GGTL vs. KOID

Last updated Aug 1, 2026

GGTL (Gabelli Global Technology Leaders ETF) and KOID (KraneShares Global Humanoid and Embodied Intelligence Index ETF) are both Technology Equities funds. GGTL is actively managed, while KOID is passively managed. Over the past year, GGTL returned 24.69% vs 38.95% for KOID. Their 0.70 correlation means they have sometimes moved together and sometimes differently. GGTL charges 0.90%/yr vs 0.69%/yr for KOID.

Performance

GGTL vs. KOID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Global Technology Leaders ETF (GGTL) and KraneShares Global Humanoid and Embodied Intelligence Index ETF (KOID). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with GGTL having a 14.59% return and KOID slightly higher at 14.89%.

GGTL

• 1D: 1.63%
• 1M: -6.41%
• 6M: 13.41%
• YTD: 14.59%
• 1Y: 24.69%
• 3Y*: 16.84%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 9.47%

KOID

• 1D: 0.85%
• 1M: -9.05%
• 6M: 8.58%
• YTD: 14.89%
• 1Y: 38.95%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 38.83%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GGTL Gabelli Global Technology Leaders ETF	$241.05K	$118.90K	$51.73K
KOID KraneShares Global Humanoid and Embodied Intelligence Index ETF	$4.85M	$7.23M	$7.43M

GGTL vs. KOID - Yearly Performance Comparison

	2026 (YTD)	2025
GGTL Gabelli Global Technology Leaders ETF	14.59%	15.78%
KOID KraneShares Global Humanoid and Embodied Intelligence Index ETF	14.89%	27.04%

Correlation

The correlation between GGTL and KOID is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.72
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025	0.70

The correlation between GGTL and KOID has been stable across timeframes, ranging from 0.70 to 0.72 - a consistent structural relationship.

GGTL vs. KOID - Sectors Allocation Comparison

Sectors	GGTL	KOID
Technology	59.3%	43.5%
Communication Services	1.5%	-
Consumer Cyclical	1.1%	14.8%
Industrials	0.1%	37.0%
Basic Materials	-	4.8%
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-
Healthcare	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

GGTL vs. KOID — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GGTL

GGTL Risk / Return Rank: 41
GGTL Sharpe Ratio Rank: 39
GGTL Sortino Ratio Rank: 38
GGTL Omega Ratio Rank: 41
GGTL Calmar Ratio Rank: 36
GGTL Martin Ratio Rank: 49

KOID

KOID Risk / Return Rank: 53
KOID Sharpe Ratio Rank: 55
KOID Sortino Ratio Rank: 54
KOID Omega Ratio Rank: 52
KOID Calmar Ratio Rank: 54
KOID Martin Ratio Rank: 48

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GGTL vs. KOID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Global Technology Leaders ETF (GGTL) and KraneShares Global Humanoid and Embodied Intelligence Index ETF (KOID). 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.

	GGTL	KOID	Difference
Sharpe ratio: Return per unit of total volatility	0.99	1.33	-0.34
Sortino ratio: Return per unit of downside risk	1.44	1.89	-0.45
Omega ratio: Gain probability vs. loss probability	1.19	1.23	-0.04
Calmar ratio: Return relative to maximum drawdown	1.24	1.93	-0.69
Martin ratio: Return relative to average drawdown	5.67	5.58	+0.10

GGTL vs. KOID - Sharpe Ratio Comparison

The current GGTL Sharpe Ratio is 0.99, which is comparable to the KOID Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of GGTL and KOID, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GGTL vs. KOID - Drawdown Comparison

The maximum GGTL drawdown since its inception was -23.65%, which is greater than KOID's maximum drawdown of -19.63%. Use the drawdown chart below to compare losses from any high point for GGTL and KOID.

Drawdown Indicators

	GGTL	KOID	Difference
Max Drawdown Largest peak-to-trough decline	-23.65%	-19.63%	-4.02%
Max Drawdown (1Y) Largest decline over 1 year	-17.86%	-19.63%	+1.77%
Max Drawdown (3Y) Largest decline over 3 years	-21.46%	—	—
Current Drawdown Current decline from peak	-11.76%	-15.42%	+3.66%
Average Drawdown Average peak-to-trough decline	-7.41%	-4.16%	-3.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.90%	6.78%	-2.88%

Volatility

GGTL vs. KOID - Volatility Comparison

Gabelli Global Technology Leaders ETF (GGTL) and KraneShares Global Humanoid and Embodied Intelligence Index ETF (KOID) have volatilities of 11.30% and 11.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GGTL	KOID	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.30%	11.09%	+0.21%
Volatility (6M) Calculated over the trailing 6-month period	20.37%	24.03%	-3.66%
Volatility (1Y) Calculated over the trailing 1-year period	22.46%	28.48%	-6.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.83%	27.36%	-8.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.83%	27.36%	-8.53%

GGTL vs. KOID - Expense Ratio Comparison

GGTL has a 0.90% expense ratio, which is higher than KOID's 0.69% expense ratio.

Dividends

GGTL vs. KOID - Dividend Comparison

GGTL's dividend yield for the trailing twelve months is around 0.91%, more than KOID's 0.74% yield.

Position	TTM	2025	2024	2023	2022
GGTL Gabelli Global Technology Leaders ETF	0.91%	1.04%	0.75%	0.84%	0.78%
KOID KraneShares Global Humanoid and Embodied Intelligence Index ETF	0.74%	0.85%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GGTL and KOID in my portfolio?

GGTL and KOID have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GGTL or KOID?

GGTL has higher volatility (11.30%) compared to KOID (11.09%). In terms of maximum drawdown, GGTL dropped -23.65% vs KOID's -19.63%.

Which ETF is better, GGTL or KOID?

On 1-year performance, KOID leads with 38.95% vs 24.69% for GGTL. On fees, KOID is cheaper at 0.69% per year. On volatility, KOID has been the lower-risk option at 11.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GGTL or KOID?

Over the 1-year period, KOID has performed better with a 38.95% return vs 24.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GGTL or KOID?

KOID is cheaper with a 0.69% expense ratio, compared with 0.90% for GGTL.

Which ETF pays a higher dividend yield, GGTL or KOID?

GGTL has the higher dividend yield at 0.91%, compared with 0.74% for KOID.

What is the main difference between GGTL and KOID?

They also come from different issuers: Gabelli and KraneShares. Their fees differ too: 0.90% for GGTL and 0.69% for KOID.

Which has better risk-adjusted returns?

KOID currently has the higher Sharpe Ratio (1.33 vs 0.99), 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.