23%0.16%0.19%0.83%1.44%0.01%0.06%

Drawdowns

BULZ vs. BOTZ - Drawdown Comparison

The maximum BULZ drawdown since its inception was -94.44%, which is greater than BOTZ's maximum drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for BULZ and BOTZ. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-53.24%
-16.20%
BULZ
BOTZ

Volatility

BULZ vs. BOTZ - Volatility Comparison

MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) has a higher volatility of 21.96% compared to Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) at 5.35%. This indicates that BULZ's price experiences larger fluctuations and is considered to be riskier than BOTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
21.96%
5.35%
BULZ
BOTZ