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

Performance

CHAT vs. BOTZ - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
11.87%
6.11%
CHAT
BOTZ

Returns By Period

In the year-to-date period, CHAT achieves a 29.94% return, which is significantly higher than BOTZ's 17.39% return.


CHAT

YTD

29.94%

1M

4.64%

6M

11.87%

1Y

34.74%

5Y (annualized)

N/A

10Y (annualized)

N/A

BOTZ

YTD

17.39%

1M

7.39%

6M

6.11%

1Y

27.47%

5Y (annualized)

9.81%

10Y (annualized)

N/A

Key characteristics


CHATBOTZ
Sharpe Ratio1.431.28
Sortino Ratio1.991.80
Omega Ratio1.261.23
Calmar Ratio1.830.81
Martin Ratio5.535.17
Ulcer Index6.28%5.31%
Daily Std Dev24.31%21.39%
Max Drawdown-18.98%-55.54%
Current Drawdown-2.76%-15.64%

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CHAT vs. BOTZ - Expense Ratio Comparison

CHAT has a 0.75% expense ratio, which is higher than BOTZ's 0.68% expense ratio.


CHAT
Roundhill Generative AI & Technology ETF
Expense ratio chart for CHAT: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
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 CHAT and BOTZ 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

CHAT vs. BOTZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Generative AI & Technology ETF (CHAT) 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 CHAT, currently valued at 1.43, compared to the broader market0.002.004.001.431.28
The chart of Sortino ratio for CHAT, currently valued at 1.99, compared to the broader market-2.000.002.004.006.008.0010.0012.001.991.80
The chart of Omega ratio for CHAT, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.23
The chart of Calmar ratio for CHAT, currently valued at 1.83, compared to the broader market0.005.0010.0015.0020.001.831.75
The chart of Martin ratio for CHAT, currently valued at 5.53, compared to the broader market0.0020.0040.0060.0080.00100.005.535.17
CHAT
BOTZ

The current CHAT Sharpe Ratio is 1.43, which is comparable to the BOTZ Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of CHAT 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.43
1.28
CHAT
BOTZ

Dividends

CHAT vs. BOTZ - Dividend Comparison

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


TTM20232022202120202019201820172016
CHAT
Roundhill Generative AI & Technology ETF
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

CHAT vs. BOTZ - Drawdown Comparison

The maximum CHAT drawdown since its inception was -18.98%, smaller than the maximum BOTZ drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for CHAT and BOTZ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.76%
-1.18%
CHAT
BOTZ

Volatility

CHAT vs. BOTZ - Volatility Comparison

Roundhill Generative AI & Technology ETF (CHAT) has a higher volatility of 6.82% compared to Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) at 5.30%. This indicates that CHAT'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.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.82%
5.30%
CHAT
BOTZ