WT vs. BOTZ
Compare and contrast key facts about WisdomTree Inc. (WT) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ).
BOTZ is a passively managed fund by Global X that tracks the performance of the Indxx Global Robotics & Artificial Intelligence Thematic Index. It was launched on Sep 12, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WT or BOTZ.
Key characteristics
| WT | BOTZ | |
|---|---|---|
| YTD Return | 67.73% | 14.51% |
| 1Y Return | 73.75% | 27.30% |
| 3Y Return (Ann) | 21.04% | -4.87% |
| 5Y Return (Ann) | 20.15% | 8.98% |
| Sharpe Ratio | 2.33 | 1.31 |
| Sortino Ratio | 3.02 | 1.83 |
| Omega Ratio | 1.38 | 1.23 |
| Calmar Ratio | 1.02 | 0.79 |
| Martin Ratio | 7.87 | 5.27 |
| Ulcer Index | 9.08% | 5.29% |
| Daily Std Dev | 30.68% | 21.26% |
| Max Drawdown | -99.93% | -55.54% |
| Current Drawdown | -44.95% | -17.71% |
Correlation
The correlation between WT and BOTZ is 0.40, 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.
Performance
WT vs. BOTZ - Performance Comparison
In the year-to-date period, WT achieves a 67.73% return, which is significantly higher than BOTZ's 14.51% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
WT vs. BOTZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Inc. (WT) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ). 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
WT vs. BOTZ - Dividend Comparison
WT's dividend yield for the trailing twelve months is around 1.05%, more than BOTZ's 0.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
WT WisdomTree Inc. | 1.05% | 1.73% | 2.20% | 1.96% | 2.24% | 2.48% | 1.80% | 2.55% | 2.87% | 3.64% | 0.51% |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 0.14% | 0.20% | 0.23% | 0.16% | 0.19% | 0.83% | 1.44% | 0.01% | 0.06% | 0.00% | 0.00% |
Drawdowns
WT vs. BOTZ - Drawdown Comparison
The maximum WT drawdown since its inception was -99.93%, which is greater than BOTZ's maximum drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for WT and BOTZ. For additional features, visit the drawdowns tool.
Volatility
WT vs. BOTZ - Volatility Comparison
WisdomTree Inc. (WT) has a higher volatility of 10.95% compared to Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) at 5.50%. This indicates that WT's price experiences larger fluctuations and is considered to be riskier than BOTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.