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ZYUS.AX vs. ROBO.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ZYUS.AX vs. ROBO.AX

Last updated Jul 16, 2026
Documentation

ZYUS.AX (Global X S&P 500 High Yield Low Volatility ETF) and ROBO.AX (Global X ROBO Global Robotics & Automation ETF) are both Global Equities funds from Global X - ZYUS.AX tracks the Global X S&P 500 High Yield Low Volatility Index while ROBO.AX tracks the Global X ROBO Global Robotics & Automation Index. Both are passively managed. Over the past 5 years, ZYUS.AX returned 8.25%/yr vs 6.26%/yr for ROBO.AX. At a 0.28 correlation, their price movements are largely independent.

Performance

ZYUS.AX vs. ROBO.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Global X S&P 500 High Yield Low Volatility ETF (ZYUS.AX) and Global X ROBO Global Robotics & Automation ETF (ROBO.AX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZYUS.AX achieves a 5.46% return, which is significantly lower than ROBO.AX's 10.71% return.

ZYUS.AX

1D
0.34%
1M
2.46%
6M
4.73%
YTD
5.46%
1Y
4.42%
3Y*
10.33%
5Y*
8.25%
10Y*
7.18%

ROBO.AX

1D
-0.97%
1M
-3.97%
6M
4.45%
YTD
10.71%
1Y
25.10%
3Y*
10.55%
5Y*
6.26%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZYUS.AX vs. ROBO.AX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ZYUS.AX
Global X S&P 500 High Yield Low Volatility ETF		5.46%-4.75%29.05%-0.69%8.17%32.01%-19.00%19.73%3.05%7.52%
ROBO.AX
Global X ROBO Global Robotics & Automation ETF		10.71%15.06%8.41%22.97%-28.81%22.23%32.89%29.65%-13.06%12.80%

Correlation

The correlation between ZYUS.AX and ROBO.AX is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2017

0.28

The correlation between ZYUS.AX and ROBO.AX shifts across timeframes, from -0.16 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

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Global X S&P 500 High Yield Low Volatility ETF

Global X ROBO Global Robotics & Automation ETF

Return for Risk

ZYUS.AX vs. ROBO.AX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ZYUS.AX
ZYUS.AX Risk / Return Rank: 1616
Overall Rank
ZYUS.AX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
ZYUS.AX Sortino Ratio Rank: 1515
Sortino Ratio Rank
ZYUS.AX Omega Ratio Rank: 1414
Omega Ratio Rank
ZYUS.AX Calmar Ratio Rank: 1818
Calmar Ratio Rank
ZYUS.AX Martin Ratio Rank: 1616
Martin Ratio Rank
ROBO.AX
ROBO.AX Risk / Return Rank: 4040
Overall Rank
ROBO.AX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ROBO.AX Sortino Ratio Rank: 3838
Sortino Ratio Rank
ROBO.AX Omega Ratio Rank: 3737
Omega Ratio Rank
ROBO.AX Calmar Ratio Rank: 4545
Calmar Ratio Rank
ROBO.AX Martin Ratio Rank: 4343
Martin Ratio Rank
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.

ZYUS.AX vs. ROBO.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 High Yield Low Volatility ETF (ZYUS.AX) and Global X ROBO Global Robotics & Automation ETF (ROBO.AX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

ZYUS.AXROBO.AXDifference
Sharpe ratioReturn per unit of total volatility
0.39
1.13

-0.74

Sortino ratioReturn per unit of downside risk
0.66
1.66

-1.00

Omega ratioGain probability vs. loss probability

1.07

1.21

-0.14

Calmar ratioReturn relative to maximum drawdown

0.60

1.88

-1.28

Martin ratioReturn relative to average drawdown

1.25

5.71

-4.46

ZYUS.AX vs. ROBO.AX - Sharpe Ratio Comparison

The current ZYUS.AX Sharpe Ratio is 0.39, which is lower than the ROBO.AX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of ZYUS.AX and ROBO.AX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

ZYUS.AX vs. ROBO.AX - Drawdown Comparison

The maximum ZYUS.AX drawdown since its inception was -31.48%, smaller than the maximum ROBO.AX drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for ZYUS.AX and ROBO.AX.

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Drawdown Indicators

ZYUS.AXROBO.AXDifference

Max Drawdown

Largest peak-to-trough decline

-31.48%

-34.87%

+3.39%

Max Drawdown (1Y)

Largest decline over 1 year

-8.48%

-13.46%

+4.98%

Max Drawdown (3Y)

Largest decline over 3 years

-12.83%

-25.40%

+12.57%

Max Drawdown (5Y)

Largest decline over 5 years

-12.83%

-34.87%

+22.04%

Max Drawdown (10Y)

Largest decline over 10 years

-31.48%

—

—

Current Drawdown

Current decline from peak

-4.20%

-9.33%

+5.13%

Average Drawdown

Average peak-to-trough decline

-5.55%

-9.97%

+4.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

4.49%

-0.37%

Volatility

ZYUS.AX vs. ROBO.AX - Volatility Comparison

The current volatility for Global X S&P 500 High Yield Low Volatility ETF (ZYUS.AX) is 4.69%, while Global X ROBO Global Robotics & Automation ETF (ROBO.AX) has a volatility of 7.93%. This indicates that ZYUS.AX experiences smaller price fluctuations and is considered to be less risky than ROBO.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ZYUS.AXROBO.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

7.93%

-3.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.35%

19.03%

-8.68%

Volatility (1Y)

Calculated over the trailing 1-year period

12.93%

22.37%

-9.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.51%

20.03%

-6.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.02%

19.76%

-4.74%

Dividends

ZYUS.AX vs. ROBO.AX - Dividend Comparison

ZYUS.AX's dividend yield for the trailing twelve months is around 4.00%, less than ROBO.AX's 10.35% yield.

PositionTTM20252024202320222021202020192018201720162015
ROBO.AX
Global X ROBO Global Robotics & Automation ETF		10.35%0.20%0.19%0.53%8.00%8.53%0.62%0.31%2.09%0.00%0.00%0.00%
ZYUS.AX
Global X S&P 500 High Yield Low Volatility ETF		4.00%5.68%3.54%7.57%3.05%2.70%6.34%7.82%5.96%6.04%3.90%0.84%

Frequently Asked Questions

ZYUS.AX and ROBO.AX have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZYUS.AX tracks Global X S&P 500 High Yield Low Volatility Index, while ROBO.AX tracks Global X ROBO Global Robotics & Automation Index.

Portfolio Optimizer

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