PortfoliosLab logoPortfoliosLab logo
2B78.DE vs. NBTK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2B78.DE vs. NBTK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Healthcare Innovation UCITS ETF (2B78.DE) and Invesco Nasdaq Biotech UCITS ETF (NBTK.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, 2B78.DE achieves a -2.07% return, which is significantly lower than NBTK.DE's 4.27% return.


2B78.DE

1D
0.41%
1M
1.41%
YTD
-2.07%
6M
-3.15%
1Y
14.42%
3Y*
2.27%
5Y*
-1.74%
10Y*

NBTK.DE

1D
2.92%
1M
0.38%
YTD
4.27%
6M
3.76%
1Y
39.20%
3Y*
9.94%
5Y*
5.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

2B78.DE vs. NBTK.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
2B78.DE
iShares Healthcare Innovation UCITS ETF
-2.07%5.50%7.24%-0.29%-19.03%1.15%38.75%13.38%
NBTK.DE
Invesco Nasdaq Biotech UCITS ETF
4.27%18.60%4.57%2.51%-6.11%7.46%14.59%17.24%

Correlation

The correlation between 2B78.DE and NBTK.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2019

0.86

The correlation between 2B78.DE and NBTK.DE has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

2B78.DE vs. NBTK.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

2B78.DE
2B78.DE Risk / Return Rank: 2626
Overall Rank
2B78.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
2B78.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
2B78.DE Omega Ratio Rank: 2525
Omega Ratio Rank
2B78.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
2B78.DE Martin Ratio Rank: 2424
Martin Ratio Rank

NBTK.DE
NBTK.DE Risk / Return Rank: 7171
Overall Rank
NBTK.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
NBTK.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
NBTK.DE Omega Ratio Rank: 5656
Omega Ratio Rank
NBTK.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
NBTK.DE Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

2B78.DE vs. NBTK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Healthcare Innovation UCITS ETF (2B78.DE) and Invesco Nasdaq Biotech UCITS ETF (NBTK.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


2B78.DENBTK.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.07

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

1.17

1.34

-0.17

Calmar ratioReturn relative to maximum drawdown

1.24

6.16

-4.92

Martin ratioReturn relative to average drawdown

3.07

17.06

-13.99

2B78.DE vs. NBTK.DE - Sharpe Ratio Comparison

The current 2B78.DE Sharpe Ratio is 0.95, which is lower than the NBTK.DE Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of 2B78.DE and NBTK.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


2B78.DENBTK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

2.03

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.27

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.42

-0.11

Drawdowns

2B78.DE vs. NBTK.DE - Drawdown Comparison

The maximum 2B78.DE drawdown since its inception was -38.58%, which is greater than NBTK.DE's maximum drawdown of -30.99%. Use the drawdown chart below to compare losses from any high point for 2B78.DE and NBTK.DE.


Loading charts...

Drawdown Indicators


2B78.DENBTK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.58%

-30.99%

-7.59%

Max Drawdown (1Y)

Largest decline over 1 year

-12.05%

-6.24%

-5.81%

Max Drawdown (3Y)

Largest decline over 3 years

-25.32%

-29.35%

+4.03%

Max Drawdown (5Y)

Largest decline over 5 years

-36.99%

-30.99%

-6.00%

Current Drawdown

Current decline from peak

-19.03%

-1.44%

-17.59%

Average Drawdown

Average peak-to-trough decline

-14.36%

-10.62%

-3.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.86%

2.26%

+2.60%

Volatility

2B78.DE vs. NBTK.DE - Volatility Comparison

The current volatility for iShares Healthcare Innovation UCITS ETF (2B78.DE) is 3.74%, while Invesco Nasdaq Biotech UCITS ETF (NBTK.DE) has a volatility of 6.41%. This indicates that 2B78.DE experiences smaller price fluctuations and is considered to be less risky than NBTK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


2B78.DENBTK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

6.41%

-2.67%

Volatility (6M)

Calculated over the trailing 6-month period

10.97%

14.11%

-3.14%

Volatility (1Y)

Calculated over the trailing 1-year period

15.67%

19.00%

-3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.91%

20.30%

-2.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.79%

22.05%

-3.26%

2B78.DE vs. NBTK.DE - Expense Ratio Comparison

Both 2B78.DE and NBTK.DE have an expense ratio of 0.40%.


Dividends

2B78.DE vs. NBTK.DE - Dividend Comparison

Neither 2B78.DE nor NBTK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


2B78.DE and NBTK.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

2B78.DE and NBTK.DE have the same expense ratio: 0.40% per year.

2B78.DE tracks iSTOXX® FactSet Breakthrough Healthcare, while NBTK.DE tracks Nasdaq Biotechnology. They also come from different issuers: iShares and Invesco.

Portfolio Optimizer

Find the right allocation for 2B78.DE and NBTK.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer