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THNQ vs. ROBT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

THNQ vs. ROBT

Last updated May 22, 2025

Compare and contrast key facts about ROBO Global Artificial Intelligence ETF (THNQ) and First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT).

THNQ and ROBT 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. ROBT is a passively managed fund by First Trust that tracks the performance of the Nasdaq CTA Artificial Intelligence and Robotics Index. It was launched on Feb 21, 2018. Both THNQ and ROBT 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 ROBT.

Correlation

The correlation between THNQ and ROBT is 0.80, 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.

Performance

THNQ vs. ROBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ROBO Global Artificial Intelligence ETF (THNQ) and First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

THNQ:

0.46

ROBT:

0.08

Sortino Ratio

THNQ:

0.86

ROBT:

0.30

Omega Ratio

THNQ:

1.12

ROBT:

1.04

Calmar Ratio

THNQ:

0.47

ROBT:

0.05

Martin Ratio

THNQ:

1.48

ROBT:

0.22

Ulcer Index

THNQ:

9.45%

ROBT:

8.60%

Daily Std Dev

THNQ:

29.51%

ROBT:

27.79%

Max Drawdown

THNQ:

-50.56%

ROBT:

-44.47%

Current Drawdown

THNQ:

-8.67%

ROBT:

-24.35%

Returns By Period

In the year-to-date period, THNQ achieves a 2.93% return, which is significantly higher than ROBT's -1.75% return.

THNQ

YTD

2.93%

1M

24.84%

6M

5.05%

1Y

13.57%

3Y*

21.61%

5Y*

13.84%

10Y*

N/A

ROBT

YTD

-1.75%

1M

18.25%

6M

-2.44%

1Y

2.20%

3Y*

3.91%

5Y*

5.97%

10Y*

N/A

*Annualized

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ROBO Global Artificial Intelligence ETF

First Trust Nasdaq Artificial Intelligence & Robotics ETF

THNQ vs. ROBT - Expense Ratio Comparison

THNQ has a 0.68% expense ratio, which is higher than ROBT's 0.65% expense ratio.

THNQ
ROBO Global Artificial Intelligence ETF
ROBT
First Trust Nasdaq Artificial Intelligence & Robotics ETF

Risk-Adjusted Performance

THNQ vs. ROBT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
THNQ
The Risk-Adjusted Performance Rank of THNQ is 4949
Overall Rank
The Sharpe Ratio Rank of THNQ is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of THNQ is 5252
Sortino Ratio Rank
The Omega Ratio Rank of THNQ is 5050
Omega Ratio Rank
The Calmar Ratio Rank of THNQ is 5353
Calmar Ratio Rank
The Martin Ratio Rank of THNQ is 4545
Martin Ratio Rank
ROBT
The Risk-Adjusted Performance Rank of ROBT is 2020
Overall Rank
The Sharpe Ratio Rank of ROBT is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of ROBT is 2121
Sortino Ratio Rank
The Omega Ratio Rank of ROBT is 2020
Omega Ratio Rank
The Calmar Ratio Rank of ROBT is 1919
Calmar Ratio Rank
The Martin Ratio Rank of ROBT is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

THNQ vs. ROBT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ROBO Global Artificial Intelligence ETF (THNQ) and First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT). 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.

The current THNQ Sharpe Ratio is 0.46, which is higher than the ROBT Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of THNQ and ROBT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Dividends

THNQ vs. ROBT - Dividend Comparison

THNQ has not paid dividends to shareholders, while ROBT's dividend yield for the trailing twelve months is around 0.69%.

TTM2024202320222021202020192018
THNQ
ROBO Global Artificial Intelligence ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ROBT
First Trust Nasdaq Artificial Intelligence & Robotics ETF		0.69%0.68%0.23%0.35%0.06%0.17%0.42%0.44%

Drawdowns

THNQ vs. ROBT - Drawdown Comparison

The maximum THNQ drawdown since its inception was -50.56%, which is greater than ROBT's maximum drawdown of -44.47%. Use the drawdown chart below to compare losses from any high point for THNQ and ROBT. For additional features, visit the drawdowns tool.

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Volatility

THNQ vs. ROBT - Volatility Comparison

ROBO Global Artificial Intelligence ETF (THNQ) has a higher volatility of 7.96% compared to First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT) at 6.94%. This indicates that THNQ's price experiences larger fluctuations and is considered to be riskier than ROBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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