FTXR vs. CHAT

Last updated Jun 4, 2026

FTXR (First Trust Nasdaq Transportation ETF) and CHAT (Roundhill Generative AI & Technology ETF) are both exchange-traded funds - FTXR is a Industrials Equities fund tracking the Nasdaq U.S. Smart Transportation Index, while CHAT is a Technology Equities fund actively managed by Roundhill. FTXR is passively managed, while CHAT is actively managed. Over the past 3 years, FTXR returned 19.84%/yr vs 55.51%/yr for CHAT. A 0.51 correlation means they provide meaningful diversification when combined. FTXR charges 0.60%/yr vs 0.75%/yr for CHAT.

Performance

FTXR vs. CHAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Transportation ETF (FTXR) and Roundhill Generative AI & Technology ETF (CHAT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTXR achieves a 14.58% return, which is significantly lower than CHAT's 74.30% return.

FTXR

• 1D: -0.02%
• 1M: 11.32%
• YTD: 14.58%
• 6M: 18.08%
• 1Y: 43.09%
• 3Y*: 19.84%
• 5Y*: 6.66%
• 10Y*: —

CHAT

• 1D: -0.66%
• 1M: 27.78%
• YTD: 74.30%
• 6M: 73.13%
• 1Y: 144.01%
• 3Y*: 55.51%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FTXR vs. CHAT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FTXR First Trust Nasdaq Transportation ETF	14.58%	14.70%	17.09%	14.41%
CHAT Roundhill Generative AI & Technology ETF	74.30%	49.85%	30.98%	19.23%

Correlation

The correlation between FTXR and CHAT is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (All Time) Calculated using the full available price history since May 19, 2023	0.51

The correlation between FTXR and CHAT has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.

FTXR vs. CHAT - Sectors Allocation Comparison

Sectors	FTXR	CHAT
Industrials	67.1%	0.8%
Consumer Cyclical	32.4%	5.6%
Energy	0.6%	-
Basic Materials	-	-
Communication Services	-	16.6%
Consumer Defensive	-	-
Financial Services	-	0.0%
Healthcare	-	-
Real Estate	-	-
Technology	-	76.5%
Utilities	-	-

Return for Risk

FTXR vs. CHAT — Risk / Return Rank

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

FTXR

FTXR Risk / Return Rank: 57
FTXR Sharpe Ratio Rank: 58
FTXR Sortino Ratio Rank: 58
FTXR Omega Ratio Rank: 52
FTXR Calmar Ratio Rank: 60
FTXR Martin Ratio Rank: 57

CHAT

CHAT Risk / Return Rank: 94
CHAT Sharpe Ratio Rank: 97
CHAT Sortino Ratio Rank: 94
CHAT Omega Ratio Rank: 93
CHAT Calmar Ratio Rank: 96
CHAT Martin Ratio Rank: 94

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.

FTXR vs. CHAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Transportation ETF (FTXR) and Roundhill Generative AI & Technology ETF (CHAT). 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.

	FTXR	CHAT	Difference
Sharpe ratio Return per unit of total volatility	1.99	4.72	-2.73
Sortino ratio Return per unit of downside risk	2.80	4.86	-2.06
Omega ratio Gain probability vs. loss probability	1.33	1.65	-0.33
Calmar ratio Return relative to maximum drawdown	2.99	8.90	-5.91
Martin ratio Return relative to average drawdown	10.08	26.26	-16.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FTXR vs. CHAT - Sharpe Ratio Comparison

The current FTXR Sharpe Ratio is 1.99, which is lower than the CHAT Sharpe Ratio of 4.72. The chart below compares the historical Sharpe Ratios of FTXR and CHAT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FTXR	CHAT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.99	4.72	-2.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	1.98	-1.58

Drawdowns

FTXR vs. CHAT - Drawdown Comparison

The maximum FTXR drawdown since its inception was -52.06%, which is greater than CHAT's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for FTXR and CHAT.

Drawdown Indicators

	FTXR	CHAT	Difference
Max Drawdown Largest peak-to-trough decline	-52.06%	-31.34%	-20.72%
Max Drawdown (1Y) Largest decline over 1 year	-14.49%	-16.28%	+1.79%
Max Drawdown (3Y) Largest decline over 3 years	-29.71%	-31.34%	+1.63%
Max Drawdown (5Y) Largest decline over 5 years	-33.96%	—	—
Current Drawdown Current decline from peak	-1.09%	-0.66%	-0.43%
Average Drawdown Average peak-to-trough decline	-11.06%	-5.35%	-5.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.29%	5.51%	-1.22%

Volatility

FTXR vs. CHAT - Volatility Comparison

The current volatility for First Trust Nasdaq Transportation ETF (FTXR) is 6.70%, while Roundhill Generative AI & Technology ETF (CHAT) has a volatility of 11.70%. This indicates that FTXR experiences smaller price fluctuations and is considered to be less risky than CHAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTXR	CHAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.70%	11.70%	-5.00%
Volatility (6M) Calculated over the trailing 6-month period	16.48%	24.62%	-8.14%
Volatility (1Y) Calculated over the trailing 1-year period	21.79%	30.74%	-8.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.85%	29.90%	-6.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.75%	29.90%	-5.15%

FTXR vs. CHAT - Expense Ratio Comparison

FTXR has a 0.60% expense ratio, which is lower than CHAT's 0.75% expense ratio.

Dividends

FTXR vs. CHAT - Dividend Comparison

FTXR's dividend yield for the trailing twelve months is around 1.14%, less than CHAT's 1.64% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
CHAT Roundhill Generative AI & Technology ETF	1.64%	2.85%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FTXR First Trust Nasdaq Transportation ETF	1.14%	1.52%	2.13%	1.50%	2.38%	0.67%	0.33%	1.34%	1.74%	1.18%	0.24%

Frequently Asked Questions

Can I hold both FTXR and CHAT in my portfolio?

FTXR and CHAT have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTXR or CHAT?

CHAT has higher volatility (11.70%) compared to FTXR (6.70%). In terms of maximum drawdown, FTXR dropped -52.06% vs CHAT's -31.34%.

Which ETF is better, FTXR or CHAT?

On 3-year performance, CHAT leads with 55.51% vs 19.84% for FTXR. On fees, FTXR is cheaper at 0.60% per year. On volatility, FTXR has been the lower-risk option at 6.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FTXR or CHAT?

Over the 3-year period, CHAT has performed better with a 55.51% return vs 19.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FTXR or CHAT?

FTXR is cheaper with a 0.60% expense ratio, compared with 0.75% for CHAT.

Which ETF pays a higher dividend yield, FTXR or CHAT?

CHAT has the higher dividend yield at 1.64%, compared with 1.14% for FTXR.

What is the main difference between FTXR and CHAT?

FTXR is categorized as Industrials Equities, while CHAT is Technology Equities. They also come from different issuers: First Trust and Roundhill. Their fees differ too: 0.60% for FTXR and 0.75% for CHAT.

Which has better risk-adjusted returns?

CHAT currently has the higher Sharpe Ratio (4.72 vs 1.99), 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.