THNQ vs. BAMU

Last updated Jun 23, 2026

THNQ (ROBO Global Artificial Intelligence ETF) and BAMU (Brookstone Ultra-Short Bond ETF) are both exchange-traded funds - THNQ is a Technology Equities fund tracking the ROBO Global Artificial Intelligence Index, while BAMU is a Ultrashort Bond fund actively managed by Brookstone. THNQ is passively managed, while BAMU is actively managed. Over the past year, THNQ returned 73.03% vs 2.91% for BAMU. At a correlation of -0.03, they often move in opposite directions. THNQ charges 0.68%/yr vs 1.09%/yr for BAMU.

Performance

THNQ vs. BAMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ROBO Global Artificial Intelligence ETF (THNQ) and Brookstone Ultra-Short Bond ETF (BAMU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, THNQ achieves a 40.67% return, which is significantly higher than BAMU's 1.18% return.

THNQ

• 1D: -0.19%
• 1M: 5.42%
• YTD: 40.67%
• 6M: 37.21%
• 1Y: 73.03%
• 3Y*: 36.60%
• 5Y*: 16.05%
• 10Y*: —

BAMU

• 1D: 0.02%
• 1M: 0.16%
• YTD: 1.18%
• 6M: 1.23%
• 1Y: 2.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

THNQ vs. BAMU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
THNQ ROBO Global Artificial Intelligence ETF	40.67%	29.83%	18.82%	23.77%
BAMU Brookstone Ultra-Short Bond ETF	1.18%	3.21%	4.14%	1.20%

Correlation

The correlation between THNQ and BAMU is -0.14, 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	-0.14
Correlation (All Time) Calculated using the full available price history since Sep 27, 2023	-0.03

The correlation between THNQ and BAMU shifts across timeframes, from -0.14 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

Return for Risk

THNQ vs. BAMU — Risk / Return Rank

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

THNQ

THNQ Risk / Return Rank: 76
THNQ Sharpe Ratio Rank: 84
THNQ Sortino Ratio Rank: 72
THNQ Omega Ratio Rank: 71
THNQ Calmar Ratio Rank: 80
THNQ Martin Ratio Rank: 70

BAMU

BAMU Risk / Return Rank: 98
BAMU Sharpe Ratio Rank: 98
BAMU Sortino Ratio Rank: 98
BAMU Omega Ratio Rank: 98
BAMU Calmar Ratio Rank: 99
BAMU Martin Ratio Rank: 99

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.

THNQ vs. BAMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ROBO Global Artificial Intelligence ETF (THNQ) and Brookstone Ultra-Short Bond ETF (BAMU). 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.

	THNQ	BAMU	Difference
Sharpe ratio: Return per unit of total volatility	2.60	5.01	-2.41
Sortino ratio: Return per unit of downside risk	3.11	8.84	-5.72
Omega ratio: Gain probability vs. loss probability	1.40	2.43	-1.02
Calmar ratio: Return relative to maximum drawdown	3.99	24.72	-20.73
Martin ratio: Return relative to average drawdown	12.65	97.90	-85.24

THNQ vs. BAMU - Sharpe Ratio Comparison

The current THNQ Sharpe Ratio is 2.60, which is lower than the BAMU Sharpe Ratio of 5.01. The chart below compares the historical Sharpe Ratios of THNQ and BAMU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

THNQ vs. BAMU - Drawdown Comparison

The maximum THNQ drawdown since its inception was -50.56%, which is greater than BAMU's maximum drawdown of -0.36%. Use the drawdown chart below to compare losses from any high point for THNQ and BAMU.

Drawdown Indicators

	THNQ	BAMU	Difference
Max Drawdown Largest peak-to-trough decline	-50.56%	-0.36%	-50.20%
Max Drawdown (1Y) Largest decline over 1 year	-18.39%	-0.12%	-18.27%
Max Drawdown (3Y) Largest decline over 3 years	-29.88%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-50.56%	—	—
Current Drawdown Current decline from peak	-4.50%	0.00%	-4.50%
Average Drawdown Average peak-to-trough decline	-15.00%	-0.02%	-14.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.79%	0.03%	+5.76%

Volatility

THNQ vs. BAMU - Volatility Comparison

ROBO Global Artificial Intelligence ETF (THNQ) has a higher volatility of 12.90% compared to Brookstone Ultra-Short Bond ETF (BAMU) at 0.09%. This indicates that THNQ's price experiences larger fluctuations and is considered to be riskier than BAMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	THNQ	BAMU	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.90%	0.09%	+12.81%
Volatility (6M) Calculated over the trailing 6-month period	22.87%	0.40%	+22.47%
Volatility (1Y) Calculated over the trailing 1-year period	28.34%	0.58%	+27.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.44%	0.87%	+28.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.86%	0.87%	+27.99%

THNQ vs. BAMU - Expense Ratio Comparison

THNQ has a 0.68% expense ratio, which is lower than BAMU's 1.09% expense ratio.

Dividends

THNQ vs. BAMU - Dividend Comparison

THNQ's dividend yield for the trailing twelve months is around 0.15%, less than BAMU's 3.05% yield.

Position	TTM	2025	2024	2023
BAMU Brookstone Ultra-Short Bond ETF	3.05%	3.20%	3.97%	0.84%
THNQ ROBO Global Artificial Intelligence ETF	0.15%	0.20%	0.00%	0.00%

Frequently Asked Questions

Can I hold both THNQ and BAMU in my portfolio?

THNQ and BAMU have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, THNQ or BAMU?

THNQ has higher volatility (12.90%) compared to BAMU (0.09%). In terms of maximum drawdown, THNQ dropped -50.56% vs BAMU's -0.36%.

Which ETF is better, THNQ or BAMU?

On 1-year performance, THNQ leads with 73.03% vs 2.91% for BAMU. On fees, THNQ is cheaper at 0.68% per year. On volatility, BAMU has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, THNQ or BAMU?

Over the 1-year period, THNQ has performed better with a 73.03% return vs 2.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, THNQ or BAMU?

THNQ is cheaper with a 0.68% expense ratio, compared with 1.09% for BAMU.

Which ETF pays a higher dividend yield, THNQ or BAMU?

BAMU has the higher dividend yield at 3.05%, compared with 0.15% for THNQ.

What is the main difference between THNQ and BAMU?

THNQ is categorized as Technology Equities, while BAMU is Ultrashort Bond. They also come from different issuers: Exchange Traded Concepts and Brookstone. Their fees differ too: 0.68% for THNQ and 1.09% for BAMU.

Which has better risk-adjusted returns?

BAMU currently has the higher Sharpe Ratio (5.01 vs 2.60), 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.