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

Key characteristics


XTROBT
YTD Return1.37%-3.39%
1Y Return15.79%10.71%
3Y Return (Ann)-1.15%-6.78%
5Y Return (Ann)10.03%6.94%
Sharpe Ratio0.870.53
Sortino Ratio1.300.86
Omega Ratio1.161.10
Calmar Ratio0.580.29
Martin Ratio3.711.69
Ulcer Index4.31%6.60%
Daily Std Dev18.31%21.21%
Max Drawdown-34.41%-44.47%
Current Drawdown-8.36%-25.31%

Correlation

-0.50.00.51.00.9

The correlation between XT and ROBT is 0.93, 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

XT vs. ROBT - Performance Comparison

In the year-to-date period, XT achieves a 1.37% return, which is significantly higher than ROBT's -3.39% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
9.06%
6.72%
XT
ROBT

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XT vs. ROBT - Expense Ratio Comparison

XT has a 0.47% expense ratio, which is lower than ROBT's 0.65% expense ratio.


ROBT
First Trust Nasdaq Artificial Intelligence & Robotics ETF
Expense ratio chart for ROBT: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for XT: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%

Risk-Adjusted Performance

XT vs. ROBT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Exponential Technologies ETF (XT) 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.


XT
Sharpe ratio
The chart of Sharpe ratio for XT, currently valued at 0.87, compared to the broader market0.002.004.000.87
Sortino ratio
The chart of Sortino ratio for XT, currently valued at 1.30, compared to the broader market-2.000.002.004.006.008.0010.0012.001.30
Omega ratio
The chart of Omega ratio for XT, currently valued at 1.16, compared to the broader market1.001.502.002.503.001.16
Calmar ratio
The chart of Calmar ratio for XT, currently valued at 0.58, compared to the broader market0.005.0010.0015.000.58
Martin ratio
The chart of Martin ratio for XT, currently valued at 3.71, compared to the broader market0.0020.0040.0060.0080.00100.003.71
ROBT
Sharpe ratio
The chart of Sharpe ratio for ROBT, currently valued at 0.53, compared to the broader market0.002.004.000.53
Sortino ratio
The chart of Sortino ratio for ROBT, currently valued at 0.86, compared to the broader market-2.000.002.004.006.008.0010.0012.000.86
Omega ratio
The chart of Omega ratio for ROBT, currently valued at 1.10, compared to the broader market1.001.502.002.503.001.10
Calmar ratio
The chart of Calmar ratio for ROBT, currently valued at 0.29, compared to the broader market0.005.0010.0015.000.29
Martin ratio
The chart of Martin ratio for ROBT, currently valued at 1.69, compared to the broader market0.0020.0040.0060.0080.00100.001.69

XT vs. ROBT - Sharpe Ratio Comparison

The current XT Sharpe Ratio is 0.87, which is higher than the ROBT Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of XT 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00MayJuneJulyAugustSeptemberOctober
0.87
0.53
XT
ROBT

Dividends

XT vs. ROBT - Dividend Comparison

XT's dividend yield for the trailing twelve months is around 0.44%, more than ROBT's 0.26% yield.


TTM202320222021202020192018201720162015
XT
iShares Exponential Technologies ETF
0.44%0.41%0.78%0.84%0.77%1.55%1.44%0.97%1.37%1.34%
ROBT
First Trust Nasdaq Artificial Intelligence & Robotics ETF
0.26%0.24%0.36%0.06%0.17%0.42%0.44%0.00%0.00%0.00%

Drawdowns

XT vs. ROBT - Drawdown Comparison

The maximum XT drawdown since its inception was -34.41%, smaller than the maximum ROBT drawdown of -44.47%. Use the drawdown chart below to compare losses from any high point for XT and ROBT. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%MayJuneJulyAugustSeptemberOctober
-8.36%
-25.31%
XT
ROBT

Volatility

XT vs. ROBT - Volatility Comparison

The current volatility for iShares Exponential Technologies ETF (XT) is 4.38%, while First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT) has a volatility of 5.96%. This indicates that XT experiences smaller price fluctuations and is considered to be less risky than ROBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%MayJuneJulyAugustSeptemberOctober
4.38%
5.96%
XT
ROBT