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GXDW vs. BOTZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXDW vs. BOTZ - Performance Comparison

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

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Returns By Period

In the year-to-date period, GXDW achieves a 11.13% return, which is significantly higher than BOTZ's 0.97% return.


GXDW

1D
-1.82%
1M
-9.22%
YTD
11.13%
6M
7.58%
1Y
6.14%
3Y*
2.20%
5Y*
-11.18%
10Y*

BOTZ

1D
-0.16%
1M
-9.21%
YTD
0.97%
6M
0.16%
1Y
17.14%
3Y*
9.77%
5Y*
1.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXDW vs. BOTZ - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GXDW
Global X Dorsey Wright Thematic ETF
11.13%3.52%-3.55%10.26%-48.08%3.21%61.07%4.74%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.97%14.17%12.26%38.97%-42.69%8.65%51.92%2.77%

Correlation

The correlation between GXDW and BOTZ is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2019

0.76

The correlation between GXDW and BOTZ has been stable across timeframes, ranging from 0.71 to 0.77 - a consistent structural relationship.

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Return for Risk

GXDW vs. BOTZ — Risk / Return Rank

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

GXDW
GXDW Risk / Return Rank: 1212
Overall Rank
GXDW Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
GXDW Sortino Ratio Rank: 1212
Sortino Ratio Rank
GXDW Omega Ratio Rank: 1212
Omega Ratio Rank
GXDW Calmar Ratio Rank: 1212
Calmar Ratio Rank
GXDW Martin Ratio Rank: 1212
Martin Ratio Rank

BOTZ
BOTZ Risk / Return Rank: 2121
Overall Rank
BOTZ Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BOTZ Sortino Ratio Rank: 2121
Sortino Ratio Rank
BOTZ Omega Ratio Rank: 2020
Omega Ratio Rank
BOTZ Calmar Ratio Rank: 2121
Calmar Ratio Rank
BOTZ Martin Ratio Rank: 2424
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.

GXDW vs. BOTZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Dorsey Wright Thematic ETF (GXDW) 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.

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.


GXDWBOTZDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.06

1.13

-0.07

Calmar ratioReturn relative to maximum drawdown

0.25

0.89

-0.64

Martin ratioReturn relative to average drawdown

0.58

2.84

-2.26

GXDW vs. BOTZ - Sharpe Ratio Comparison

The current GXDW Sharpe Ratio is 0.22, which is lower than the BOTZ Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of GXDW and BOTZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GXDW vs. BOTZ - Drawdown Comparison

The maximum GXDW drawdown since its inception was -67.81%, which is greater than BOTZ's maximum drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for GXDW and BOTZ.


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Drawdown Indicators


GXDWBOTZDifference

Max Drawdown

Largest peak-to-trough decline

-67.81%

-55.54%

-12.27%

Max Drawdown (1Y)

Largest decline over 1 year

-24.65%

-19.34%

-5.31%

Max Drawdown (3Y)

Largest decline over 3 years

-31.89%

-29.02%

-2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-61.17%

-55.54%

-5.63%

Current Drawdown

Current decline from peak

-56.07%

-12.13%

-43.94%

Average Drawdown

Average peak-to-trough decline

-43.16%

-18.26%

-24.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.63%

6.06%

+4.57%

Volatility

GXDW vs. BOTZ - Volatility Comparison

Global X Dorsey Wright Thematic ETF (GXDW) has a higher volatility of 13.77% compared to Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) at 9.98%. This indicates that GXDW's price experiences larger fluctuations and is considered to be riskier than BOTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GXDWBOTZDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.77%

9.98%

+3.79%

Volatility (6M)

Calculated over the trailing 6-month period

22.56%

20.07%

+2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

28.43%

25.53%

+2.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.19%

27.03%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.87%

25.83%

+4.04%

GXDW vs. BOTZ - Expense Ratio Comparison

GXDW has a 0.50% expense ratio, which is lower than BOTZ's 0.68% expense ratio.


Dividends

GXDW vs. BOTZ - Dividend Comparison

GXDW's dividend yield for the trailing twelve months is around 1.26%, more than BOTZ's 0.65% yield.


PositionTTM2025202420232022202120202019201820172016
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.65%0.66%0.13%0.20%0.23%0.16%0.19%0.83%1.44%0.01%0.06%
GXDW
Global X Dorsey Wright Thematic ETF
1.26%1.40%1.08%1.99%1.48%1.56%0.48%0.31%0.00%0.00%0.00%

Frequently Asked Questions


GXDW and BOTZ have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GXDW has higher volatility (13.77%) compared to BOTZ (9.98%). In terms of maximum drawdown, GXDW dropped -67.81% vs BOTZ's -55.54%.

On 5-year performance, BOTZ leads with 1.04% vs -11.18% for GXDW. On fees, GXDW is cheaper at 0.50% per year. On volatility, BOTZ has been the lower-risk option at 9.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BOTZ has performed better with a 1.04% return vs -11.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GXDW is cheaper with a 0.50% expense ratio, compared with 0.68% for BOTZ.

GXDW has the higher dividend yield at 1.26%, compared with 0.65% for BOTZ.

GXDW is categorized as Systematic Trend, while BOTZ is Robotics. GXDW tracks Nasdaq Dorsey Wright Thematic Rotation Total Return Index, while BOTZ tracks Indxx Global Robotics & Artificial Intelligence Thematic Index. Their fees differ too: 0.50% for GXDW and 0.68% for BOTZ.

BOTZ currently has the higher Sharpe Ratio (0.68 vs 0.22), 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.

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