PortfoliosLab logoPortfoliosLab logo
HYLS vs. ROBT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYLS vs. ROBT - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, HYLS achieves a 0.28% return, which is significantly lower than ROBT's 14.22% return.


HYLS

1D
-0.17%
1M
0.39%
YTD
0.28%
6M
0.70%
1Y
5.37%
3Y*
7.73%
5Y*
2.94%
10Y*
4.35%

ROBT

1D
-1.73%
1M
13.18%
YTD
14.22%
6M
12.64%
1Y
30.71%
3Y*
10.10%
5Y*
2.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYLS vs. ROBT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HYLS
First Trust Tactical High Yield ETF
0.28%8.00%5.85%13.66%-12.83%3.69%5.32%14.66%-2.08%
ROBT
First Trust Nasdaq Artificial Intelligence & Robotics ETF
14.22%15.16%-0.41%27.77%-34.94%9.91%46.18%34.28%-13.98%

Correlation

The correlation between HYLS and ROBT is 0.62, 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

0.62

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

0.58

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

0.62

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2018

0.61

The correlation between HYLS and ROBT has been stable across timeframes, ranging from 0.58 to 0.62 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

HYLS vs. ROBT — Risk / Return Rank

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

HYLS
HYLS Risk / Return Rank: 4444
Overall Rank
HYLS Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
HYLS Sortino Ratio Rank: 4848
Sortino Ratio Rank
HYLS Omega Ratio Rank: 4646
Omega Ratio Rank
HYLS Calmar Ratio Rank: 3535
Calmar Ratio Rank
HYLS Martin Ratio Rank: 4545
Martin Ratio Rank

ROBT
ROBT Risk / Return Rank: 3232
Overall Rank
ROBT Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ROBT Sortino Ratio Rank: 3535
Sortino Ratio Rank
ROBT Omega Ratio Rank: 3232
Omega Ratio Rank
ROBT Calmar Ratio Rank: 2929
Calmar Ratio Rank
ROBT Martin Ratio Rank: 2828
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.

HYLS vs. ROBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Tactical High Yield ETF (HYLS) 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.


HYLSROBTDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.29

1.22

+0.07

Calmar ratioReturn relative to maximum drawdown

1.74

1.42

+0.32

Martin ratioReturn relative to average drawdown

7.42

4.09

+3.33

HYLS vs. ROBT - Sharpe Ratio Comparison

The current HYLS Sharpe Ratio is 1.54, which is comparable to the ROBT Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of HYLS and ROBT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


HYLSROBTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

1.32

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.09

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.35

+0.33

Drawdowns

HYLS vs. ROBT - Drawdown Comparison

The maximum HYLS drawdown since its inception was -22.99%, smaller than the maximum ROBT drawdown of -44.47%. Use the drawdown chart below to compare losses from any high point for HYLS and ROBT.


Loading charts...

Drawdown Indicators


HYLSROBTDifference

Max Drawdown

Largest peak-to-trough decline

-22.99%

-44.47%

+21.48%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-21.66%

+18.57%

Max Drawdown (3Y)

Largest decline over 3 years

-3.96%

-27.68%

+23.72%

Max Drawdown (5Y)

Largest decline over 5 years

-15.75%

-43.26%

+27.51%

Max Drawdown (10Y)

Largest decline over 10 years

-22.99%

Current Drawdown

Current decline from peak

-0.20%

-1.73%

+1.53%

Average Drawdown

Average peak-to-trough decline

-2.15%

-15.97%

+13.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

7.53%

-6.80%

Volatility

HYLS vs. ROBT - Volatility Comparison

The current volatility for First Trust Tactical High Yield ETF (HYLS) is 1.16%, while First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT) has a volatility of 6.46%. This indicates that HYLS experiences smaller price fluctuations and is considered to be less risky than ROBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HYLSROBTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

6.46%

-5.30%

Volatility (6M)

Calculated over the trailing 6-month period

2.90%

17.51%

-14.61%

Volatility (1Y)

Calculated over the trailing 1-year period

3.51%

23.32%

-19.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.62%

25.18%

-18.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.70%

25.48%

-18.78%

HYLS vs. ROBT - Expense Ratio Comparison

HYLS has a 1.01% expense ratio, which is higher than ROBT's 0.65% expense ratio.


Dividends

HYLS vs. ROBT - Dividend Comparison

HYLS's dividend yield for the trailing twelve months is around 6.70%, while ROBT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HYLS
First Trust Tactical High Yield ETF
6.70%6.38%6.25%5.98%7.38%5.48%5.09%5.17%5.81%5.53%5.37%6.11%
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%0.00%0.00%0.00%

Frequently Asked Questions


HYLS and ROBT have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ROBT has higher volatility (6.46%) compared to HYLS (1.16%). In terms of maximum drawdown, HYLS dropped -22.99% vs ROBT's -44.47%.

On 5-year performance, HYLS leads with 2.94% vs 2.38% for ROBT. On fees, ROBT is cheaper at 0.65% per year. On volatility, HYLS has been the lower-risk option at 1.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HYLS has performed better with a 2.94% return vs 2.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ROBT is cheaper with a 0.65% expense ratio, compared with 1.01% for HYLS.

HYLS has the higher dividend yield at 6.70%, compared with 0.00% for ROBT.

HYLS is categorized as High Yield Bonds, while ROBT is Technology Equities. Their fees differ too: 1.01% for HYLS and 0.65% for ROBT.

HYLS currently has the higher Sharpe Ratio (1.54 vs 1.32), 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.

Portfolio Optimizer

Find the right allocation for HYLS and ROBT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer