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ROBT vs. TSXU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ROBT vs. TSXU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT) and Direxion Daily Semiconductors Top 5 Bull 2X Shares (TSXU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ROBT achieves a 3.51% return, which is significantly lower than TSXU's 113.38% return.


ROBT

1D
-2.40%
1M
-3.90%
YTD
3.51%
6M
1.75%
1Y
17.15%
3Y*
6.95%
5Y*
-0.08%
10Y*

TSXU

1D
-13.73%
1M
19.65%
YTD
113.38%
6M
118.38%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROBT vs. TSXU - Yearly Performance Comparison


Correlation

The correlation between ROBT and TSXU is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 1, 2025

0.70

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Return for Risk

ROBT vs. TSXU — Risk / Return Rank

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

ROBT
ROBT Risk / Return Rank: 2020
Overall Rank
ROBT Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
ROBT Sortino Ratio Rank: 2020
Sortino Ratio Rank
ROBT Omega Ratio Rank: 1919
Omega Ratio Rank
ROBT Calmar Ratio Rank: 1919
Calmar Ratio Rank
ROBT Martin Ratio Rank: 2020
Martin Ratio Rank

TSXU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. TSXU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT) and Direxion Daily Semiconductors Top 5 Bull 2X Shares (TSXU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ROBTTSXUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.13

Calmar ratioReturn relative to maximum drawdown

0.80

Martin ratioReturn relative to average drawdown

2.22

ROBT vs. TSXU - Sharpe Ratio Comparison


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Drawdowns

ROBT vs. TSXU - Drawdown Comparison

The maximum ROBT drawdown since its inception was -44.47%, which is greater than TSXU's maximum drawdown of -35.62%. Use the drawdown chart below to compare losses from any high point for ROBT and TSXU.


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Drawdown Indicators


ROBTTSXUDifference

Max Drawdown

Largest peak-to-trough decline

-44.47%

-35.62%

-8.85%

Max Drawdown (1Y)

Largest decline over 1 year

-21.66%

Max Drawdown (3Y)

Largest decline over 3 years

-27.68%

Max Drawdown (5Y)

Largest decline over 5 years

-43.26%

Current Drawdown

Current decline from peak

-10.93%

-13.73%

+2.80%

Average Drawdown

Average peak-to-trough decline

-15.91%

-10.67%

-5.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.75%

Volatility

ROBT vs. TSXU - Volatility Comparison


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Volatility by Period


ROBTTSXUDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.81%

Volatility (6M)

Calculated over the trailing 6-month period

19.33%

Volatility (1Y)

Calculated over the trailing 1-year period

24.76%

89.70%

-64.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.49%

89.70%

-64.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.59%

89.70%

-64.11%

ROBT vs. TSXU - Expense Ratio Comparison

ROBT has a 0.65% expense ratio, which is lower than TSXU's 1.05% expense ratio.


Dividends

ROBT vs. TSXU - Dividend Comparison

ROBT has not paid dividends to shareholders, while TSXU's dividend yield for the trailing twelve months is around 1.36%.


PositionTTM20252024202320222021202020192018
ROBT
First Trust Nasdaq Artificial Intelligence & Robotics ETF
0.00%0.00%0.68%0.23%0.35%0.06%0.17%0.42%0.44%
TSXU
Direxion Daily Semiconductors Top 5 Bull 2X Shares
1.36%2.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ROBT and TSXU have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ROBT is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ROBT is cheaper with a 0.65% expense ratio, compared with 1.05% for TSXU.

TSXU has the higher dividend yield at 1.36%, compared with 0.00% for ROBT.

ROBT is categorized as Technology Equities, while TSXU is Leveraged Equities. ROBT tracks Nasdaq CTA Artificial Intelligence and Robotics Index, while TSXU tracks Solactive Semiconductor Top 5 Index (2x). They also come from different issuers: First Trust and Direxion. Their fees differ too: 0.65% for ROBT and 1.05% for TSXU.

Portfolio Optimizer

Find the right allocation for ROBT and TSXU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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