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Virtus LifeSci Biotech Products ETF (BBP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS26923G2021
CUSIP26923G202
IssuerVirtus Investment Partners
Inception DateDec 17, 2014
RegionNorth America (U.S.)
CategoryHealth & Biotech Equities
Index TrackedLifeSci Biotechnology Products Index
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Growth

Expense Ratio

The Virtus LifeSci Biotech Products ETF has a high expense ratio of 0.79%, indicating higher-than-average management fees.


Expense ratio chart for BBP: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Virtus LifeSci Biotech Products ETF

Popular comparisons: BBP vs. FBT, BBP vs. BTEC, BBP vs. IBBQ, BBP vs. SPY, BBP vs. BBC, BBP vs. IHE, BBP vs. SBIO, BBP vs. WDNA, BBP vs. FTXH, BBP vs. FXAIX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Virtus LifeSci Biotech Products ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
13.33%
21.13%
BBP (Virtus LifeSci Biotech Products ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Virtus LifeSci Biotech Products ETF had a return of -9.99% year-to-date (YTD) and 2.84% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-9.99%6.33%
1 month-6.34%-2.81%
6 months13.33%21.13%
1 year2.84%24.56%
5 years (annualized)4.23%11.55%
10 years (annualized)N/A10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.15%4.01%-5.22%
2023-5.60%-6.77%9.46%13.79%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BBP is 18, indicating that it is in the bottom 18% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of BBP is 1818
Virtus LifeSci Biotech Products ETF(BBP)
The Sharpe Ratio Rank of BBP is 1717Sharpe Ratio Rank
The Sortino Ratio Rank of BBP is 1818Sortino Ratio Rank
The Omega Ratio Rank of BBP is 1717Omega Ratio Rank
The Calmar Ratio Rank of BBP is 1919Calmar Ratio Rank
The Martin Ratio Rank of BBP is 1818Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Virtus LifeSci Biotech Products ETF (BBP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BBP
Sharpe ratio
The chart of Sharpe ratio for BBP, currently valued at 0.07, compared to the broader market-1.000.001.002.003.004.000.08
Sortino ratio
The chart of Sortino ratio for BBP, currently valued at 0.27, compared to the broader market-2.000.002.004.006.008.000.27
Omega ratio
The chart of Omega ratio for BBP, currently valued at 1.03, compared to the broader market1.001.502.001.03
Calmar ratio
The chart of Calmar ratio for BBP, currently valued at 0.07, compared to the broader market0.002.004.006.008.0010.000.07
Martin ratio
The chart of Martin ratio for BBP, currently valued at 0.21, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.21
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.002.004.006.008.0010.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.61

Sharpe Ratio

The current Virtus LifeSci Biotech Products ETF Sharpe ratio is 0.08. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.08
1.91
BBP (Virtus LifeSci Biotech Products ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Virtus LifeSci Biotech Products ETF granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.


PeriodTTM202320222021202020192018201720162015
Dividend$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.40

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.18%0.00%1.29%

Monthly Dividends

The table displays the monthly dividend distributions for Virtus LifeSci Biotech Products ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2015$0.40

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-17.17%
-3.48%
BBP (Virtus LifeSci Biotech Products ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Virtus LifeSci Biotech Products ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Virtus LifeSci Biotech Products ETF was 44.32%, occurring on May 9, 2022. Recovery took 452 trading sessions.

The current Virtus LifeSci Biotech Products ETF drawdown is 17.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.32%Feb 9, 2021315May 9, 2022452Feb 27, 2024767
-40.48%Jul 21, 2015143Feb 11, 2016250Feb 9, 2017393
-32.25%Jul 16, 2018417Mar 16, 202039May 11, 2020456
-19.84%Feb 28, 202436Apr 18, 2024
-12.4%Jan 30, 20189Feb 9, 201889Jun 19, 201898

Volatility

Volatility Chart

The current Virtus LifeSci Biotech Products ETF volatility is 5.93%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
5.93%
3.59%
BBP (Virtus LifeSci Biotech Products ETF)
Benchmark (^GSPC)