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First Trust NYSE Arca Biotechnology UCITS ETF Acc ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BL0L0H60
WKNA2PZBP
IssuerFirst Trust
Inception DateMay 27, 2020
CategoryHealth & Biotech Equities
Index TrackedNASDAQ Biotechnology TR USD
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Growth

Expense Ratio

The First Trust NYSE Arca Biotechnology UCITS ETF Acc has a high expense ratio of 0.60%, indicating higher-than-average management fees.


Expense ratio chart for FBT.L: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

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.


First Trust NYSE Arca Biotechnology UCITS ETF Acc

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in First Trust NYSE Arca Biotechnology UCITS ETF Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%NovemberDecember2024FebruaryMarchApril
-11.60%
65.15%
FBT.L (First Trust NYSE Arca Biotechnology UCITS ETF Acc)
Benchmark (^GSPC)

S&P 500

Returns By Period

First Trust NYSE Arca Biotechnology UCITS ETF Acc had a return of -6.53% year-to-date (YTD) and -6.56% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-6.53%6.33%
1 month-3.31%-2.81%
6 months4.40%21.13%
1 year-6.56%24.56%
5 years (annualized)N/A11.55%
10 years (annualized)N/A10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-5.30%1.65%1.80%
2023-1.80%-9.70%3.19%11.36%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FBT.L is 6, indicating that it is in the bottom 6% 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 FBT.L is 66
First Trust NYSE Arca Biotechnology UCITS ETF Acc(FBT.L)
The Sharpe Ratio Rank of FBT.L is 77Sharpe Ratio Rank
The Sortino Ratio Rank of FBT.L is 77Sortino Ratio Rank
The Omega Ratio Rank of FBT.L is 77Omega Ratio Rank
The Calmar Ratio Rank of FBT.L is 55Calmar Ratio Rank
The Martin Ratio Rank of FBT.L is 66Martin 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 First Trust NYSE Arca Biotechnology UCITS ETF Acc (FBT.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FBT.L
Sharpe ratio
The chart of Sharpe ratio for FBT.L, currently valued at -0.44, compared to the broader market-1.000.001.002.003.004.00-0.44
Sortino ratio
The chart of Sortino ratio for FBT.L, currently valued at -0.53, compared to the broader market-2.000.002.004.006.008.00-0.53
Omega ratio
The chart of Omega ratio for FBT.L, currently valued at 0.94, compared to the broader market1.001.502.000.94
Calmar ratio
The chart of Calmar ratio for FBT.L, currently valued at -0.27, compared to the broader market0.002.004.006.008.0010.00-0.27
Martin ratio
The chart of Martin ratio for FBT.L, currently valued at -0.81, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-0.81
^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 First Trust NYSE Arca Biotechnology UCITS ETF Acc Sharpe ratio is -0.44. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2024FebruaryMarchApril
-0.44
1.69
FBT.L (First Trust NYSE Arca Biotechnology UCITS ETF Acc)
Benchmark (^GSPC)

Dividends

Dividend History


First Trust NYSE Arca Biotechnology UCITS ETF Acc doesn't pay dividends

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
-18.63%
-2.21%
FBT.L (First Trust NYSE Arca Biotechnology UCITS ETF Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust NYSE Arca Biotechnology UCITS ETF Acc. 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 First Trust NYSE Arca Biotechnology UCITS ETF Acc was 30.39%, occurring on Jun 16, 2022. The portfolio has not yet recovered.

The current First Trust NYSE Arca Biotechnology UCITS ETF Acc drawdown is 18.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.39%Jul 21, 2020469Jun 16, 2022
-3.87%Jun 1, 202010Jun 12, 20204Jun 18, 202014
-3.35%Jul 8, 20205Jul 14, 20203Jul 17, 20208
-2.15%Jun 29, 20202Jun 30, 20202Jul 2, 20204
-0.75%Jun 24, 20201Jun 24, 20201Jun 25, 20202

Volatility

Volatility Chart

The current First Trust NYSE Arca Biotechnology UCITS ETF Acc volatility is 3.56%, 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%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
3.56%
4.46%
FBT.L (First Trust NYSE Arca Biotechnology UCITS ETF Acc)
Benchmark (^GSPC)