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QRFT vs. ROBO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QRFT vs. ROBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) and ROBO Global Robotics & Automation Index ETF (ROBO). The values are adjusted to include any dividend payments, if applicable.

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QRFT vs. ROBO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QRFT
QRAFT AI Enhanced U.S. Large Cap ETF
-4.73%17.95%21.36%24.16%-22.69%22.74%40.05%14.90%
ROBO
ROBO Global Robotics & Automation Index ETF
-1.27%23.71%-1.28%23.74%-33.92%15.34%45.26%12.23%

Returns By Period

In the year-to-date period, QRFT achieves a -4.73% return, which is significantly lower than ROBO's -1.27% return.


QRFT

1D
2.90%
1M
-4.85%
YTD
-4.73%
6M
-2.37%
1Y
16.47%
3Y*
16.32%
5Y*
9.39%
10Y*

ROBO

1D
4.04%
1M
-12.73%
YTD
-1.27%
6M
4.82%
1Y
33.43%
3Y*
8.10%
5Y*
1.33%
10Y*
11.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QRFT vs. ROBO - Expense Ratio Comparison

QRFT has a 0.75% expense ratio, which is lower than ROBO's 0.95% expense ratio.


Return for Risk

QRFT vs. ROBO — Risk / Return Rank

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

QRFT
QRFT Risk / Return Rank: 5555
Overall Rank
QRFT Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
QRFT Sortino Ratio Rank: 5252
Sortino Ratio Rank
QRFT Omega Ratio Rank: 5454
Omega Ratio Rank
QRFT Calmar Ratio Rank: 5656
Calmar Ratio Rank
QRFT Martin Ratio Rank: 6565
Martin Ratio Rank

ROBO
ROBO Risk / Return Rank: 7474
Overall Rank
ROBO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
ROBO Sortino Ratio Rank: 7676
Sortino Ratio Rank
ROBO Omega Ratio Rank: 7272
Omega Ratio Rank
ROBO Calmar Ratio Rank: 7474
Calmar Ratio Rank
ROBO Martin Ratio Rank: 7272
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.

QRFT vs. ROBO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) and ROBO Global Robotics & Automation Index ETF (ROBO). 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.


QRFTROBODifference

Sharpe ratio

Return per unit of total volatility

0.87

1.29

-0.42

Sortino ratio

Return per unit of downside risk

1.35

1.85

-0.50

Omega ratio

Gain probability vs. loss probability

1.20

1.25

-0.06

Calmar ratio

Return relative to maximum drawdown

1.39

1.81

-0.42

Martin ratio

Return relative to average drawdown

6.42

6.94

-0.51

QRFT vs. ROBO - Sharpe Ratio Comparison

The current QRFT Sharpe Ratio is 0.87, which is lower than the ROBO Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of QRFT and ROBO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QRFTROBODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.29

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.06

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.40

+0.34

Correlation

The correlation between QRFT and ROBO is 0.82, 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.


Dividends

QRFT vs. ROBO - Dividend Comparison

QRFT's dividend yield for the trailing twelve months is around 0.30%, less than ROBO's 0.43% yield.


TTM20252024202320222021202020192018201720162015
QRFT
QRAFT AI Enhanced U.S. Large Cap ETF
0.30%0.27%0.52%0.77%0.83%0.05%1.81%4.00%0.00%0.00%0.00%0.00%
ROBO
ROBO Global Robotics & Automation Index ETF
0.43%0.42%0.55%0.05%0.00%0.18%0.20%0.37%0.37%0.02%0.19%0.28%

Drawdowns

QRFT vs. ROBO - Drawdown Comparison

The maximum QRFT drawdown since its inception was -30.19%, smaller than the maximum ROBO drawdown of -43.65%. Use the drawdown chart below to compare losses from any high point for QRFT and ROBO.


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Drawdown Indicators


QRFTROBODifference

Max Drawdown

Largest peak-to-trough decline

-30.19%

-43.65%

+13.46%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-17.35%

+5.04%

Max Drawdown (5Y)

Largest decline over 5 years

-28.20%

-43.65%

+15.45%

Max Drawdown (10Y)

Largest decline over 10 years

-43.65%

Current Drawdown

Current decline from peak

-6.49%

-14.01%

+7.52%

Average Drawdown

Average peak-to-trough decline

-6.94%

-13.08%

+6.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

4.53%

-1.87%

Volatility

QRFT vs. ROBO - Volatility Comparison

The current volatility for QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) is 5.63%, while ROBO Global Robotics & Automation Index ETF (ROBO) has a volatility of 10.09%. This indicates that QRFT experiences smaller price fluctuations and is considered to be less risky than ROBO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QRFTROBODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

10.09%

-4.46%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

17.13%

-6.76%

Volatility (1Y)

Calculated over the trailing 1-year period

18.97%

26.06%

-7.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

23.32%

-5.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.24%

22.94%

-2.70%