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RBTX.L vs. XLK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

RBTX.L vs. XLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Automation & Robotics UCITS ETF (RBTX.L) and Technology Select Sector SPDR Fund (XLK). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%JuneJulyAugustSeptemberOctoberNovember
179.30%
435.83%
RBTX.L
XLK

Returns By Period

In the year-to-date period, RBTX.L achieves a 4.60% return, which is significantly lower than XLK's 19.44% return.


RBTX.L

YTD

4.60%

1M

4.65%

6M

3.15%

1Y

16.99%

5Y (annualized)

11.26%

10Y (annualized)

N/A

XLK

YTD

19.44%

1M

-0.30%

6M

8.36%

1Y

25.78%

5Y (annualized)

22.44%

10Y (annualized)

20.13%

Key characteristics


RBTX.LXLK
Sharpe Ratio0.941.22
Sortino Ratio1.351.68
Omega Ratio1.171.23
Calmar Ratio1.031.56
Martin Ratio2.675.38
Ulcer Index5.97%4.91%
Daily Std Dev17.01%21.72%
Max Drawdown-33.46%-82.05%
Current Drawdown-2.17%-3.67%

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RBTX.L vs. XLK - Expense Ratio Comparison

RBTX.L has a 0.40% expense ratio, which is higher than XLK's 0.13% expense ratio.


RBTX.L
iShares Automation & Robotics UCITS ETF
Expense ratio chart for RBTX.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for XLK: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Correlation

-0.50.00.51.00.5

The correlation between RBTX.L and XLK is 0.55, 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.

Risk-Adjusted Performance

RBTX.L vs. XLK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Automation & Robotics UCITS ETF (RBTX.L) and Technology Select Sector SPDR Fund (XLK). 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.


Sharpe ratio
The chart of Sharpe ratio for RBTX.L, currently valued at 0.88, compared to the broader market0.002.004.006.000.881.14
The chart of Sortino ratio for RBTX.L, currently valued at 1.30, compared to the broader market-2.000.002.004.006.008.0010.0012.001.301.60
The chart of Omega ratio for RBTX.L, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.22
The chart of Calmar ratio for RBTX.L, currently valued at 0.78, compared to the broader market0.005.0010.0015.000.781.46
The chart of Martin ratio for RBTX.L, currently valued at 3.06, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.065.00
RBTX.L
XLK

The current RBTX.L Sharpe Ratio is 0.94, which is comparable to the XLK Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of RBTX.L and XLK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.88
1.14
RBTX.L
XLK

Dividends

RBTX.L vs. XLK - Dividend Comparison

RBTX.L has not paid dividends to shareholders, while XLK's dividend yield for the trailing twelve months is around 0.68%.


TTM20232022202120202019201820172016201520142013
RBTX.L
iShares Automation & Robotics UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLK
Technology Select Sector SPDR Fund
0.68%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%

Drawdowns

RBTX.L vs. XLK - Drawdown Comparison

The maximum RBTX.L drawdown since its inception was -33.46%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for RBTX.L and XLK. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.61%
-3.67%
RBTX.L
XLK

Volatility

RBTX.L vs. XLK - Volatility Comparison

The current volatility for iShares Automation & Robotics UCITS ETF (RBTX.L) is 4.78%, while Technology Select Sector SPDR Fund (XLK) has a volatility of 6.32%. This indicates that RBTX.L experiences smaller price fluctuations and is considered to be less risky than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
4.78%
6.32%
RBTX.L
XLK