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BBP vs. VCLN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBP vs. VCLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus LifeSci Biotech Products ETF (BBP) and Virtus Duff & Phelps Clean Energy ETF (VCLN). The values are adjusted to include any dividend payments, if applicable.

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BBP vs. VCLN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BBP
Virtus LifeSci Biotech Products ETF
3.94%33.15%3.32%17.88%0.85%-5.09%
VCLN
Virtus Duff & Phelps Clean Energy ETF
9.96%55.75%-6.69%-17.54%-7.87%-5.00%

Returns By Period

In the year-to-date period, BBP achieves a 3.94% return, which is significantly lower than VCLN's 9.96% return.


BBP

1D
5.93%
1M
-2.16%
YTD
3.94%
6M
18.71%
1Y
41.70%
3Y*
19.01%
5Y*
9.37%
10Y*
12.76%

VCLN

1D
4.26%
1M
-0.55%
YTD
9.96%
6M
19.57%
1Y
72.36%
3Y*
9.48%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBP vs. VCLN - Expense Ratio Comparison

BBP has a 0.79% expense ratio, which is higher than VCLN's 0.59% expense ratio.


Return for Risk

BBP vs. VCLN — Risk / Return Rank

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

BBP
BBP Risk / Return Rank: 8282
Overall Rank
BBP Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BBP Sortino Ratio Rank: 8383
Sortino Ratio Rank
BBP Omega Ratio Rank: 7373
Omega Ratio Rank
BBP Calmar Ratio Rank: 8787
Calmar Ratio Rank
BBP Martin Ratio Rank: 8787
Martin Ratio Rank

VCLN
VCLN Risk / Return Rank: 9696
Overall Rank
VCLN Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VCLN Sortino Ratio Rank: 9595
Sortino Ratio Rank
VCLN Omega Ratio Rank: 9292
Omega Ratio Rank
VCLN Calmar Ratio Rank: 9898
Calmar Ratio Rank
VCLN Martin Ratio Rank: 9797
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.

BBP vs. VCLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus LifeSci Biotech Products ETF (BBP) and Virtus Duff & Phelps Clean Energy ETF (VCLN). 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.


BBPVCLNDifference

Sharpe ratio

Return per unit of total volatility

1.55

2.44

-0.89

Sortino ratio

Return per unit of downside risk

2.18

3.16

-0.97

Omega ratio

Gain probability vs. loss probability

1.27

1.40

-0.14

Calmar ratio

Return relative to maximum drawdown

2.69

5.64

-2.95

Martin ratio

Return relative to average drawdown

10.18

20.86

-10.69

BBP vs. VCLN - Sharpe Ratio Comparison

The current BBP Sharpe Ratio is 1.55, which is lower than the VCLN Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of BBP and VCLN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBPVCLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

2.44

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.11

+0.28

Correlation

The correlation between BBP and VCLN is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BBP vs. VCLN - Dividend Comparison

BBP has not paid dividends to shareholders, while VCLN's dividend yield for the trailing twelve months is around 1.83%.


TTM20252024202320222021202020192018201720162015
BBP
Virtus LifeSci Biotech Products ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.18%0.00%1.29%
VCLN
Virtus Duff & Phelps Clean Energy ETF
1.83%2.01%1.16%1.14%0.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BBP vs. VCLN - Drawdown Comparison

The maximum BBP drawdown since its inception was -44.32%, roughly equal to the maximum VCLN drawdown of -45.66%. Use the drawdown chart below to compare losses from any high point for BBP and VCLN.


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Drawdown Indicators


BBPVCLNDifference

Max Drawdown

Largest peak-to-trough decline

-44.32%

-45.66%

+1.34%

Max Drawdown (1Y)

Largest decline over 1 year

-13.38%

-12.58%

-0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-38.28%

Max Drawdown (10Y)

Largest decline over 10 years

-44.32%

Current Drawdown

Current decline from peak

-3.90%

-5.48%

+1.58%

Average Drawdown

Average peak-to-trough decline

-12.16%

-24.93%

+12.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

3.40%

+0.32%

Volatility

BBP vs. VCLN - Volatility Comparison

Virtus LifeSci Biotech Products ETF (BBP) has a higher volatility of 11.21% compared to Virtus Duff & Phelps Clean Energy ETF (VCLN) at 9.99%. This indicates that BBP's price experiences larger fluctuations and is considered to be riskier than VCLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBPVCLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.21%

9.99%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

18.03%

21.33%

-3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

27.16%

29.85%

-2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.23%

27.35%

-1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.51%

27.35%

+0.16%