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EMC vs. BOTZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMC vs. BOTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Emerging Markets Great Consumer ETF (EMC) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMC achieves a 20.87% return, which is significantly higher than BOTZ's 1.13% return.


EMC

1D
-5.16%
1M
2.68%
YTD
20.87%
6M
22.02%
1Y
31.90%
3Y*
15.69%
5Y*
10Y*

BOTZ

1D
-4.41%
1M
-9.06%
YTD
1.13%
6M
0.29%
1Y
20.00%
3Y*
9.83%
5Y*
1.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMC vs. BOTZ - Yearly Performance Comparison


2026 (YTD)202520242023
EMC
Global X Emerging Markets Great Consumer ETF
20.87%18.91%3.75%1.62%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
1.13%14.17%12.26%12.61%

Correlation

The correlation between EMC and BOTZ is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (All Time)
Calculated using the full available price history since May 15, 2023

0.71

The correlation between EMC and BOTZ has been stable across timeframes, ranging from 0.71 to 0.74 - a consistent structural relationship.

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Return for Risk

EMC vs. BOTZ — Risk / Return Rank

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

EMC
EMC Risk / Return Rank: 4646
Overall Rank
EMC Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
EMC Sortino Ratio Rank: 4141
Sortino Ratio Rank
EMC Omega Ratio Rank: 4545
Omega Ratio Rank
EMC Calmar Ratio Rank: 5050
Calmar Ratio Rank
EMC Martin Ratio Rank: 5252
Martin Ratio Rank

BOTZ
BOTZ Risk / Return Rank: 2323
Overall Rank
BOTZ Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BOTZ Sortino Ratio Rank: 2323
Sortino Ratio Rank
BOTZ Omega Ratio Rank: 2222
Omega Ratio Rank
BOTZ Calmar Ratio Rank: 2323
Calmar Ratio Rank
BOTZ 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.

EMC vs. BOTZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets Great Consumer ETF (EMC) 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.

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.


EMCBOTZDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.27

1.15

+0.12

Calmar ratioReturn relative to maximum drawdown

2.31

1.04

+1.27

Martin ratioReturn relative to average drawdown

8.19

3.34

+4.85

EMC vs. BOTZ - Sharpe Ratio Comparison

The current EMC Sharpe Ratio is 1.40, which is higher than the BOTZ Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of EMC and BOTZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EMC vs. BOTZ - Drawdown Comparison

The maximum EMC drawdown since its inception was -18.38%, smaller than the maximum BOTZ drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for EMC and BOTZ.


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Drawdown Indicators


EMCBOTZDifference

Max Drawdown

Largest peak-to-trough decline

-18.38%

-55.54%

+37.16%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

-19.34%

+5.45%

Max Drawdown (3Y)

Largest decline over 3 years

-18.38%

-29.02%

+10.64%

Max Drawdown (5Y)

Largest decline over 5 years

-55.54%

Current Drawdown

Current decline from peak

-5.16%

-11.99%

+6.83%

Average Drawdown

Average peak-to-trough decline

-4.11%

-18.27%

+14.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

6.01%

-2.10%

Volatility

EMC vs. BOTZ - Volatility Comparison

Global X Emerging Markets Great Consumer ETF (EMC) has a higher volatility of 11.79% compared to Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) at 10.19%. This indicates that EMC'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.


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Volatility by Period


EMCBOTZDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.79%

10.19%

+1.60%

Volatility (6M)

Calculated over the trailing 6-month period

20.86%

20.13%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

22.90%

25.54%

-2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.30%

27.03%

-7.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.30%

25.83%

-6.53%

EMC vs. BOTZ - Expense Ratio Comparison

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


Dividends

EMC vs. BOTZ - Dividend Comparison

EMC's dividend yield for the trailing twelve months is around 0.65%, which matches BOTZ's 0.65% yield.


PositionTTM2025202420232022202120202019201820172016
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.65%0.66%0.13%0.20%0.23%0.16%0.19%0.83%1.44%0.01%0.06%
EMC
Global X Emerging Markets Great Consumer ETF
0.65%0.78%1.13%0.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EMC and BOTZ have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMC has higher volatility (11.79%) compared to BOTZ (10.19%). In terms of maximum drawdown, EMC dropped -18.38% vs BOTZ's -55.54%.

On 3-year performance, EMC leads with 15.69% vs 9.83% for BOTZ. On fees, BOTZ is cheaper at 0.68% per year. On volatility, BOTZ has been the lower-risk option at 10.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, EMC has performed better with a 15.69% return vs 9.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BOTZ is cheaper with a 0.68% expense ratio, compared with 0.75% for EMC.

EMC and BOTZ have nearly identical dividend yields, around 0.65%.

EMC is categorized as Emerging Markets Diversified, while BOTZ is Robotics. Their fees differ too: 0.75% for EMC and 0.68% for BOTZ.

EMC currently has the higher Sharpe Ratio (1.40 vs 0.79), 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.

Portfolio Optimizer

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