Global X Robotics & Artificial Intelligence ETF

10-Year Study

BOTZ.US · · US · ETF

Executive Summary: Global X Robotics & Artificial Intelligence ETF has compounded at 10.0% annually over the last 10 years, with a maximum drawdown of 51.9% and an annualized volatility of 23.2%.

1Y CAGR
+21.6%
3Y CAGR
+11.1%
5Y CAGR
+1.7%
10Y CAGR
+10.0%

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 →
51.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.49
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +58.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -42.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.04.6-14.910.5————————1.3%
20253.8-3.3-11.30.48.25.92.50.25.66.8-7.03.514.2%
20240.39.12.0-6.13.00.4-0.22.51.9-1.25.1-4.312.3%
202315.8-1.18.3-2.39.55.51.4-8.3-7.5-7.916.17.839.0%
2022-17.4-0.4-1.9-17.80.0-14.610.8-8.5-12.28.59.2-4.1-42.7%
20212.2-0.7-1.43.6-0.32.2-2.77.8-0.33.0-3.9-0.78.6%
2020-2.1-5.3-10.512.613.53.36.17.02.8-0.614.24.751.9%
201910.35.72.97.1-12.611.2-5.4-4.26.53.83.22.131.8%
201811.7-6.9-1.8-4.50.6-5.31.43.3-0.7-13.8-0.1-13.8-28.3%
20178.81.74.73.43.60.36.53.16.18.51.3-0.958.0%
2016—————————-1.90.4-0.5-2.0%

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 23.2%. The dominant macroeconomic risk driver is VEA.US, accounting for 30.8% of variance. Idiosyncratic stock-specific factors contribute 13.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-09-0110000
2016-10-019810.600649019327
2016-11-019849.78672163602
2016-12-019803.45735453191
2017-01-0110662.897728432354
2017-02-0110842.636624010993
2017-03-0111347.701559959452
2017-04-0111737.997564476736
2017-05-0112162.785476661837
2017-06-0112194.6241606629
2017-07-0112992.836296099762
2017-08-0113398.031171976514
2017-09-0114215.019967208877
2017-10-0115424.073582736359
2017-11-0115626.671020674736
2017-12-0115490.744331285588
2018-01-0117301.26334265363
2018-02-0116105.135688579576
2018-03-0115811.03604982618
2018-04-0115098.543448238328
2018-05-0115190.113680429413
2018-06-0114386.118878026546
2018-07-0114582.185303862141
2018-08-0115065.888387724417
2018-09-0114954.793150601057
2018-10-0112889.360573096314
2018-11-0112882.82956099353
2018-12-0111100.339476566594
2019-01-0112240.885496390934
2019-02-0112943.785673952827
2019-03-0113315.100924546401
2019-04-0114263.322244219034
2019-05-0112466.34147668905
2019-06-0113862.005156778308
2019-07-0113107.060976522373
2019-08-0112559.272336401547
2019-09-0113374.288221727862
2019-10-0113888.673456197997
2019-11-0114329.584804511838
2019-12-0114630.691675000511
2020-01-0114322.98576103299
2020-02-0113560.286003905003
2020-03-0112135.368832105369
2020-04-0113660.6322836092
2020-05-0115507.071861542545
2020-06-0116012.136797491003
2020-07-0116984.84941254907
2020-08-0118178.86809396494
2020-09-0118695.362301093264
2020-10-0118588.07682102986
2020-11-0121231.0277499983
2020-12-0122227.21118980073
2021-01-0122706.83239109878
2021-02-0122552.537230170554
2021-03-0122230.5447272282
2021-04-0123035.491968896058
2021-05-0122975.148138321394
2021-06-0123483.8187372016
2021-07-0122852.21544176174
2021-08-0124639.535753889693
2021-09-0124572.388785707968
2021-10-0125318.216761570435
2021-11-0124323.734106169766
2021-12-0124149.02953242035
2022-01-0119956.255825186578
2022-02-0119868.90353831187
2022-03-0119492.621997265138
2022-04-0116025.47094720085
2022-05-0116025.47094720085
2022-06-0113684.171139729644
2022-07-0115165.758447796125
2022-08-0113872.754114197467
2022-09-0112175.71143811526
2022-10-0113212.781734936154
2022-11-0114431.699899993877
2022-12-0113839.0785830425
2023-01-0116027.784013987251
2023-02-0115852.671251981414
2023-03-0117172.616010504044
2023-04-0116775.244742875413
2023-05-0118371.32885686879
2023-06-0119390.710995911315
2023-07-0119660.59146478356
2023-08-0118034.5735453191
2023-09-0116678.436094726887
2023-10-0115362.77731289671
2023-11-0117832.180201508934
2023-12-0119231.449544529936
2024-01-0119285.398425753956
2024-02-0121039.85958323979
2024-03-0121464.987652305244
2024-04-0120162.66302018491
2024-05-0120769.97911436755
2024-06-0120846.31031831881
2024-07-0120812.4987244117
2024-08-0121326.06758236899
2024-09-0121724.731446142963
2024-10-0121461.24592662136
2024-11-0122549.135661367025
2024-12-0121589.62113326666
2025-01-0122420.760454721716
2025-02-0121670.71453354287
2025-03-0119231.313481777797
2025-04-0119298.868638215943
2025-05-0120880.12191222592
2025-06-0122116.72823506201
2025-07-0122672.204420678816
2025-08-0122726.42542740712
2025-09-0123999.9047560735
2025-10-0125625.65055003368
2025-11-0123823.771523426603
2025-12-0124647.76755039424
2026-01-0125389.30954956426
2026-02-0126545.842942765208
2026-03-0122600.023130667865
2026-04-0124974.318155533336
Annual Return Matrix
YearAnnual Return
20170.5801307407253196
2018-0.28342116820377683
20190.31804002083780225
20200.5192180714039931
20210.08646241429970614
2022-0.42693023897861504
20230.3896481206555831
20240.12262058474980986
20250.14164891538626367
20260.013248688931824626
Total Factor Risk
0.23153782386663477
VTI.US Exposure
0.2108419141491902
VEA.US Exposure
0.3078436842459707
VWO.US Exposure
-0.017952307682814594
QQQ.US Exposure
0.09920777652985985
VTV.US Exposure
-0.17328951581578095
IJR.US Exposure
0.19933732825387124
QUAL.US Exposure
0.14402813649961893
SHV.US Exposure
0.05975811702374606
TLT.US Exposure
0.002993033055268235
LQD.US Exposure
0.05051650148599893
HYG.US Exposure
0.021619117134550902
GLD.US Exposure
0.02345086539164374
USO.US Exposure
0.0008328312447648007
VNQ.US Exposure
-0.030755732700368573
BTC-USD.CC Exposure
0.023998280327580158
CPER.US Exposure
-0.008176447768750863
VIX.INDX Exposure
-0.010765280060481686
UUP.US Exposure
-0.021031133567039964
TIP.US Exposure
-0.013736639711113068
Idiosyncratic Exposure
0.1312794719642858
Value Score
38.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
7.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
23.2%

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 →27.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.61%
Market Cap$38.9B
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
0.0/ 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
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

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 →
+1.5%
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 →
+3.4%
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 →
7.4% 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 →
1.61
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Global X Robotics & Artificial Intelligence ETF a high-risk investment?

Global X Robotics & Artificial Intelligence ETF (BOTZ.US) has an annualized volatility of 23.2% and experienced a maximum drawdown of 51.9% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, BOTZ.US has generated a Compound Annual Growth Rate (CAGR) of 10.0%. It has had a positive return in 80% 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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