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FTHF vs. ROBT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTHF vs. ROBT - Performance Comparison

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

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FTHF vs. ROBT - Yearly Performance Comparison


2026 (YTD)202520242023
FTHF
First Trust Emerging Markets Human Flourishing ETF
13.15%65.30%-8.14%18.14%
ROBT
First Trust Nasdaq Artificial Intelligence & Robotics ETF
-11.00%15.16%-0.41%23.07%

Returns By Period

In the year-to-date period, FTHF achieves a 13.15% return, which is significantly higher than ROBT's -11.00% return.


FTHF

1D
4.87%
1M
-11.82%
YTD
13.15%
6M
30.54%
1Y
74.58%
3Y*
5Y*
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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FTHF vs. ROBT - Expense Ratio Comparison

FTHF has a 0.75% expense ratio, which is higher than ROBT's 0.65% expense ratio.


Return for Risk

FTHF vs. ROBT — Risk / Return Rank

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

FTHF
FTHF Risk / Return Rank: 9494
Overall Rank
FTHF Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FTHF Sortino Ratio Rank: 9494
Sortino Ratio Rank
FTHF Omega Ratio Rank: 9696
Omega Ratio Rank
FTHF Calmar Ratio Rank: 9696
Calmar Ratio Rank
FTHF 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.

FTHF vs. ROBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Emerging Markets Human Flourishing ETF (FTHF) 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.


FTHFROBTDifference

Sharpe ratio

Return per unit of total volatility

2.39

0.49

+1.90

Sortino ratio

Return per unit of downside risk

2.97

0.89

+2.08

Omega ratio

Gain probability vs. loss probability

1.50

1.11

+0.39

Calmar ratio

Return relative to maximum drawdown

4.52

0.55

+3.97

Martin ratio

Return relative to average drawdown

13.04

1.78

+11.26

FTHF vs. ROBT - Sharpe Ratio Comparison

The current FTHF Sharpe Ratio is 2.39, which is higher than the ROBT Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of FTHF 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


FTHFROBTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

0.49

+1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

1.42

0.23

+1.19

Correlation

The correlation between FTHF and ROBT is 0.67, 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

FTHF vs. ROBT - Dividend Comparison

FTHF's dividend yield for the trailing twelve months is around 3.98%, while ROBT has not paid dividends to shareholders.


TTM20252024202320222021202020192018
FTHF
First Trust Emerging Markets Human Flourishing ETF
3.98%4.40%3.34%0.51%0.00%0.00%0.00%0.00%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

FTHF vs. ROBT - Drawdown Comparison

The maximum FTHF drawdown since its inception was -17.36%, smaller than the maximum ROBT drawdown of -44.47%. Use the drawdown chart below to compare losses from any high point for FTHF and ROBT.


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Drawdown Indicators


FTHFROBTDifference

Max Drawdown

Largest peak-to-trough decline

-17.36%

-44.47%

+27.11%

Max Drawdown (1Y)

Largest decline over 1 year

-16.31%

-21.66%

+5.35%

Max Drawdown (5Y)

Largest decline over 5 years

-43.26%

Current Drawdown

Current decline from peak

-12.23%

-21.09%

+8.86%

Average Drawdown

Average peak-to-trough decline

-4.33%

-16.09%

+11.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.65%

6.73%

-1.08%

Volatility

FTHF vs. ROBT - Volatility Comparison

First Trust Emerging Markets Human Flourishing ETF (FTHF) has a higher volatility of 15.47% compared to First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT) at 8.78%. This indicates that FTHF's price experiences larger fluctuations and is considered to be riskier 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


FTHFROBTDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.47%

8.78%

+6.69%

Volatility (6M)

Calculated over the trailing 6-month period

20.68%

18.22%

+2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

31.44%

27.73%

+3.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.24%

25.00%

-0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.24%

25.50%

-1.26%