CHAT vs. WUGI
Compare and contrast key facts about Roundhill Generative AI & Technology ETF (CHAT) and Esoterica NextG Economy ETF (WUGI).
CHAT and WUGI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CHAT is an actively managed fund by Roundhill. It was launched on May 17, 2023. WUGI is an actively managed fund by Esoterica. It was launched on Mar 31, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHAT or WUGI.
Key characteristics
| CHAT | WUGI | |
|---|---|---|
| YTD Return | 31.98% | 47.36% |
| 1Y Return | 42.85% | 61.23% |
| Sharpe Ratio | 1.87 | 2.53 |
| Sortino Ratio | 2.48 | 3.23 |
| Omega Ratio | 1.32 | 1.42 |
| Calmar Ratio | 2.40 | 2.01 |
| Martin Ratio | 7.29 | 13.31 |
| Ulcer Index | 6.25% | 4.90% |
| Daily Std Dev | 24.41% | 25.69% |
| Max Drawdown | -18.98% | -56.41% |
| Current Drawdown | -1.24% | -2.87% |
Correlation
The correlation between CHAT and WUGI is 0.93, 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
CHAT vs. WUGI - Performance Comparison
In the year-to-date period, CHAT achieves a 31.98% return, which is significantly lower than WUGI's 47.36% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CHAT vs. WUGI - Expense Ratio Comparison
Both CHAT and WUGI have an expense ratio of 0.75%.
Risk-Adjusted Performance
CHAT vs. WUGI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Generative AI & Technology ETF (CHAT) and Esoterica NextG Economy ETF (WUGI). 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.
Dividends
CHAT vs. WUGI - Dividend Comparison
Neither CHAT nor WUGI has paid dividends to shareholders.
Drawdowns
CHAT vs. WUGI - Drawdown Comparison
The maximum CHAT drawdown since its inception was -18.98%, smaller than the maximum WUGI drawdown of -56.41%. Use the drawdown chart below to compare losses from any high point for CHAT and WUGI. For additional features, visit the drawdowns tool.
Volatility
CHAT vs. WUGI - Volatility Comparison
The current volatility for Roundhill Generative AI & Technology ETF (CHAT) is 6.76%, while Esoterica NextG Economy ETF (WUGI) has a volatility of 8.15%. This indicates that CHAT experiences smaller price fluctuations and is considered to be less risky than WUGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.