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

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.

20.00%30.00%40.00%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
31.08%
52.11%
ROBO
ROBT

Returns By Period

In the year-to-date period, ROBO achieves a -3.14% return, which is significantly lower than ROBT's -1.40% return.


ROBO

YTD

-3.14%

1M

-1.19%

6M

-2.73%

1Y

10.09%

5Y (annualized)

6.40%

10Y (annualized)

7.98%

ROBT

YTD

-1.40%

1M

2.05%

6M

2.65%

1Y

10.72%

5Y (annualized)

6.52%

10Y (annualized)

N/A

Key characteristics


ROBOROBT
Sharpe Ratio0.500.44
Sortino Ratio0.800.74
Omega Ratio1.101.09
Calmar Ratio0.310.27
Martin Ratio1.671.40
Ulcer Index5.62%6.60%
Daily Std Dev18.61%20.87%
Max Drawdown-43.65%-44.47%
Current Drawdown-22.89%-23.77%

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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.


ROBO
ROBO Global Robotics & Automation Index ETF
Expense ratio chart for ROBO: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for ROBT: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Correlation

-0.50.00.51.00.9

The correlation between ROBO and ROBT is 0.93, 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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for ROBO, currently valued at 0.50, compared to the broader market0.002.004.006.000.500.44
The chart of Sortino ratio for ROBO, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.0010.0012.000.800.74
The chart of Omega ratio for ROBO, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.09
The chart of Calmar ratio for ROBO, currently valued at 0.31, compared to the broader market0.005.0010.0015.000.310.27
The chart of Martin ratio for ROBO, currently valued at 1.67, compared to the broader market0.0020.0040.0060.0080.00100.00120.001.671.40
ROBO
ROBT

The current ROBO Sharpe Ratio is 0.50, which is comparable to the ROBT Sharpe Ratio of 0.44. 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.50
0.44
ROBO
ROBT

Dividends

ROBO vs. ROBT - Dividend Comparison

ROBO's dividend yield for the trailing twelve months is around 0.05%, less than ROBT's 0.25% yield.


TTM2023202220212020201920182017201620152014
ROBO
ROBO Global Robotics & Automation Index ETF
0.05%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
0.25%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.


-35.00%-30.00%-25.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-22.89%
-23.77%
ROBO
ROBT

Volatility

ROBO vs. ROBT - Volatility Comparison

The current volatility for ROBO Global Robotics & Automation Index ETF (ROBO) is 5.28%, while First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT) has a volatility of 6.82%. 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.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.28%
6.82%
ROBO
ROBT