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FDN vs. BOTZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDN and BOTZ is 0.80, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FDN vs. BOTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dow Jones Internet Index (FDN) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
188.70%
97.30%
FDN
BOTZ

Key characteristics

Sharpe Ratio

FDN:

0.65

BOTZ:

-0.11

Sortino Ratio

FDN:

1.04

BOTZ:

0.03

Omega Ratio

FDN:

1.14

BOTZ:

1.00

Calmar Ratio

FDN:

0.61

BOTZ:

-0.08

Martin Ratio

FDN:

2.21

BOTZ:

-0.41

Ulcer Index

FDN:

7.45%

BOTZ:

7.78%

Daily Std Dev

FDN:

25.38%

BOTZ:

27.80%

Max Drawdown

FDN:

-61.55%

BOTZ:

-55.54%

Current Drawdown

FDN:

-15.21%

BOTZ:

-28.93%

Returns By Period

In the year-to-date period, FDN achieves a -6.91% return, which is significantly higher than BOTZ's -11.89% return.


FDN

YTD

-6.91%

1M

-5.10%

6M

4.34%

1Y

14.58%

5Y*

9.57%

10Y*

12.76%

BOTZ

YTD

-11.89%

1M

-8.43%

6M

-10.52%

1Y

-4.64%

5Y*

7.86%

10Y*

N/A

*Annualized

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FDN vs. BOTZ - Expense Ratio Comparison

FDN has a 0.52% expense ratio, which is lower than BOTZ's 0.68% expense ratio.


Expense ratio chart for BOTZ: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BOTZ: 0.68%
Expense ratio chart for FDN: current value is 0.52%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDN: 0.52%

Risk-Adjusted Performance

FDN vs. BOTZ — Risk-Adjusted Performance Rank

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

FDN
The Risk-Adjusted Performance Rank of FDN is 6868
Overall Rank
The Sharpe Ratio Rank of FDN is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FDN is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FDN is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FDN is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FDN is 6464
Martin Ratio Rank

BOTZ
The Risk-Adjusted Performance Rank of BOTZ is 1717
Overall Rank
The Sharpe Ratio Rank of BOTZ is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of BOTZ is 1818
Sortino Ratio Rank
The Omega Ratio Rank of BOTZ is 1818
Omega Ratio Rank
The Calmar Ratio Rank of BOTZ is 1616
Calmar Ratio Rank
The Martin Ratio Rank of BOTZ is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FDN vs. BOTZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones Internet Index (FDN) 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.


The chart of Sharpe ratio for FDN, currently valued at 0.65, compared to the broader market-1.000.001.002.003.004.00
FDN: 0.65
BOTZ: -0.11
The chart of Sortino ratio for FDN, currently valued at 1.04, compared to the broader market-2.000.002.004.006.008.00
FDN: 1.04
BOTZ: 0.03
The chart of Omega ratio for FDN, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
FDN: 1.14
BOTZ: 1.00
The chart of Calmar ratio for FDN, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.0012.00
FDN: 0.61
BOTZ: -0.08
The chart of Martin ratio for FDN, currently valued at 2.21, compared to the broader market0.0020.0040.0060.00
FDN: 2.21
BOTZ: -0.41

The current FDN Sharpe Ratio is 0.65, which is higher than the BOTZ Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of FDN and BOTZ, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.65
-0.11
FDN
BOTZ

Dividends

FDN vs. BOTZ - Dividend Comparison

FDN has not paid dividends to shareholders, while BOTZ's dividend yield for the trailing twelve months is around 0.15%.


TTM202420232022202120202019201820172016
FDN
First Trust Dow Jones Internet Index
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.15%0.13%0.20%0.23%0.16%0.19%0.83%1.44%0.01%0.06%

Drawdowns

FDN vs. BOTZ - Drawdown Comparison

The maximum FDN drawdown since its inception was -61.55%, which is greater than BOTZ's maximum drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for FDN and BOTZ. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.21%
-28.93%
FDN
BOTZ

Volatility

FDN vs. BOTZ - Volatility Comparison

The current volatility for First Trust Dow Jones Internet Index (FDN) is 16.40%, while Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) has a volatility of 17.45%. This indicates that FDN experiences smaller price fluctuations and is considered to be less risky than BOTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.40%
17.45%
FDN
BOTZ