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SNSR vs. IRBO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SNSR and IRBO 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.


-0.50.00.51.00.8

Performance

SNSR vs. IRBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Internet of Things ETF (SNSR) and iShares Robotics and Artificial Intelligence Multisector ETF (IRBO). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
91.67%
48.79%
SNSR
IRBO

Key characteristics

Returns By Period


SNSR

YTD

-0.05%

1M

-0.40%

6M

-2.05%

1Y

0.36%

5Y*

8.89%

10Y*

N/A

IRBO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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SNSR vs. IRBO - Expense Ratio Comparison

SNSR has a 0.68% expense ratio, which is higher than IRBO's 0.47% expense ratio.


SNSR
Global X Internet of Things ETF
Expense ratio chart for SNSR: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for IRBO: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%

Risk-Adjusted Performance

SNSR vs. IRBO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Internet of Things ETF (SNSR) and iShares Robotics and Artificial Intelligence Multisector ETF (IRBO). 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.


Sharpe ratio
The chart of Sharpe ratio for SNSR, currently valued at 0.15, compared to the broader market0.002.004.000.15-0.07
The chart of Sortino ratio for SNSR, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.0010.000.350.03
The chart of Omega ratio for SNSR, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.00
The chart of Calmar ratio for SNSR, currently valued at 0.15, compared to the broader market0.005.0010.0015.000.15-0.03
The chart of Martin ratio for SNSR, currently valued at 0.42, compared to the broader market0.0020.0040.0060.0080.00100.000.42-0.23
SNSR
IRBO


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.15
-0.07
SNSR
IRBO

Dividends

SNSR vs. IRBO - Dividend Comparison

SNSR's dividend yield for the trailing twelve months is around 0.62%, while IRBO has not paid dividends to shareholders.


TTM20232022202120202019201820172016
SNSR
Global X Internet of Things ETF
0.62%0.74%0.82%0.43%0.21%1.12%1.25%1.11%0.31%
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF
0.35%0.62%0.13%1.14%0.53%0.69%0.34%0.00%0.00%

Drawdowns

SNSR vs. IRBO - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.83%
-32.91%
SNSR
IRBO

Volatility

SNSR vs. IRBO - Volatility Comparison

Global X Internet of Things ETF (SNSR) has a higher volatility of 5.06% compared to iShares Robotics and Artificial Intelligence Multisector ETF (IRBO) at 0.00%. This indicates that SNSR's price experiences larger fluctuations and is considered to be riskier than IRBO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.06%
0
SNSR
IRBO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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