Themes Robotics & Automation ETF

10-Year Study

BOTT.US · · US · ETF

Executive Summary: Themes Robotics & Automation ETF has compounded at 1.3% annually over the last 10 years, with a maximum drawdown of 82.1% and an annualized volatility of 311.6%.

1Y CAGR
+84.6%
3Y CAGR
-24.6%
5Y CAGR
-5.7%
10Y CAGR
+1.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
82.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
51.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +55.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -77.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202631.93.7-21.213.72.4———————25.5%
20254.4-4.4-6.42.28.87.35.17.715.07.2-10.611.855.6%
2024-4.2-4.224.1-82.15.7-0.8-0.43.11.9-4.95.5-1.6-77.9%
202317.0-15.423.15.75.8-4.19.5-7.0-1.910.4-12.24.932.5%
2022-2.010.313.0-6.10.36.4-22.818.62.31.929.2-1.348.9%
2021-7.0——20.05.3-6.2-13.712.4-13.921.2-8.5-5.1-3.1%
202031.510.8-7.6—6.2—5.3-10.93.2—-9.9-0.723.7%
2019——————————1.75.16.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 311.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 56.5% of variance. Idiosyncratic stock-specific factors contribute 24.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-07-0110000
2019-11-0110166.35777014086
2019-12-0110683.918214920752
2020-01-0114048.061883609904
2020-02-0115563.770504474658
2020-03-0114380.777423891624
2020-05-0115268.021456709046
2020-07-0116081.332504494254
2020-08-0114325.322241778498
2020-09-0114778.187825365867
2020-11-0113308.69004181573
2020-12-0113216.265256707087
2021-01-0112292.050843274295
2021-04-0114750.45945668945
2021-05-0115526.80090147914
2021-06-0114565.617662670684
2021-07-0112569.315089542148
2021-08-0114124.63877613833
2021-09-0112162.661120889248
2021-10-0114744.809270846083
2021-11-0113484.287491035986
2021-12-0112800.367720875533
2022-01-0112541.587498485585
2022-02-0113835.488610435315
2022-03-0115637.705044746579
2022-04-0114676.524916417531
2022-05-0114713.492964173343
2022-06-0115656.190623864188
2022-07-0112088.722692518068
2022-08-0114340.305421083483
2022-09-0114665.576028903819
2022-10-0114950.895639216737
2022-11-0119318.24667874673
2022-12-0119059.54033024271
2023-01-0122293.194722076332
2023-02-0118850.303046232453
2023-03-0123197.92587012162
2023-04-0124518.88893053475
2023-05-0125940.832149666316
2023-06-0124875.909756905145
2023-07-0127239.510180365814
2023-08-0125340.882881585447
2023-09-0124867.049556313443
2023-10-0127441.78465622282
2023-11-0124083.50268597673
2023-12-0125256.40070564336
2024-01-0124200.794198707066
2024-02-0123184.283307441183
2024-03-0128775.094764643243
2024-04-015161.440942027351
2024-05-015457.999562977643
2024-06-015413.764464856793
2024-07-015390.953831309682
2024-08-015556.845641681793
2024-09-015664.905667091299
2024-10-015384.756840605194
2024-11-015680.907764798611
2024-12-015589.930233502134
2025-01-015833.569815410155
2025-02-015579.146654282812
2025-03-015220.903514017453
2025-04-015336.322465888539
2025-05-015806.091053996834
2025-06-016230.48299306503
2025-07-016549.648399183997
2025-08-017055.457380599971
2025-09-018112.8596892288915
2025-10-018697.843380829834
2025-11-017780.077211430327
2025-12-018695.967975748214
2026-01-0111473.605980332126
2026-02-0111894.552881804739
2026-03-019375.394621079065
2026-04-0110655.154740907175
2026-05-0110913.838333143853
Annual Return Matrix
YearAnnual Return
20200.2370241882093178
2021-0.03146861293666103
20220.48898381248527567
20230.32513168040930074
2024-0.7786727293943707
20250.5556487491794908
20260.25504582854731717
Total Factor Risk
3.116006618773448
VTI.US Exposure
0.02669015018505186
VEA.US Exposure
0.002086716530518538
VWO.US Exposure
-0.00002557187197520662
QQQ.US Exposure
0.03335108647071837
VTV.US Exposure
0.06352203164966239
IJR.US Exposure
0.015378735867663272
QUAL.US Exposure
0.003625931108904259
SHV.US Exposure
0.564818936082777
TLT.US Exposure
0.00123405579106713
LQD.US Exposure
0.0023548915418202367
HYG.US Exposure
0.010799840273340754
GLD.US Exposure
0.0009640720116526056
USO.US Exposure
0.00017251403595398992
VNQ.US Exposure
0.009560083902807912
BTC-USD.CC Exposure
-0.000016162112434296562
CPER.US Exposure
0.0002616321964386524
VIX.INDX Exposure
0.0016000550258522498
UUP.US Exposure
0.012543765678084646
TIP.US Exposure
0.011275451208357651
Idiosyncratic Exposure
0.2398017844237378
Value Score
19.9
Growth Score
50
Profit Score
75
Health Score
20.5
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
311.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →46.6x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Expensive46.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$3.4B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
2.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.02
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-9.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
93.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
54
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-89.3%
50.0% retracement-87.0%
61.8% retracement-83.3%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Themes Robotics & Automation ETF a high-risk investment?

Themes Robotics & Automation ETF (BOTT.US) has an annualized volatility of 311.6% and experienced a maximum drawdown of 82.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BOTT.US?

Over the past 10 years, BOTT.US has generated a Compound Annual Growth Rate (CAGR) of 1.3%. It has had a positive return in 71% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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