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

Performance

CHAT vs. WUGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Generative AI & Technology ETF (CHAT) and Esoterica NextG Economy ETF (WUGI). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.87%
13.53%
CHAT
WUGI

Returns By Period

In the year-to-date period, CHAT achieves a 29.94% return, which is significantly lower than WUGI's 45.14% return.


CHAT

YTD

29.94%

1M

4.64%

6M

11.87%

1Y

34.74%

5Y (annualized)

N/A

10Y (annualized)

N/A

WUGI

YTD

45.14%

1M

2.66%

6M

13.53%

1Y

53.81%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


CHATWUGI
Sharpe Ratio1.432.10
Sortino Ratio1.992.77
Omega Ratio1.261.36
Calmar Ratio1.831.69
Martin Ratio5.5310.80
Ulcer Index6.28%4.98%
Daily Std Dev24.31%25.60%
Max Drawdown-18.98%-56.41%
Current Drawdown-2.76%-4.34%

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CHAT vs. WUGI - Expense Ratio Comparison

Both CHAT and WUGI have an expense ratio of 0.75%.


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 WUGI: 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%

Correlation

-0.50.00.51.00.9

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.

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.


Sharpe ratio
The chart of Sharpe ratio for CHAT, currently valued at 1.43, compared to the broader market0.002.004.001.432.10
The chart of Sortino ratio for CHAT, currently valued at 1.99, compared to the broader market-2.000.002.004.006.008.0010.0012.001.992.77
The chart of Omega ratio for CHAT, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.36
The chart of Calmar ratio for CHAT, currently valued at 1.83, compared to the broader market0.005.0010.0015.0020.001.833.34
The chart of Martin ratio for CHAT, currently valued at 5.53, compared to the broader market0.0020.0040.0060.0080.00100.005.5310.80
CHAT
WUGI

The current CHAT Sharpe Ratio is 1.43, which is lower than the WUGI Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of CHAT and WUGI, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.43
2.10
CHAT
WUGI

Dividends

CHAT vs. WUGI - Dividend Comparison

Neither CHAT nor WUGI has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.76%
-4.34%
CHAT
WUGI

Volatility

CHAT vs. WUGI - Volatility Comparison

Roundhill Generative AI & Technology ETF (CHAT) and Esoterica NextG Economy ETF (WUGI) have volatilities of 6.82% and 7.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%
7.09%
CHAT
WUGI