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ROBO vs. ROBT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ROBO and ROBT is 0.85, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

ROBO vs. ROBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ROBO Global Robotics & Automation Index ETF (ROBO) and First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%60.00%70.00%December2025FebruaryMarchAprilMay
24.52%
45.22%
ROBO
ROBT

Key characteristics

Sharpe Ratio

ROBO:

-0.13

ROBT:

0.08

Sortino Ratio

ROBO:

-0.01

ROBT:

0.31

Omega Ratio

ROBO:

1.00

ROBT:

1.04

Calmar Ratio

ROBO:

-0.08

ROBT:

0.06

Martin Ratio

ROBO:

-0.39

ROBT:

0.27

Ulcer Index

ROBO:

8.10%

ROBT:

8.33%

Daily Std Dev

ROBO:

25.08%

ROBT:

27.54%

Max Drawdown

ROBO:

-43.65%

ROBT:

-44.47%

Current Drawdown

ROBO:

-26.75%

ROBT:

-27.23%

Returns By Period

In the year-to-date period, ROBO achieves a -6.79% return, which is significantly lower than ROBT's -5.48% return.


ROBO

YTD

-6.79%

1M

0.79%

6M

-5.39%

1Y

-4.71%

5Y*

7.10%

10Y*

7.41%

ROBT

YTD

-5.48%

1M

2.68%

6M

-2.37%

1Y

0.77%

5Y*

7.36%

10Y*

N/A

*Annualized

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ROBO vs. ROBT - Expense Ratio Comparison

ROBO has a 0.95% expense ratio, which is higher than ROBT's 0.65% expense ratio.


Expense ratio chart for ROBO: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ROBO: 0.95%
Expense ratio chart for ROBT: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ROBT: 0.65%

Risk-Adjusted Performance

ROBO vs. ROBT — Risk-Adjusted Performance Rank

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

ROBO
The Risk-Adjusted Performance Rank of ROBO is 1313
Overall Rank
The Sharpe Ratio Rank of ROBO is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of ROBO is 1414
Sortino Ratio Rank
The Omega Ratio Rank of ROBO is 1414
Omega Ratio Rank
The Calmar Ratio Rank of ROBO is 1414
Calmar Ratio Rank
The Martin Ratio Rank of ROBO is 1212
Martin Ratio Rank

ROBT
The Risk-Adjusted Performance Rank of ROBT is 2424
Overall Rank
The Sharpe Ratio Rank of ROBT is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of ROBT is 2727
Sortino Ratio Rank
The Omega Ratio Rank of ROBT is 2525
Omega Ratio Rank
The Calmar Ratio Rank of ROBT is 2323
Calmar Ratio Rank
The Martin Ratio Rank of ROBT is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ROBO vs. ROBT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ROBO Global Robotics & Automation Index ETF (ROBO) and First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT). 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.


The chart of Sharpe ratio for ROBO, currently valued at -0.13, compared to the broader market-1.000.001.002.003.004.00
ROBO: -0.13
ROBT: 0.08
The chart of Sortino ratio for ROBO, currently valued at -0.01, compared to the broader market-2.000.002.004.006.008.00
ROBO: -0.01
ROBT: 0.31
The chart of Omega ratio for ROBO, currently valued at 1.00, compared to the broader market0.501.001.502.002.50
ROBO: 1.00
ROBT: 1.04
The chart of Calmar ratio for ROBO, currently valued at -0.08, compared to the broader market0.002.004.006.008.0010.0012.00
ROBO: -0.08
ROBT: 0.06
The chart of Martin ratio for ROBO, currently valued at -0.39, compared to the broader market0.0020.0040.0060.00
ROBO: -0.39
ROBT: 0.27

The current ROBO Sharpe Ratio is -0.13, which is lower than the ROBT Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of ROBO and ROBT, 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 Ratio-1.00-0.500.000.501.00December2025FebruaryMarchAprilMay
-0.13
0.08
ROBO
ROBT

Dividends

ROBO vs. ROBT - Dividend Comparison

ROBO's dividend yield for the trailing twelve months is around 0.59%, less than ROBT's 0.72% yield.


TTM20242023202220212020201920182017201620152014
ROBO
ROBO Global Robotics & Automation Index ETF
0.59%0.55%0.05%0.00%0.18%0.20%0.37%0.37%0.02%0.19%0.28%0.28%
ROBT
First Trust Nasdaq Artificial Intelligence & Robotics ETF
0.72%0.68%0.24%0.36%0.06%0.17%0.42%0.44%0.00%0.00%0.00%0.00%

Drawdowns

ROBO vs. ROBT - Drawdown Comparison

The maximum ROBO drawdown since its inception was -43.65%, roughly equal to the maximum ROBT drawdown of -44.47%. Use the drawdown chart below to compare losses from any high point for ROBO and ROBT. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%December2025FebruaryMarchAprilMay
-26.75%
-27.23%
ROBO
ROBT

Volatility

ROBO vs. ROBT - Volatility Comparison

The current volatility for ROBO Global Robotics & Automation Index ETF (ROBO) is 16.14%, while First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT) has a volatility of 17.04%. This indicates that ROBO experiences smaller price fluctuations and is considered to be less risky than ROBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
16.14%
17.04%
ROBO
ROBT