ROBT vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT) and S&P 500 Index (^GSPC).

ROBT is a passively managed fund by First Trust that tracks the performance of the Nasdaq CTA Artificial Intelligence and Robotics Index. It was launched on Feb 21, 2018.

Performance

ROBT vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

ROBT vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
ROBT First Trust Nasdaq Artificial Intelligence & Robotics ETF	-9.80%	15.16%	-0.41%	27.77%	-34.94%	9.91%	46.18%	34.28%	-13.98%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-7.29%

Returns By Period

In the year-to-date period, ROBT achieves a -9.80% return, which is significantly lower than ^GSPC's -3.95% return.

ROBT

• 1D: 1.35%
• 1M: -7.42%
• YTD: -9.80%
• 6M: -12.69%
• 1Y: 14.39%
• 3Y*: 3.45%
• 5Y*: -2.21%
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ROBT vs. ^GSPC — Risk / Return Rank

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

ROBT

ROBT Risk / Return Rank: 28
ROBT Sharpe Ratio Rank: 27
ROBT Sortino Ratio Rank: 30
ROBT Omega Ratio Rank: 27
ROBT Calmar Ratio Rank: 28
ROBT Martin Ratio Rank: 27

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ROBT vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT) and S&P 500 Index (^GSPC). 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.

	ROBT	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.52	0.92	-0.40
Sortino ratio Return per unit of downside risk	0.93	1.41	-0.48
Omega ratio Gain probability vs. loss probability	1.12	1.21	-0.10
Calmar ratio Return relative to maximum drawdown	0.69	1.41	-0.72
Martin ratio Return relative to average drawdown	2.20	6.61	-4.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ROBT vs. ^GSPC - Sharpe Ratio Comparison

The current ROBT Sharpe Ratio is 0.52, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of ROBT and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ROBT	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.52	0.92	-0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.09	0.61	-0.70
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.46	-0.22

Correlation

The correlation between ROBT and ^GSPC is 0.84, 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.

Drawdowns

ROBT vs. ^GSPC - Drawdown Comparison

The maximum ROBT drawdown since its inception was -44.47%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ROBT and ^GSPC.

Drawdown Indicators

	ROBT	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-44.47%	-56.78%	+12.31%
Max Drawdown (1Y) Largest decline over 1 year	-21.66%	-12.14%	-9.52%
Max Drawdown (5Y) Largest decline over 5 years	-43.26%	-25.43%	-17.83%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-20.02%	-5.78%	-14.24%
Average Drawdown Average peak-to-trough decline	-16.09%	-10.75%	-5.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.82%	2.60%	+4.22%

Volatility

ROBT vs. ^GSPC - Volatility Comparison

First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT) has a higher volatility of 8.69% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that ROBT's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ROBT	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.69%	5.37%	+3.32%
Volatility (6M) Calculated over the trailing 6-month period	18.27%	9.55%	+8.72%
Volatility (1Y) Calculated over the trailing 1-year period	27.73%	18.33%	+9.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.99%	16.90%	+8.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.50%	18.05%	+7.45%