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UBOT vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

UBOT vs. ^GSPC

Last updated May 13, 2025

Compare and contrast key facts about Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) and S&P 500 (^GSPC).

UBOT is a passively managed fund by Direxion that tracks the performance of the Indxx Global Robotics & Artificial Intelligence Thematic Index (300%). It was launched on Apr 19, 2018.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UBOT or ^GSPC.

Correlation

The correlation between UBOT and ^GSPC 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

UBOT vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

UBOT:

-0.31

^GSPC:

0.61

Sortino Ratio

UBOT:

-0.09

^GSPC:

1.03

Omega Ratio

UBOT:

0.99

^GSPC:

1.15

Calmar Ratio

UBOT:

-0.22

^GSPC:

0.67

Martin Ratio

UBOT:

-1.00

^GSPC:

2.57

Ulcer Index

UBOT:

17.01%

^GSPC:

4.93%

Daily Std Dev

UBOT:

55.46%

^GSPC:

19.67%

Max Drawdown

UBOT:

-86.01%

^GSPC:

-56.78%

Current Drawdown

UBOT:

-63.56%

^GSPC:

-4.88%

Returns By Period

In the year-to-date period, UBOT achieves a -14.63% return, which is significantly lower than ^GSPC's -0.64% return.

UBOT

YTD

-14.63%

1M

28.26%

6M

-24.78%

1Y

-17.18%

5Y*

8.83%

10Y*

N/A

^GSPC

YTD

-0.64%

1M

8.97%

6M

-2.62%

1Y

11.90%

5Y*

15.76%

10Y*

10.69%

*Annualized

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Risk-Adjusted Performance

UBOT vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UBOT
The Risk-Adjusted Performance Rank of UBOT is 88
Overall Rank
The Sharpe Ratio Rank of UBOT is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of UBOT is 1010
Sortino Ratio Rank
The Omega Ratio Rank of UBOT is 1010
Omega Ratio Rank
The Calmar Ratio Rank of UBOT is 77
Calmar Ratio Rank
The Martin Ratio Rank of UBOT is 44
Martin Ratio Rank
^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 7474
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7272
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7474
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7878
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7878
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.

UBOT vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) and S&P 500 (^GSPC). 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 UBOT Sharpe Ratio is -0.31, which is lower than the ^GSPC Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of UBOT and ^GSPC, 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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Drawdowns

UBOT vs. ^GSPC - Drawdown Comparison

The maximum UBOT drawdown since its inception was -86.01%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for UBOT and ^GSPC. For additional features, visit the drawdowns tool.

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Volatility

UBOT vs. ^GSPC - Volatility Comparison

Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) has a higher volatility of 13.81% compared to S&P 500 (^GSPC) at 6.29%. This indicates that UBOT's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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