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BIGT.L vs. GNOG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIGT.L vs. GNOG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Pharma Breakthrough UCITS ETF (BIGT.L) and Global X Genomics & Biotechnology UCITS ETF (GNOG.L). The values are adjusted to include any dividend payments, if applicable.

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BIGT.L vs. GNOG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BIGT.L
L&G Pharma Breakthrough UCITS ETF
2.41%27.03%-3.16%-14.88%2.68%-5.66%
GNOG.L
Global X Genomics & Biotechnology UCITS ETF
-1.16%12.03%-16.98%-11.35%-29.74%-10.30%
Different Trading Currencies

BIGT.L is traded in GBp, while GNOG.L is traded in GBP. To make them comparable, the GNOG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BIGT.L achieves a 2.41% return, which is significantly higher than GNOG.L's -1.16% return.


BIGT.L

1D
0.10%
1M
4.52%
YTD
2.41%
6M
8.01%
1Y
29.68%
3Y*
4.63%
5Y*
2.85%
10Y*

GNOG.L

1D
3.29%
1M
-4.36%
YTD
-1.16%
6M
14.72%
1Y
37.00%
3Y*
-4.91%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIGT.L vs. GNOG.L - Expense Ratio Comparison

BIGT.L has a 0.49% expense ratio, which is lower than GNOG.L's 0.50% expense ratio.


Return for Risk

BIGT.L vs. GNOG.L — Risk / Return Rank

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

BIGT.L
BIGT.L Risk / Return Rank: 7777
Overall Rank
BIGT.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BIGT.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
BIGT.L Omega Ratio Rank: 6767
Omega Ratio Rank
BIGT.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
BIGT.L Martin Ratio Rank: 7777
Martin Ratio Rank

GNOG.L
GNOG.L Risk / Return Rank: 6464
Overall Rank
GNOG.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
GNOG.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
GNOG.L Omega Ratio Rank: 5454
Omega Ratio Rank
GNOG.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
GNOG.L Martin Ratio Rank: 5959
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.

BIGT.L vs. GNOG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Pharma Breakthrough UCITS ETF (BIGT.L) and Global X Genomics & Biotechnology UCITS ETF (GNOG.L). 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.


BIGT.LGNOG.LDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.23

+0.27

Sortino ratio

Return per unit of downside risk

2.04

1.79

+0.25

Omega ratio

Gain probability vs. loss probability

1.26

1.22

+0.04

Calmar ratio

Return relative to maximum drawdown

3.28

2.22

+1.06

Martin ratio

Return relative to average drawdown

9.86

6.61

+3.25

BIGT.L vs. GNOG.L - Sharpe Ratio Comparison

The current BIGT.L Sharpe Ratio is 1.50, which is comparable to the GNOG.L Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of BIGT.L and GNOG.L, 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


BIGT.LGNOG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.23

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

-0.45

+0.69

Correlation

The correlation between BIGT.L and GNOG.L is 0.73, 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.


Dividends

BIGT.L vs. GNOG.L - Dividend Comparison

Neither BIGT.L nor GNOG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BIGT.L vs. GNOG.L - Drawdown Comparison

The maximum BIGT.L drawdown since its inception was -30.23%, smaller than the maximum GNOG.L drawdown of -67.50%. Use the drawdown chart below to compare losses from any high point for BIGT.L and GNOG.L.


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Drawdown Indicators


BIGT.LGNOG.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.23%

-67.50%

+37.27%

Max Drawdown (1Y)

Largest decline over 1 year

-9.93%

-17.16%

+7.23%

Max Drawdown (5Y)

Largest decline over 5 years

-30.23%

Current Drawdown

Current decline from peak

-1.78%

-48.74%

+46.96%

Average Drawdown

Average peak-to-trough decline

-10.71%

-44.07%

+33.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

5.75%

-2.45%

Volatility

BIGT.L vs. GNOG.L - Volatility Comparison

The current volatility for L&G Pharma Breakthrough UCITS ETF (BIGT.L) is 7.52%, while Global X Genomics & Biotechnology UCITS ETF (GNOG.L) has a volatility of 9.63%. This indicates that BIGT.L experiences smaller price fluctuations and is considered to be less risky than GNOG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIGT.LGNOG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.52%

9.63%

-2.11%

Volatility (6M)

Calculated over the trailing 6-month period

14.10%

21.09%

-6.99%

Volatility (1Y)

Calculated over the trailing 1-year period

19.79%

29.88%

-10.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

31.32%

-14.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.35%

31.32%

-12.97%