PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BBH vs. IBBQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBH and IBBQ is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

BBH vs. IBBQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Biotech ETF (BBH) and Invesco Nasdaq Biotechnology ETF (IBBQ). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-10.47%
-10.38%
BBH
IBBQ

Key characteristics

Sharpe Ratio

BBH:

-0.25

IBBQ:

-0.08

Sortino Ratio

BBH:

-0.23

IBBQ:

0.01

Omega Ratio

BBH:

0.97

IBBQ:

1.00

Calmar Ratio

BBH:

-0.13

IBBQ:

-0.06

Martin Ratio

BBH:

-0.71

IBBQ:

-0.25

Ulcer Index

BBH:

5.72%

IBBQ:

5.47%

Daily Std Dev

BBH:

16.34%

IBBQ:

17.60%

Max Drawdown

BBH:

-72.69%

IBBQ:

-37.94%

Current Drawdown

BBH:

-26.97%

IBBQ:

-19.08%

Returns By Period

In the year-to-date period, BBH achieves a 0.77% return, which is significantly higher than IBBQ's 0.05% return.


BBH

YTD

0.77%

1M

1.85%

6M

-9.29%

1Y

-4.83%

5Y*

2.88%

10Y*

3.05%

IBBQ

YTD

0.05%

1M

0.80%

6M

-9.40%

1Y

-1.12%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


BBH vs. IBBQ - Expense Ratio Comparison

BBH has a 0.35% expense ratio, which is higher than IBBQ's 0.00% expense ratio.


BBH
VanEck Vectors Biotech ETF
Expense ratio chart for BBH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for IBBQ: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

BBH vs. IBBQ — Risk-Adjusted Performance Rank

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

BBH
The Risk-Adjusted Performance Rank of BBH is 44
Overall Rank
The Sharpe Ratio Rank of BBH is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of BBH is 44
Sortino Ratio Rank
The Omega Ratio Rank of BBH is 44
Omega Ratio Rank
The Calmar Ratio Rank of BBH is 44
Calmar Ratio Rank
The Martin Ratio Rank of BBH is 44
Martin Ratio Rank

IBBQ
The Risk-Adjusted Performance Rank of IBBQ is 66
Overall Rank
The Sharpe Ratio Rank of IBBQ is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of IBBQ is 66
Sortino Ratio Rank
The Omega Ratio Rank of IBBQ is 66
Omega Ratio Rank
The Calmar Ratio Rank of IBBQ is 66
Calmar Ratio Rank
The Martin Ratio Rank of IBBQ is 66
Martin 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.

BBH vs. IBBQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Biotech ETF (BBH) and Invesco Nasdaq Biotechnology ETF (IBBQ). 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.


Sharpe ratio
The chart of Sharpe ratio for BBH, currently valued at -0.25, compared to the broader market0.002.004.00-0.25-0.08
The chart of Sortino ratio for BBH, currently valued at -0.23, compared to the broader market0.005.0010.00-0.230.01
The chart of Omega ratio for BBH, currently valued at 0.97, compared to the broader market1.002.003.000.971.00
The chart of Calmar ratio for BBH, currently valued at -0.13, compared to the broader market0.005.0010.0015.0020.00-0.13-0.06
The chart of Martin ratio for BBH, currently valued at -0.71, compared to the broader market0.0020.0040.0060.0080.00100.00-0.71-0.25
BBH
IBBQ

The current BBH Sharpe Ratio is -0.25, which is lower than the IBBQ Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of BBH and IBBQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
-0.25
-0.08
BBH
IBBQ

Dividends

BBH vs. IBBQ - Dividend Comparison

BBH's dividend yield for the trailing twelve months is around 0.79%, less than IBBQ's 1.14% yield.


TTM2024202320222021202020192018201720162015
BBH
VanEck Vectors Biotech ETF
0.79%0.80%0.43%0.47%0.21%0.36%0.34%0.50%0.55%0.30%0.53%
IBBQ
Invesco Nasdaq Biotechnology ETF
1.14%1.14%0.81%0.76%0.62%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BBH vs. IBBQ - Drawdown Comparison

The maximum BBH drawdown since its inception was -72.69%, which is greater than IBBQ's maximum drawdown of -37.94%. Use the drawdown chart below to compare losses from any high point for BBH and IBBQ. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-26.97%
-19.08%
BBH
IBBQ

Volatility

BBH vs. IBBQ - Volatility Comparison

The current volatility for VanEck Vectors Biotech ETF (BBH) is 5.37%, while Invesco Nasdaq Biotechnology ETF (IBBQ) has a volatility of 6.02%. This indicates that BBH experiences smaller price fluctuations and is considered to be less risky than IBBQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
5.37%
6.02%
BBH
IBBQ
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab