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ROBT vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ROBT vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT) and United States Gasoline Fund LP (UGA). 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 UGA's 64.09% return.


ROBT

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

UGA

1D
-1.12%
1M
-12.11%
YTD
64.09%
6M
60.42%
1Y
59.74%
3Y*
18.95%
5Y*
22.69%
10Y*
14.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROBT vs. UGA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ROBT
First Trust Nasdaq Artificial Intelligence & Robotics ETF
3.51%15.16%-0.41%27.77%-34.94%9.91%46.18%34.28%-14.66%
UGA
United States Gasoline Fund LP
64.09%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-26.12%

Correlation

The correlation between ROBT and UGA is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.19

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2018

0.16

The correlation between ROBT and UGA shifts across timeframes, from -0.19 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ROBT vs. UGA — 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

UGA
UGA Risk / Return Rank: 5555
Overall Rank
UGA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 4848
Sortino Ratio Rank
UGA Omega Ratio Rank: 4949
Omega Ratio Rank
UGA Calmar Ratio Rank: 6767
Calmar Ratio Rank
UGA Martin Ratio Rank: 5656
Martin Ratio Rank
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. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT) and United States Gasoline Fund LP (UGA). 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.


ROBTUGADifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.16

Omega ratioGain probability vs. loss probability

1.13

1.30

-0.17

Calmar ratioReturn relative to maximum drawdown

0.80

3.17

-2.37

Martin ratioReturn relative to average drawdown

2.22

9.39

-7.17

ROBT vs. UGA - Sharpe Ratio Comparison

The current ROBT Sharpe Ratio is 0.70, which is lower than the UGA Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of ROBT and UGA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ROBT vs. UGA - Drawdown Comparison

The maximum ROBT drawdown since its inception was -44.47%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for ROBT and UGA.


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Drawdown Indicators


ROBTUGADifference

Max Drawdown

Largest peak-to-trough decline

-44.47%

-86.59%

+42.12%

Max Drawdown (1Y)

Largest decline over 1 year

-21.66%

-18.96%

-2.70%

Max Drawdown (3Y)

Largest decline over 3 years

-27.68%

-26.68%

-1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-43.26%

-38.11%

-5.15%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-10.93%

-18.05%

+7.12%

Average Drawdown

Average peak-to-trough decline

-15.91%

-36.69%

+20.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.75%

6.43%

+1.32%

Volatility

ROBT vs. UGA - Volatility Comparison

First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT) has a higher volatility of 10.81% compared to United States Gasoline Fund LP (UGA) at 9.24%. This indicates that ROBT's price experiences larger fluctuations and is considered to be riskier than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ROBTUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

10.81%

9.24%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

19.33%

30.57%

-11.24%

Volatility (1Y)

Calculated over the trailing 1-year period

24.76%

35.22%

-10.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.49%

34.45%

-8.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.59%

37.22%

-11.63%

ROBT vs. UGA - Expense Ratio Comparison

ROBT has a 0.65% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

ROBT vs. UGA - Dividend Comparison

Neither ROBT nor UGA has paid dividends to shareholders.


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%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ROBT and UGA have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ROBT has higher volatility (10.81%) compared to UGA (9.24%). In terms of maximum drawdown, ROBT dropped -44.47% vs UGA's -86.59%.

On 5-year performance, UGA leads with 22.69% vs -0.08% for ROBT. On fees, ROBT is cheaper at 0.65% per year. On volatility, UGA has been the lower-risk option at 9.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UGA has performed better with a 22.69% return vs -0.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ROBT is cheaper with a 0.65% expense ratio, compared with 0.75% for UGA.

ROBT and UGA have nearly identical dividend yields, around 0.00%.

ROBT is categorized as Technology Equities, while UGA is Oil & Gas. ROBT tracks Nasdaq CTA Artificial Intelligence and Robotics Index, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: First Trust and Concierge Technologies. Their fees differ too: 0.65% for ROBT and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (1.73 vs 0.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ROBT and UGA

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