{"slug":"thematic-etfs-vs-sector-etfs","qid":"risk_compare","label":"risk_compare","post_title":"thematic-etfs-vs-sector-etfs","post_url":"/blog/lang/fa/thematic-etfs-vs-sector-etfs#q-risk_compare","columns":["ticker","history_from","vol_1y_pct","max_drawdown_pct"],"rows":[{"ticker":"AIQ","history_from":"2003-09","vol_1y_pct":29.2,"max_drawdown_pct":94.8},{"ticker":"BOTZ","history_from":"2016-09","vol_1y_pct":26.6,"max_drawdown_pct":55.6},{"ticker":"XLK","history_from":"2003-09","vol_1y_pct":26.3,"max_drawdown_pct":53.6},{"ticker":"QQQ","history_from":"2003-09","vol_1y_pct":19.8,"max_drawdown_pct":35.6}],"shape":"ranking","sql":"WITH px AS\n(\n    SELECT\n        ticker,\n        date,\n        toFloat64(close)                                                      AS px,\n        lagInFrame(toFloat64(close)) OVER (PARTITION BY ticker ORDER BY date)  AS prev_px,\n        max(toFloat64(close)) OVER (PARTITION BY ticker ORDER BY date\n                                    ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS peak_px\n    FROM global_markets.stocks_daily_aggs\n    WHERE ticker IN ('AIQ', 'BOTZ', 'XLK', 'QQQ')\n)\nSELECT\n    ticker,\n    formatDateTime(min(date), '%Y-%m')                                                                    AS history_from,\n    round(100 * sqrt(252) * stddevSampIf(px / prev_px - 1, date >= today() - 370 AND prev_px > 0), 1)      AS vol_1y_pct,\n    round(100 * (1 - min(px / peak_px)), 1)                                                               AS max_drawdown_pct\nFROM px\nGROUP BY ticker\nHAVING countIf(date >= today() - 370 AND prev_px > 0) > 150\nORDER BY vol_1y_pct DESC","computed_at":"2026-10-02T15:15:36.972830+00:00","elapsed":0.181365542}