ROBO vs. SWPPX
Compare and contrast key facts about ROBO Global Robotics & Automation Index ETF (ROBO) and Schwab S&P 500 Index Fund (SWPPX).
ROBO is a passively managed fund by Exchange Traded Concepts that tracks the performance of the ROBO Global Robotics and Automation TR Index. It was launched on Oct 22, 2013. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ROBO or SWPPX.
Key characteristics
| ROBO | SWPPX | |
|---|---|---|
| YTD Return | -2.55% | 7.98% |
| 1Y Return | 5.29% | 28.19% |
| 3Y Return (Ann) | -3.74% | 8.85% |
| 5Y Return (Ann) | 6.14% | 13.59% |
| 10Y Return (Ann) | 8.15% | 12.67% |
| Sharpe Ratio | 0.27 | 2.31 |
| Daily Std Dev | 17.76% | 11.81% |
| Max Drawdown | -43.65% | -55.06% |
| Current Drawdown | -22.42% | -2.33% |
Correlation
The correlation between ROBO and SWPPX is 0.83, 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.
Performance
ROBO vs. SWPPX - Performance Comparison
In the year-to-date period, ROBO achieves a -2.55% return, which is significantly lower than SWPPX's 7.98% return. Over the past 10 years, ROBO has underperformed SWPPX with an annualized return of 8.15%, while SWPPX has yielded a comparatively higher 12.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ROBO vs. SWPPX - Expense Ratio Comparison
ROBO has a 0.95% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Risk-Adjusted Performance
ROBO vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ROBO Global Robotics & Automation Index ETF (ROBO) and Schwab S&P 500 Index Fund (SWPPX). 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.
Dividends
ROBO vs. SWPPX - Dividend Comparison
ROBO's dividend yield for the trailing twelve months is around 0.05%, less than SWPPX's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.33% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.66% | 1.78% | 2.55% | 3.17% | 1.80% | 1.67% |
Drawdowns
ROBO vs. SWPPX - Drawdown Comparison
The maximum ROBO drawdown since its inception was -43.65%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for ROBO and SWPPX. For additional features, visit the drawdowns tool.
Volatility
ROBO vs. SWPPX - Volatility Comparison
ROBO Global Robotics & Automation Index ETF (ROBO) has a higher volatility of 5.31% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.10%. This indicates that ROBO's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.