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

Key characteristics


IRBOBOTZ

Correlation

-0.50.00.51.00.9

The correlation between IRBO and BOTZ is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

IRBO vs. BOTZ - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-3.84%
3.24%
IRBO
BOTZ

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IRBO vs. BOTZ - Expense Ratio Comparison

IRBO has a 0.47% expense ratio, which is lower than BOTZ's 0.68% expense ratio.


BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
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%
Expense ratio chart for IRBO: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%

Risk-Adjusted Performance

IRBO vs. BOTZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Robotics and Artificial Intelligence Multisector ETF (IRBO) 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.


IRBO
Sharpe ratio
The chart of Sharpe ratio for IRBO, currently valued at 0.42, compared to the broader market-2.000.002.004.000.42
Sortino ratio
The chart of Sortino ratio for IRBO, currently valued at 0.70, compared to the broader market-2.000.002.004.006.008.0010.0012.000.70
Omega ratio
The chart of Omega ratio for IRBO, currently valued at 1.10, compared to the broader market1.001.502.002.503.001.10
Calmar ratio
The chart of Calmar ratio for IRBO, currently valued at 0.21, compared to the broader market0.005.0010.0015.000.21
Martin ratio
The chart of Martin ratio for IRBO, currently valued at 1.66, compared to the broader market0.0020.0040.0060.0080.00100.00120.001.66
BOTZ
Sharpe ratio
The chart of Sharpe ratio for BOTZ, currently valued at 1.58, compared to the broader market-2.000.002.004.001.58
Sortino ratio
The chart of Sortino ratio for BOTZ, currently valued at 2.16, compared to the broader market-2.000.002.004.006.008.0010.0012.002.16
Omega ratio
The chart of Omega ratio for BOTZ, currently valued at 1.28, compared to the broader market1.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for BOTZ, currently valued at 0.96, compared to the broader market0.005.0010.0015.000.96
Martin ratio
The chart of Martin ratio for BOTZ, currently valued at 6.45, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.45

IRBO vs. BOTZ - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.42
1.58
IRBO
BOTZ

Dividends

IRBO vs. BOTZ - Dividend Comparison

IRBO has not paid dividends to shareholders, while BOTZ's dividend yield for the trailing twelve months is around 0.14%.


TTM20232022202120202019201820172016
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF
0.54%0.62%0.13%1.14%0.53%0.69%0.34%0.00%0.00%
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%

Drawdowns

IRBO vs. BOTZ - Drawdown Comparison


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%JuneJulyAugustSeptemberOctoberNovember
-32.91%
-16.83%
IRBO
BOTZ

Volatility

IRBO vs. BOTZ - Volatility Comparison

The current volatility for iShares Robotics and Artificial Intelligence Multisector ETF (IRBO) is 0.00%, while Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) has a volatility of 5.36%. This indicates that IRBO 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.


0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
5.36%
IRBO
BOTZ