DTRE vs. ROBT
DTRE (First Trust Alerian Disruptive Technology Real Estate ETF) and ROBT (First Trust Nasdaq Artificial Intelligence & Robotics ETF) are both exchange-traded funds - DTRE is a REIT fund tracking the Alerian Disruptive Technology Real Estate Index - Benchmark TR Net, while ROBT is a Technology Equities fund tracking the Nasdaq CTA Artificial Intelligence and Robotics Index. Both are passively managed. Over the past 5 years, DTRE returned -1.27%/yr vs -0.15%/yr for ROBT. A 0.52 correlation means they provide meaningful diversification when combined. DTRE charges 0.60%/yr vs 0.65%/yr for ROBT.
Performance
DTRE vs. ROBT - Performance Comparison
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Returns By Period
In the year-to-date period, DTRE achieves a 7.19% return, which is significantly higher than ROBT's 3.41% return.
DTRE
- 1D
- -0.05%
- 1M
- -1.60%
- YTD
- 7.19%
- 6M
- 7.46%
- 1Y
- 6.53%
- 3Y*
- 6.34%
- 5Y*
- -1.27%
- 10Y*
- 2.66%
ROBT
- 1D
- -0.10%
- 1M
- -4.00%
- YTD
- 3.41%
- 6M
- 1.42%
- 1Y
- 14.23%
- 3Y*
- 6.91%
- 5Y*
- -0.15%
- 10Y*
- —
DTRE vs. ROBT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DTRE First Trust Alerian Disruptive Technology Real Estate ETF | 7.19% | 8.32% | -9.71% | 13.89% | -26.53% | 27.43% | -8.81% | 21.84% | 1.80% |
ROBT First Trust Nasdaq Artificial Intelligence & Robotics ETF | 3.41% | 15.16% | -0.41% | 27.77% | -34.94% | 9.91% | 46.18% | 34.28% | -14.66% |
Correlation
The correlation between DTRE and ROBT is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2018 | 0.52 |
Over the past year, the correlation between DTRE and ROBT has dropped to 0.28 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.
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Return for Risk
DTRE vs. ROBT — Risk / Return Rank
DTRE
ROBT
DTRE vs. ROBT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Alerian Disruptive Technology Real Estate ETF (DTRE) and First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DTRE | ROBT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.11 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | 0.66 | +0.02 |
| Martin ratioReturn relative to average drawdown | 2.05 | 1.83 | +0.22 |
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Drawdowns
DTRE vs. ROBT - Drawdown Comparison
The maximum DTRE drawdown since its inception was -72.26%, which is greater than ROBT's maximum drawdown of -44.47%. Use the drawdown chart below to compare losses from any high point for DTRE and ROBT.
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Drawdown Indicators
| DTRE | ROBT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.26% | -44.47% | -27.79% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -21.66% | +12.05% |
Max Drawdown (3Y)Largest decline over 3 years | -20.65% | -27.68% | +7.03% |
Max Drawdown (5Y)Largest decline over 5 years | -34.62% | -43.26% | +8.64% |
Max Drawdown (10Y)Largest decline over 10 years | -42.79% | — | — |
Current DrawdownCurrent decline from peak | -12.28% | -11.03% | -1.25% |
Average DrawdownAverage peak-to-trough decline | -16.87% | -15.91% | -0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 7.78% | -4.54% |
Volatility
DTRE vs. ROBT - Volatility Comparison
The current volatility for First Trust Alerian Disruptive Technology Real Estate ETF (DTRE) is 4.79%, while First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT) has a volatility of 10.64%. This indicates that DTRE experiences smaller price fluctuations and is considered to be less risky than ROBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTRE | ROBT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 10.64% | -5.85% |
Volatility (6M)Calculated over the trailing 6-month period | 10.61% | 19.27% | -8.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.82% | 24.76% | -10.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.11% | 25.48% | -7.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.53% | 25.59% | -7.06% |
DTRE vs. ROBT - Expense Ratio Comparison
DTRE has a 0.60% expense ratio, which is lower than ROBT's 0.65% expense ratio.
Dividends
DTRE vs. ROBT - Dividend Comparison
DTRE's dividend yield for the trailing twelve months is around 3.35%, while ROBT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTRE First Trust Alerian Disruptive Technology Real Estate ETF | 3.35% | 3.42% | 3.75% | 2.56% | 2.49% | 2.64% | 0.79% | 4.97% | 3.38% | 3.07% | 4.16% | 1.74% |
ROBT First Trust Nasdaq Artificial Intelligence & Robotics ETF | 0.00% | 0.00% | 0.68% | 0.23% | 0.35% | 0.06% | 0.17% | 0.42% | 0.44% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DTRE and ROBT have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROBT has higher volatility (10.64%) compared to DTRE (4.79%). In terms of maximum drawdown, DTRE dropped -72.26% vs ROBT's -44.47%.
On 5-year performance, ROBT leads with -0.15% vs -1.27% for DTRE. On fees, DTRE is cheaper at 0.60% per year. On volatility, DTRE has been the lower-risk option at 4.79%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ROBT has performed better with a -0.15% return vs -1.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DTRE is cheaper with a 0.60% expense ratio, compared with 0.65% for ROBT.
DTRE has the higher dividend yield at 3.35%, compared with 0.00% for ROBT.
DTRE is categorized as REIT, while ROBT is Technology Equities. DTRE tracks Alerian Disruptive Technology Real Estate Index - Benchmark TR Net, while ROBT tracks Nasdaq CTA Artificial Intelligence and Robotics Index. Their fees differ too: 0.60% for DTRE and 0.65% for ROBT.
ROBT currently has the higher Sharpe Ratio (0.58 vs 0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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