THNQ vs. INTL.L
Compare and contrast key facts about ROBO Global Artificial Intelligence ETF (THNQ) and WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L).
THNQ and INTL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. THNQ is a passively managed fund by Exchange Traded Concepts that tracks the performance of the ROBO Global Artificial Intelligence Index. It was launched on May 11, 2020. INTL.L is a passively managed fund by WisdomTree that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 30, 2018. Both THNQ and INTL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: THNQ or INTL.L.
Performance
THNQ vs. INTL.L - Performance Comparison
Returns By Period
In the year-to-date period, THNQ achieves a 14.78% return, which is significantly higher than INTL.L's 5.40% return.
THNQ
14.78%
0.67%
7.00%
28.84%
N/A
N/A
INTL.L
5.40%
5.16%
3.93%
17.82%
16.55%
N/A
Key characteristics
| THNQ | INTL.L | |
|---|---|---|
| Sharpe Ratio | 1.33 | 0.76 |
| Sortino Ratio | 1.81 | 1.16 |
| Omega Ratio | 1.23 | 1.14 |
| Calmar Ratio | 1.18 | 0.90 |
| Martin Ratio | 6.35 | 2.39 |
| Ulcer Index | 4.43% | 6.86% |
| Daily Std Dev | 21.13% | 21.57% |
| Max Drawdown | -50.56% | -37.71% |
| Current Drawdown | -3.99% | -3.16% |
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THNQ vs. INTL.L - Expense Ratio Comparison
THNQ has a 0.68% expense ratio, which is higher than INTL.L's 0.40% expense ratio.
Correlation
The correlation between THNQ and INTL.L is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
THNQ vs. INTL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ROBO Global Artificial Intelligence ETF (THNQ) and WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L). 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.
Dividends
THNQ vs. INTL.L - Dividend Comparison
Neither THNQ nor INTL.L has paid dividends to shareholders.
Drawdowns
THNQ vs. INTL.L - Drawdown Comparison
The maximum THNQ drawdown since its inception was -50.56%, which is greater than INTL.L's maximum drawdown of -37.71%. Use the drawdown chart below to compare losses from any high point for THNQ and INTL.L. For additional features, visit the drawdowns tool.
Volatility
THNQ vs. INTL.L - Volatility Comparison
The current volatility for ROBO Global Artificial Intelligence ETF (THNQ) is 6.25%, while WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) has a volatility of 6.93%. This indicates that THNQ experiences smaller price fluctuations and is considered to be less risky than INTL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.