ROBO vs. VOO
Compare and contrast key facts about ROBO Global Robotics & Automation Index ETF (ROBO) and Vanguard S&P 500 ETF (VOO).
ROBO and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both ROBO and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ROBO or VOO.
Performance
ROBO vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, ROBO achieves a -3.14% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, ROBO has underperformed VOO with an annualized return of 7.98%, while VOO has yielded a comparatively higher 13.12% annualized return.
ROBO
-3.14%
-1.19%
-2.73%
10.09%
6.40%
7.98%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| ROBO | VOO | |
|---|---|---|
| Sharpe Ratio | 0.50 | 2.64 |
| Sortino Ratio | 0.80 | 3.53 |
| Omega Ratio | 1.10 | 1.49 |
| Calmar Ratio | 0.31 | 3.81 |
| Martin Ratio | 1.67 | 17.34 |
| Ulcer Index | 5.62% | 1.86% |
| Daily Std Dev | 18.61% | 12.20% |
| Max Drawdown | -43.65% | -33.99% |
| Current Drawdown | -22.89% | -2.16% |
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ROBO vs. VOO - Expense Ratio Comparison
ROBO has a 0.95% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between ROBO and VOO 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.
Risk-Adjusted Performance
ROBO vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ROBO Global Robotics & Automation Index ETF (ROBO) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
ROBO's dividend yield for the trailing twelve months is around 0.05%, less than VOO's 1.26% 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% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ROBO vs. VOO - Drawdown Comparison
The maximum ROBO drawdown since its inception was -43.65%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ROBO and VOO. For additional features, visit the drawdowns tool.
Volatility
ROBO vs. VOO - Volatility Comparison
ROBO Global Robotics & Automation Index ETF (ROBO) has a higher volatility of 5.28% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that ROBO's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.