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

Correlation

The correlation between GLIN and BOTZ is 0.45, 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.


-0.50.00.51.00.4

Performance

GLIN vs. BOTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors India Growth Leaders ETF (GLIN) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.38%
6.12%
GLIN
BOTZ

Key characteristics

Sharpe Ratio

GLIN:

1.03

BOTZ:

0.71

Sortino Ratio

GLIN:

1.43

BOTZ:

1.09

Omega Ratio

GLIN:

1.21

BOTZ:

1.13

Calmar Ratio

GLIN:

0.36

BOTZ:

0.47

Martin Ratio

GLIN:

5.09

BOTZ:

2.81

Ulcer Index

GLIN:

3.44%

BOTZ:

5.39%

Daily Std Dev

GLIN:

17.05%

BOTZ:

21.39%

Max Drawdown

GLIN:

-79.39%

BOTZ:

-55.54%

Current Drawdown

GLIN:

-39.20%

BOTZ:

-17.59%

Returns By Period

In the year-to-date period, GLIN achieves a 17.08% return, which is significantly higher than BOTZ's 14.69% return.


GLIN

YTD

17.08%

1M

1.15%

6M

1.89%

1Y

17.53%

5Y*

10.70%

10Y*

2.65%

BOTZ

YTD

14.69%

1M

-2.30%

6M

6.02%

1Y

15.15%

5Y*

8.21%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GLIN vs. BOTZ - Expense Ratio Comparison

GLIN has a 0.82% expense ratio, which is higher than BOTZ's 0.68% expense ratio.


GLIN
VanEck Vectors India Growth Leaders ETF
Expense ratio chart for GLIN: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%
Expense ratio chart for BOTZ: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

GLIN vs. BOTZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors India Growth Leaders ETF (GLIN) 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.


Sharpe ratio
The chart of Sharpe ratio for GLIN, currently valued at 1.03, compared to the broader market0.002.004.001.030.71
The chart of Sortino ratio for GLIN, currently valued at 1.43, compared to the broader market-2.000.002.004.006.008.0010.001.431.09
The chart of Omega ratio for GLIN, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.13
The chart of Calmar ratio for GLIN, currently valued at 0.47, compared to the broader market0.005.0010.0015.000.470.47
The chart of Martin ratio for GLIN, currently valued at 5.09, compared to the broader market0.0020.0040.0060.0080.00100.005.092.81
GLIN
BOTZ

The current GLIN Sharpe Ratio is 1.03, which is higher than the BOTZ Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of GLIN 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.03
0.71
GLIN
BOTZ

Dividends

GLIN vs. BOTZ - Dividend Comparison

GLIN's dividend yield for the trailing twelve months is around 3.53%, more than BOTZ's 0.14% yield.


TTM20232022202120202019201820172016201520142013
GLIN
VanEck Vectors India Growth Leaders ETF
3.53%0.96%1.70%0.00%0.24%1.29%0.12%0.10%1.39%3.11%0.97%0.44%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.14%0.20%0.23%0.16%0.19%0.83%1.44%0.01%0.06%0.00%0.00%0.00%

Drawdowns

GLIN vs. BOTZ - Drawdown Comparison

The maximum GLIN drawdown since its inception was -79.39%, which is greater than BOTZ's maximum drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for GLIN and BOTZ. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%JulyAugustSeptemberOctoberNovemberDecember
-25.75%
-17.59%
GLIN
BOTZ

Volatility

GLIN vs. BOTZ - Volatility Comparison

The current volatility for VanEck Vectors India Growth Leaders ETF (GLIN) is 3.62%, while Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) has a volatility of 5.41%. This indicates that GLIN 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.62%
5.41%
GLIN
BOTZ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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