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Invesco Nasdaq Biotech UCITS ETF (SBIO.L) Sharpe Ratio: 2.58

ETF · Currency in USD · Last updated Jun 26, 2026

SBIO.L is a passive ETF by Invesco tracking the investment results of the NASDAQ Biotechnology TR USD. SBIO.L launched on Nov 6, 2014 and has a 0.40% expense ratio.

SBIO.L's Sharpe Ratio of 2.58 indicates that for each unit of volatility, it generates 2.58 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

SBIO.L Sharpe Ratio Rank

SBIO.L Sharpe Ratio Rank: 89.089
Exceptional

SBIO.L ranks above 89.0% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

SBIO.L Sharpe Ratio Market Positioning

The chart shows SBIO.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.11
  • Green zone (top 25%): 2.11 or higher
  • Top 1%: 6.94+
  • Median: 1.56 — half of all investments score higher

How it compares to other similar ETFs

The table compares Invesco Nasdaq Biotech UCITS ETF's Sharpe Ratio with other ETFs in the Health & Biotech Equities category across multiple time periods, showing how SBIO.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 26, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
BTEK.LiShares Nasdaq US Biotechnology UCITS ETF2.90
FBT.LFirst Trust NYSE Arca Biotechnology UCITS ETF Acc2.73
GNOG.LGlobal X Genomics & Biotechnology UCITS ETF2.62
SBIO.LInvesco Nasdaq Biotech UCITS ETF2.58
BTEE.LiShares Nasdaq US Biotechnology UCITS ETF USD (Dist)2.58
WBIO.LWisdomTree BioRevolution UCITS ETF USD Acc2.30
BIGT.LL&G Pharma Breakthrough UCITS ETF2.23
DOCG.LL&G Healthcare Breakthrough UCITS ETF1.88
DRDR.LiShares Healthcare Innovation UCITS ETF USD (Acc)1.81
DOCT.LL&G Healthcare Breakthrough UCITS ETF1.60

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows SBIO.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SBIO.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does SBIO.L fit in your portfolio?

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