PortfolioMetrics

ROBT vs. QTUM - ETF Comparison

ROBT - First Trust Nasdaq Artificial Intelligence & Robotics ETF

The First Trust Nasdaq Artificial Intelligence & Robotics ETF is an equity fund that tracks the Nasdaq CTA Artificial Intelligence and Robotics Index, providing investors with exposure to a diversified portfolio of 108 stocks in the robotics and artificial intelligence sector. The fund is designed to capture the growth potential of companies involved in AI and robotics, with a blend investment style and a multi-cap approach.

QTUM - Defiance Quantum ETF

The Defiance Quantum ETF is an equity fund that tracks the BlueStar Machine Learning and Quantum Computing Index, providing investors with exposure to a diversified portfolio of global information technology companies focused on machine learning and quantum computing. The fund's tiered weighting scheme aims to provide a balanced investment approach.

ROBTQTUM
Fund NameFirst Trust Nasdaq Artificial Intelligence & Robotics ETFDefiance Quantum ETF
Fund ProviderFirst TrustDefiance ETFs
IndexNasdaq CTA Artificial Intelligence and Robotics IndexBlueStar Machine Learning and Quantum Computing Index
Asset ClassEquityEquity
ListingUS-listedUS-listed
Expense Ratio0.65%0.40%
Inception Date2018-02-212018-09-04
Number Of Holdings10872
CurrencyUSDUSD
RegionDeveloped MarketsGlobal
Investment StyleBlendBlend
Market CapBlendBlend
SectorTechnologyTechnology
Sector DetailArtificial IntelligenceArtificial Intelligence
LeveragedNon-leveragedNon-leveraged
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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Performance Analysis

The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.

Cumulative Returns

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End of Year Returns Table

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End of Year Returns

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Risk Analysis

The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.

Drawdowns

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Drawdowns Table

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Monte Carlo Simulation

The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.

IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.

Monte Carlo Metrics

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Simulated Portfolio Prices

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