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THNQ vs. TRUT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

THNQ vs. TRUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ROBO Global Artificial Intelligence ETF (THNQ) and Vaneck Technology Trusector ETF (TRUT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, THNQ achieves a 44.05% return, which is significantly higher than TRUT's 25.30% return.


THNQ

1D
-2.20%
1M
22.90%
YTD
44.05%
6M
40.99%
1Y
79.25%
3Y*
37.91%
5Y*
17.90%
10Y*

TRUT

1D
-1.46%
1M
16.68%
YTD
25.30%
6M
24.37%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

THNQ vs. TRUT - Yearly Performance Comparison


Correlation

The correlation between THNQ and TRUT is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 22, 2025

0.78

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Return for Risk

THNQ vs. TRUT — Risk / Return Rank

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

THNQ
THNQ Risk / Return Rank: 8080
Overall Rank
THNQ Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
THNQ Sortino Ratio Rank: 7979
Sortino Ratio Rank
THNQ Omega Ratio Rank: 7676
Omega Ratio Rank
THNQ Calmar Ratio Rank: 8181
Calmar Ratio Rank
THNQ Martin Ratio Rank: 7474
Martin Ratio Rank

TRUT
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. TRUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ROBO Global Artificial Intelligence ETF (THNQ) and Vaneck Technology Trusector ETF (TRUT). 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.


THNQTRUTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.46

Calmar ratioReturn relative to maximum drawdown

4.33

Martin ratioReturn relative to average drawdown

14.31

THNQ vs. TRUT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


THNQTRUTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

2.39

-1.56

Drawdowns

THNQ vs. TRUT - Drawdown Comparison

The maximum THNQ drawdown since its inception was -50.56%, which is greater than TRUT's maximum drawdown of -18.55%. Use the drawdown chart below to compare losses from any high point for THNQ and TRUT.


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Drawdown Indicators


THNQTRUTDifference

Max Drawdown

Largest peak-to-trough decline

-50.56%

-18.55%

-32.01%

Max Drawdown (1Y)

Largest decline over 1 year

-18.39%

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

-2.20%

-1.46%

-0.74%

Average Drawdown

Average peak-to-trough decline

-15.07%

-5.17%

-9.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.56%

Volatility

THNQ vs. TRUT - Volatility Comparison


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Volatility by Period


THNQTRUTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.50%

Volatility (6M)

Calculated over the trailing 6-month period

20.69%

Volatility (1Y)

Calculated over the trailing 1-year period

26.47%

21.53%

+4.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.09%

21.53%

+7.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.66%

21.53%

+7.13%

THNQ vs. TRUT - Expense Ratio Comparison

THNQ has a 0.68% expense ratio, which is higher than TRUT's 0.13% expense ratio.


Dividends

THNQ vs. TRUT - Dividend Comparison

THNQ's dividend yield for the trailing twelve months is around 0.14%, less than TRUT's 0.19% yield.


Frequently Asked Questions


THNQ and TRUT have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TRUT is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRUT is cheaper with a 0.13% expense ratio, compared with 0.68% for THNQ.

TRUT has the higher dividend yield at 0.19%, compared with 0.14% for THNQ.

They also come from different issuers: Exchange Traded Concepts and VanEck. Their fees differ too: 0.68% for THNQ and 0.13% for TRUT.

Portfolio Optimizer

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