Roundhill Generative AI & Technology ETF

10-Year Study

CHAT.US · · US · ETF

Executive Summary: Roundhill Generative AI & Technology ETF has compounded at 42.0% annually over the last 10 years, with a maximum drawdown of 16.3% and an annualized volatility of 55.2%.

1Y CAGR
+93.1%
3Y CAGR
+42.0%
5Y CAGR
+42.0%
10Y CAGR
+42.0%

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 →
16.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.59
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.98
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +49.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 25.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.83.4-3.220.0————————25.9%
20252.9-6.7-10.32.516.916.85.74.314.49.0-10.30.849.9%
20243.111.00.7-7.14.67.9-4.5-0.85.91.05.31.731.0%
2023—————4.85.2-4.0-7.2-4.214.34.612.5%

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 55.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 68.1% of variance. Idiosyncratic stock-specific factors contribute 1.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-05-0110000
2023-06-0110480.687852483205
2023-07-0111026.94787929627
2023-08-0110582.659886007026
2023-09-019817.925807200581
2023-10-019410.037673105298
2023-11-0110753.462105949056
2023-12-0111249.091875940892
2024-01-0111598.672828179184
2024-02-0112873.267074604733
2024-03-0112960.671674768008
2024-04-0112035.69582899556
2024-05-0112589.220848281493
2024-06-0113587.033860856669
2024-07-0112971.606611892119
2024-08-0112862.332137480622
2024-09-0113627.103664701874
2024-10-0113765.475557419655
2024-11-0114490.177280795704
2024-12-0114734.15370327374
2025-01-0115163.874263202439
2025-02-0114151.493817266715
2025-03-0112691.192881805313
2025-04-0113004.373974849646
2025-05-0115207.576563284078
2025-06-0117764.030048608045
2025-07-0118769.10805365609
2025-08-0119581.214377195414
2025-09-0122396.211718357965
2025-10-0124410.037673105297
2025-11-0121900.956432514213
2025-12-0122079.58537115124
2026-01-0123139.37551023465
2026-02-0123925.792221215277
2026-03-0123161.844559119814
2026-04-0127801.7031539055
Annual Return Matrix
YearAnnual Return
20240.30980828192776677
20250.4985309516789851
20260.25915875169606495
Total Factor Risk
0.5519177127991808
VTI.US Exposure
-0.014603244596935563
VEA.US Exposure
-0.007351702803843699
VWO.US Exposure
0.04255257404846308
QQQ.US Exposure
0.15728851604248348
VTV.US Exposure
0.029649078447338686
IJR.US Exposure
-0.015950448417048797
QUAL.US Exposure
-0.016602866585552628
SHV.US Exposure
0.6813098348996025
TLT.US Exposure
0.00652457976723704
LQD.US Exposure
0.06964200879815113
HYG.US Exposure
-0.010786072883122305
GLD.US Exposure
0.001398119247201013
USO.US Exposure
-0.0013093220915590604
VNQ.US Exposure
-0.007139541543490908
BTC-USD.CC Exposure
0.006952709395537327
CPER.US Exposure
-0.004758002649870276
VIX.INDX Exposure
0.007791312906427957
UUP.US Exposure
-0.0008088720978841552
TIP.US Exposure
0.06287263800728278
Idiosyncratic Exposure
0.013328702109582315
Value Score
43.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
31.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
55.2%

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 →16.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.62%
Market Cap$350.5B
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 →
+15.3%
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 →
+26.0%
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 →
0.0% 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

Frequently Asked Questions & Methodology

Is Roundhill Generative AI & Technology ETF a high-risk investment?

Roundhill Generative AI & Technology ETF (CHAT.US) has an annualized volatility of 55.2% and experienced a maximum drawdown of 16.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CHAT.US has generated a Compound Annual Growth Rate (CAGR) of 42.0%. It has had a positive return in 100% 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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