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RBOT.TO vs. FBOT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RBOT.TO vs. FBOT - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Robotics & AI Index ETF (RBOT.TO) and Fidelity Disruptive Automation ETF (FBOT). The values are adjusted to include any dividend payments, if applicable.

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RBOT.TO vs. FBOT - Yearly Performance Comparison


2026 (YTD)202520242023
RBOT.TO
Global X Robotics & AI Index ETF
-9.39%8.45%13.12%-0.71%
FBOT
Fidelity Disruptive Automation ETF
0.74%13.69%22.25%-1.95%
Different Trading Currencies

RBOT.TO is traded in CAD, while FBOT is traded in USD. To make them comparable, the FBOT values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, RBOT.TO achieves a -9.39% return, which is significantly lower than FBOT's 0.74% return.


RBOT.TO

1D
2.35%
1M
-15.42%
YTD
-9.39%
6M
-7.09%
1Y
14.13%
3Y*
7.35%
5Y*
-2.01%
10Y*

FBOT

1D
4.32%
1M
-8.65%
YTD
0.74%
6M
1.38%
1Y
24.15%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RBOT.TO vs. FBOT - Expense Ratio Comparison

RBOT.TO has a 0.65% expense ratio, which is higher than FBOT's 0.50% expense ratio.


Return for Risk

RBOT.TO vs. FBOT — Risk / Return Rank

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

RBOT.TO
RBOT.TO Risk / Return Rank: 2929
Overall Rank
RBOT.TO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
RBOT.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
RBOT.TO Omega Ratio Rank: 3030
Omega Ratio Rank
RBOT.TO Calmar Ratio Rank: 2626
Calmar Ratio Rank
RBOT.TO Martin Ratio Rank: 2626
Martin Ratio Rank

FBOT
FBOT Risk / Return Rank: 7070
Overall Rank
FBOT Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FBOT Sortino Ratio Rank: 7272
Sortino Ratio Rank
FBOT Omega Ratio Rank: 6767
Omega Ratio Rank
FBOT Calmar Ratio Rank: 7272
Calmar Ratio Rank
FBOT Martin Ratio Rank: 6969
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.

RBOT.TO vs. FBOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Robotics & AI Index ETF (RBOT.TO) and Fidelity Disruptive Automation ETF (FBOT). 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.


RBOT.TOFBOTDifference

Sharpe ratio

Return per unit of total volatility

0.52

1.05

-0.52

Sortino ratio

Return per unit of downside risk

0.97

1.54

-0.57

Omega ratio

Gain probability vs. loss probability

1.12

1.21

-0.09

Calmar ratio

Return relative to maximum drawdown

0.59

1.70

-1.11

Martin ratio

Return relative to average drawdown

2.07

5.36

-3.29

RBOT.TO vs. FBOT - Sharpe Ratio Comparison

The current RBOT.TO Sharpe Ratio is 0.52, which is lower than the FBOT Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of RBOT.TO and FBOT, 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


RBOT.TOFBOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

1.05

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.61

-0.50

Correlation

The correlation between RBOT.TO and FBOT is 0.73, 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

RBOT.TO vs. FBOT - Dividend Comparison

RBOT.TO's dividend yield for the trailing twelve months is around 0.15%, less than FBOT's 0.71% yield.


TTM20252024202320222021202020192018
RBOT.TO
Global X Robotics & AI Index ETF
0.15%0.14%0.85%0.11%0.52%0.04%0.17%0.67%0.15%
FBOT
Fidelity Disruptive Automation ETF
0.71%0.81%0.31%0.20%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RBOT.TO vs. FBOT - Drawdown Comparison

The maximum RBOT.TO drawdown since its inception was -56.86%, which is greater than FBOT's maximum drawdown of -24.03%. Use the drawdown chart below to compare losses from any high point for RBOT.TO and FBOT.


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Drawdown Indicators


RBOT.TOFBOTDifference

Max Drawdown

Largest peak-to-trough decline

-56.86%

-23.61%

-33.25%

Max Drawdown (1Y)

Largest decline over 1 year

-18.78%

-15.17%

-3.61%

Max Drawdown (5Y)

Largest decline over 5 years

-56.86%

Current Drawdown

Current decline from peak

-23.40%

-11.40%

-12.00%

Average Drawdown

Average peak-to-trough decline

-21.83%

-5.32%

-16.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.34%

4.01%

+1.33%

Volatility

RBOT.TO vs. FBOT - Volatility Comparison

The current volatility for Global X Robotics & AI Index ETF (RBOT.TO) is 7.64%, while Fidelity Disruptive Automation ETF (FBOT) has a volatility of 8.99%. This indicates that RBOT.TO experiences smaller price fluctuations and is considered to be less risky than FBOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RBOT.TOFBOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.64%

8.99%

-1.35%

Volatility (6M)

Calculated over the trailing 6-month period

16.45%

15.50%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

27.17%

23.20%

+3.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.21%

19.62%

+5.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.76%

19.62%

+5.14%