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ECLN vs. ROBT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ECLN vs. ROBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust EIP Carbon Impact ETF (ECLN) and First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT). The values are adjusted to include any dividend payments, if applicable.

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ECLN vs. ROBT - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ECLN
First Trust EIP Carbon Impact ETF
13.60%16.78%22.60%-3.36%5.28%12.26%8.98%5.66%
ROBT
First Trust Nasdaq Artificial Intelligence & Robotics ETF
-11.00%15.16%-0.41%27.77%-34.94%9.91%46.18%9.44%

Returns By Period

In the year-to-date period, ECLN achieves a 13.60% return, which is significantly higher than ROBT's -11.00% return.


ECLN

1D
-0.11%
1M
-0.66%
YTD
13.60%
6M
13.13%
1Y
24.21%
3Y*
16.62%
5Y*
12.57%
10Y*

ROBT

1D
4.15%
1M
-9.19%
YTD
-11.00%
6M
-12.72%
1Y
13.50%
3Y*
2.99%
5Y*
-2.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ECLN vs. ROBT - Expense Ratio Comparison

ECLN has a 0.97% expense ratio, which is higher than ROBT's 0.65% expense ratio.


Return for Risk

ECLN vs. ROBT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ECLN
ECLN Risk / Return Rank: 9090
Overall Rank
ECLN Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ECLN Sortino Ratio Rank: 9090
Sortino Ratio Rank
ECLN Omega Ratio Rank: 8989
Omega Ratio Rank
ECLN Calmar Ratio Rank: 9090
Calmar Ratio Rank
ECLN Martin Ratio Rank: 9292
Martin Ratio Rank

ROBT
ROBT Risk / Return Rank: 2828
Overall Rank
ROBT Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ROBT Sortino Ratio Rank: 3232
Sortino Ratio Rank
ROBT Omega Ratio Rank: 2929
Omega Ratio Rank
ROBT Calmar Ratio Rank: 2626
Calmar Ratio Rank
ROBT Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ECLN vs. ROBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust EIP Carbon Impact ETF (ECLN) 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.


ECLNROBTDifference

Sharpe ratio

Return per unit of total volatility

1.91

0.49

+1.42

Sortino ratio

Return per unit of downside risk

2.52

0.89

+1.63

Omega ratio

Gain probability vs. loss probability

1.36

1.11

+0.25

Calmar ratio

Return relative to maximum drawdown

3.00

0.55

+2.45

Martin ratio

Return relative to average drawdown

12.68

1.78

+10.91

ECLN vs. ROBT - Sharpe Ratio Comparison

The current ECLN Sharpe Ratio is 1.91, which is higher than the ROBT Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of ECLN and ROBT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ECLNROBTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

0.49

+1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

-0.10

+0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.23

+0.47

Correlation

The correlation between ECLN and ROBT is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ECLN vs. ROBT - Dividend Comparison

ECLN's dividend yield for the trailing twelve months is around 1.80%, while ROBT has not paid dividends to shareholders.


TTM20252024202320222021202020192018
ECLN
First Trust EIP Carbon Impact ETF
1.80%1.97%2.52%2.54%1.72%1.66%1.68%0.71%0.00%
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%

Drawdowns

ECLN vs. ROBT - Drawdown Comparison

The maximum ECLN drawdown since its inception was -32.28%, smaller than the maximum ROBT drawdown of -44.47%. Use the drawdown chart below to compare losses from any high point for ECLN and ROBT.


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Drawdown Indicators


ECLNROBTDifference

Max Drawdown

Largest peak-to-trough decline

-32.28%

-44.47%

+12.19%

Max Drawdown (1Y)

Largest decline over 1 year

-8.45%

-21.66%

+13.21%

Max Drawdown (5Y)

Largest decline over 5 years

-19.88%

-43.26%

+23.38%

Current Drawdown

Current decline from peak

-0.89%

-21.09%

+20.20%

Average Drawdown

Average peak-to-trough decline

-5.08%

-16.09%

+11.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

6.73%

-4.73%

Volatility

ECLN vs. ROBT - Volatility Comparison

The current volatility for First Trust EIP Carbon Impact ETF (ECLN) is 2.87%, while First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT) has a volatility of 8.78%. This indicates that ECLN 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


ECLNROBTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

8.78%

-5.91%

Volatility (6M)

Calculated over the trailing 6-month period

7.36%

18.22%

-10.86%

Volatility (1Y)

Calculated over the trailing 1-year period

12.78%

27.73%

-14.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.16%

25.00%

-10.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.52%

25.50%

-7.98%