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IAIX.L vs. BOTG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAIX.L vs. BOTG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Artificial Intelligence Enablers UCITS ETF Acc (IAIX.L) and Global X Robotics & Artificial Intelligence UCITS ETF USD Distributing (BOTG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IAIX.L is traded in GBp, while BOTG.L is traded in GBP. To make them comparable, the BOTG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IAIX.L achieves a 19.98% return, which is significantly higher than BOTG.L's -6.60% return.


IAIX.L

1D
0.00%
1M
-3.32%
6M
16.85%
YTD
19.98%
1Y
41.68%
3Y*
5Y*
10Y*
ALL TIME*
1,508.15%

BOTG.L

1D
-0.78%
1M
-7.63%
6M
-8.19%
YTD
-6.60%
1Y
-0.20%
3Y*
3.99%
5Y*
10Y*
ALL TIME*
-8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
£7.27M£11.45M£14.97M
£101.29K£117.00K£221.11K

IAIX.L vs. BOTG.L - Yearly Performance Comparison


Correlation

The correlation between IAIX.L and BOTG.L is 0.69, 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.

0.69

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2024

0.68

The correlation between IAIX.L and BOTG.L has been stable across timeframes, ranging from 0.68 to 0.69 - a consistent structural relationship.

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Return for Risk

IAIX.L vs. BOTG.L — Risk / Return Rank

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

IAIX.L
IAIX.L Risk / Return Rank: 4141
Overall Rank
IAIX.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IAIX.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
IAIX.L Omega Ratio Rank: 6363
Omega Ratio Rank
IAIX.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
IAIX.L Martin Ratio Rank: 2525
Martin Ratio Rank

BOTG.L
BOTG.L Risk / Return Rank: 1111
Overall Rank
BOTG.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
BOTG.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
BOTG.L Omega Ratio Rank: 1111
Omega Ratio Rank
BOTG.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
BOTG.L Martin Ratio Rank: 1111
Martin Ratio Rank
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.

IAIX.L vs. BOTG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Artificial Intelligence Enablers UCITS ETF Acc (IAIX.L) and Global X Robotics & Artificial Intelligence UCITS ETF USD Distributing (BOTG.L). 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.


IAIX.LBOTG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+1.37

Omega ratioGain probability vs. loss probability

1.26

1.02

+0.24

Calmar ratioReturn relative to maximum drawdown

1.23

-0.01

+1.24

Martin ratioReturn relative to average drawdown

2.00

-0.02

+2.03

IAIX.L vs. BOTG.L - Sharpe Ratio Comparison

The current IAIX.L Sharpe Ratio is 0.81, which is higher than the BOTG.L Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of IAIX.L and BOTG.L, 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

IAIX.L vs. BOTG.L - Drawdown Comparison

The maximum IAIX.L drawdown since its inception was -33.97%, smaller than the maximum BOTG.L drawdown of -57.90%. Use the drawdown chart below to compare losses from any high point for IAIX.L and BOTG.L.


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Drawdown Indicators


IAIX.LBOTG.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.97%

-57.90%

+23.93%

Max Drawdown (1Y)

Largest decline over 1 year

-33.97%

-20.83%

-13.14%

Max Drawdown (3Y)

Largest decline over 3 years

-30.92%

Current Drawdown

Current decline from peak

-16.34%

-32.72%

+16.38%

Average Drawdown

Average peak-to-trough decline

-14.03%

-39.13%

+25.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.81%

8.22%

+12.59%

Volatility

IAIX.L vs. BOTG.L - Volatility Comparison

Invesco Artificial Intelligence Enablers UCITS ETF Acc (IAIX.L) has a higher volatility of 9.27% compared to Global X Robotics & Artificial Intelligence UCITS ETF USD Distributing (BOTG.L) at 8.70%. This indicates that IAIX.L's price experiences larger fluctuations and is considered to be riskier than BOTG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAIX.LBOTG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.27%

8.70%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

21.99%

22.16%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

51.63%

26.34%

+25.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5,793.86%

29.79%

+5,764.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5,793.86%

29.79%

+5,764.07%

IAIX.L vs. BOTG.L - Expense Ratio Comparison

IAIX.L has a 0.35% expense ratio, which is lower than BOTG.L's 0.50% expense ratio.


Dividends

IAIX.L vs. BOTG.L - Dividend Comparison

IAIX.L has not paid dividends to shareholders, while BOTG.L's dividend yield for the trailing twelve months is around 0.16%.


Frequently Asked Questions


IAIX.L and BOTG.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IAIX.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IAIX.L is cheaper with a 0.35% expense ratio, compared with 0.50% for BOTG.L.

IAIX.L tracks S&P Kensho Global AI Enablers Screened Index, while BOTG.L tracks Indxx Global Robotics & Artificial Intelligence Thematic v2 Index. They also come from different issuers: Invesco and Global X. Their fees differ too: 0.35% for IAIX.L and 0.50% for BOTG.L.

Portfolio Optimizer

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