INTL.L vs. THNQ
Compare and contrast key facts about WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) and ROBO Global Artificial Intelligence ETF (THNQ).
INTL.L and THNQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. INTL.L is a passively managed fund by WisdomTree that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 30, 2018. THNQ is a passively managed fund by Exchange Traded Concepts that tracks the performance of the ROBO Global Artificial Intelligence Index. It was launched on May 11, 2020. Both INTL.L and THNQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: INTL.L or THNQ.
Key characteristics
| INTL.L | THNQ | |
|---|---|---|
| YTD Return | 0.22% | 14.01% |
| 1Y Return | 13.92% | 35.08% |
| 3Y Return (Ann) | 2.85% | 1.43% |
| Sharpe Ratio | 0.71 | 1.59 |
| Sortino Ratio | 1.09 | 2.13 |
| Omega Ratio | 1.13 | 1.28 |
| Calmar Ratio | 0.68 | 1.03 |
| Martin Ratio | 2.27 | 7.68 |
| Ulcer Index | 6.79% | 4.54% |
| Daily Std Dev | 21.69% | 21.87% |
| Max Drawdown | -37.71% | -50.56% |
| Current Drawdown | -6.00% | -2.47% |
Correlation
The correlation between INTL.L and THNQ is 0.66, 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.
Performance
INTL.L vs. THNQ - Performance Comparison
In the year-to-date period, INTL.L achieves a 0.22% return, which is significantly lower than THNQ's 14.01% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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INTL.L vs. THNQ - Expense Ratio Comparison
INTL.L has a 0.40% expense ratio, which is lower than THNQ's 0.68% expense ratio.
Risk-Adjusted Performance
INTL.L vs. THNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) and ROBO Global Artificial Intelligence ETF (THNQ). 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.
Dividends
INTL.L vs. THNQ - Dividend Comparison
Neither INTL.L nor THNQ has paid dividends to shareholders.
Drawdowns
INTL.L vs. THNQ - Drawdown Comparison
The maximum INTL.L drawdown since its inception was -37.71%, smaller than the maximum THNQ drawdown of -50.56%. Use the drawdown chart below to compare losses from any high point for INTL.L and THNQ. For additional features, visit the drawdowns tool.
Volatility
INTL.L vs. THNQ - Volatility Comparison
WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) and ROBO Global Artificial Intelligence ETF (THNQ) have volatilities of 5.33% and 5.26%, 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.