SLDR vs. BOTZ

Last updated Jun 4, 2026

SLDR (Global X Short-Term Treasury Ladder ETF) and BOTZ (Global X Robotics & Artificial Intelligence Thematic ETF) are both exchange-traded funds - SLDR is a Government Bonds fund tracking the FTSE US Treasury 1-3 Years Laddered Bond Index, while BOTZ is a Robotics fund tracking the Indxx Global Robotics & Artificial Intelligence Thematic Index. Both are passively managed. Over the past year, SLDR returned 3.14% vs 29.53% for BOTZ. At a correlation of -0.03, they often move in opposite directions. SLDR charges 0.12%/yr vs 0.68%/yr for BOTZ.

Performance

SLDR vs. BOTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Short-Term Treasury Ladder ETF (SLDR) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SLDR achieves a 0.31% return, which is significantly lower than BOTZ's 11.15% return.

SLDR

• 1D: -0.04%
• 1M: 0.13%
• YTD: 0.31%
• 6M: 0.69%
• 1Y: 3.14%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BOTZ

• 1D: -0.91%
• 1M: 4.92%
• YTD: 11.15%
• 6M: 13.89%
• 1Y: 29.53%
• 3Y*: 12.97%
• 5Y*: 3.18%
• 10Y*: —

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

SLDR vs. BOTZ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SLDR Global X Short-Term Treasury Ladder ETF	0.31%	4.60%	0.61%
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	11.15%	14.17%	8.64%

Correlation

The correlation between SLDR and BOTZ is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (All Time) Calculated using the full available price history since Sep 11, 2024	-0.03

The correlation between SLDR and BOTZ shifts across timeframes, from -0.03 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

SLDR vs. BOTZ — Risk / Return Rank

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

SLDR

SLDR Risk / Return Rank: 81
SLDR Sharpe Ratio Rank: 78
SLDR Sortino Ratio Rank: 88
SLDR Omega Ratio Rank: 92
SLDR Calmar Ratio Rank: 73
SLDR Martin Ratio Rank: 74

BOTZ

BOTZ Risk / Return Rank: 33
BOTZ Sharpe Ratio Rank: 33
BOTZ Sortino Ratio Rank: 34
BOTZ Omega Ratio Rank: 31
BOTZ Calmar Ratio Rank: 31
BOTZ Martin Ratio Rank: 34

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.

SLDR vs. BOTZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Short-Term Treasury Ladder ETF (SLDR) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ). 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.

	SLDR	BOTZ	Difference
Sharpe ratio: Return per unit of total volatility	2.51	1.24	+1.27
Sortino ratio: Return per unit of downside risk	4.03	1.87	+2.16
Omega ratio: Gain probability vs. loss probability	1.62	1.22	+0.40
Calmar ratio: Return relative to maximum drawdown	3.61	1.53	+2.07
Martin ratio: Return relative to average drawdown	13.93	5.26	+8.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SLDR vs. BOTZ - Sharpe Ratio Comparison

The current SLDR Sharpe Ratio is 2.51, which is higher than the BOTZ Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of SLDR and BOTZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SLDR	BOTZ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.51	1.24	+1.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.12	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.58	0.44	+2.14

Drawdowns

SLDR vs. BOTZ - Drawdown Comparison

The maximum SLDR drawdown since its inception was -0.87%, smaller than the maximum BOTZ drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for SLDR and BOTZ.

Drawdown Indicators

	SLDR	BOTZ	Difference
Max Drawdown Largest peak-to-trough decline	-0.87%	-55.54%	+54.67%
Max Drawdown (1Y) Largest decline over 1 year	-0.87%	-19.34%	+18.47%
Max Drawdown (3Y) Largest decline over 3 years	—	-29.02%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-55.54%	—
Current Drawdown Current decline from peak	-0.28%	-3.27%	+2.99%
Average Drawdown Average peak-to-trough decline	-0.14%	-18.32%	+18.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.23%	5.63%	-5.40%

Volatility

SLDR vs. BOTZ - Volatility Comparison

The current volatility for Global X Short-Term Treasury Ladder ETF (SLDR) is 0.37%, while Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) has a volatility of 7.77%. This indicates that SLDR experiences smaller price fluctuations and is considered to be less risky than BOTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SLDR	BOTZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.37%	7.77%	-7.40%
Volatility (6M) Calculated over the trailing 6-month period	0.78%	18.40%	-17.62%
Volatility (1Y) Calculated over the trailing 1-year period	1.25%	23.98%	-22.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.24%	26.73%	-25.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.24%	25.73%	-24.49%

SLDR vs. BOTZ - Expense Ratio Comparison

SLDR has a 0.12% expense ratio, which is lower than BOTZ's 0.68% expense ratio.

Dividends

SLDR vs. BOTZ - Dividend Comparison

SLDR's dividend yield for the trailing twelve months is around 3.72%, more than BOTZ's 0.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	0.59%	0.66%	0.13%	0.20%	0.23%	0.16%	0.19%	0.83%	1.44%	0.01%	0.06%
SLDR Global X Short-Term Treasury Ladder ETF	3.72%	3.80%	0.98%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SLDR and BOTZ in my portfolio?

SLDR and BOTZ have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SLDR or BOTZ?

BOTZ has higher volatility (7.77%) compared to SLDR (0.37%). In terms of maximum drawdown, SLDR dropped -0.87% vs BOTZ's -55.54%.

Which ETF is better, SLDR or BOTZ?

On 1-year performance, BOTZ leads with 29.53% vs 3.14% for SLDR. On fees, SLDR is cheaper at 0.12% per year. On volatility, SLDR has been the lower-risk option at 0.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SLDR or BOTZ?

Over the 1-year period, BOTZ has performed better with a 29.53% return vs 3.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SLDR or BOTZ?

SLDR is cheaper with a 0.12% expense ratio, compared with 0.68% for BOTZ.

Which ETF pays a higher dividend yield, SLDR or BOTZ?

SLDR has the higher dividend yield at 3.72%, compared with 0.59% for BOTZ.

What is the main difference between SLDR and BOTZ?

SLDR is categorized as Government Bonds, while BOTZ is Robotics. SLDR tracks FTSE US Treasury 1-3 Years Laddered Bond Index, while BOTZ tracks Indxx Global Robotics & Artificial Intelligence Thematic Index. Their fees differ too: 0.12% for SLDR and 0.68% for BOTZ.

Which has better risk-adjusted returns?

SLDR currently has the higher Sharpe Ratio (2.51 vs 1.24), 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.