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BTEK.L vs. ^XNG
Performance
Return for Risk
Drawdowns
Volatility

Performance

BTEK.L vs. ^XNG - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Nasdaq US Biotechnology UCITS ETF (BTEK.L) and NYSE Arca Natural Gas Index (^XNG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BTEK.L is traded in GBP, while ^XNG is traded in USD. To make them comparable, the ^XNG values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, BTEK.L achieves a 14.42% return, which is significantly lower than ^XNG's 20.05% return.


BTEK.L

1D
0.86%
1M
10.14%
YTD
14.42%
6M
12.78%
1Y
56.54%
3Y*
15.02%
5Y*
6.13%
10Y*

^XNG

1D
0.74%
1M
-1.00%
YTD
20.05%
6M
20.80%
1Y
24.98%
3Y*
15.12%
5Y*
16.39%
10Y*
4.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTEK.L vs. ^XNG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTEK.L
iShares Nasdaq US Biotechnology UCITS ETF
14.42%23.65%-0.20%0.30%-1.56%0.90%23.11%21.63%-5.80%-28.70%
^XNG
NYSE Arca Natural Gas Index
20.05%1.64%18.58%-2.32%37.15%55.63%-19.91%-7.05%-28.80%1.29%

Correlation

The correlation between BTEK.L and ^XNG is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

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

0.11

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

0.11

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2017

0.16

The correlation between BTEK.L and ^XNG shifts across timeframes, from -0.05 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BTEK.L vs. ^XNG — Risk / Return Rank

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

BTEK.L
BTEK.L Risk / Return Rank: 9393
Overall Rank
BTEK.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BTEK.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
BTEK.L Omega Ratio Rank: 8787
Omega Ratio Rank
BTEK.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
BTEK.L Martin Ratio Rank: 9494
Martin Ratio Rank

^XNG
^XNG Risk / Return Rank: 4242
Overall Rank
^XNG Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
^XNG Sortino Ratio Rank: 4343
Sortino Ratio Rank
^XNG Omega Ratio Rank: 4343
Omega Ratio Rank
^XNG Calmar Ratio Rank: 4444
Calmar Ratio Rank
^XNG Martin Ratio Rank: 4040
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.

BTEK.L vs. ^XNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Nasdaq US Biotechnology UCITS ETF (BTEK.L) and NYSE Arca Natural Gas Index (^XNG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BTEK.L^XNGDifference
Sharpe ratioReturn per unit of total volatility

+1.42

Sortino ratioReturn per unit of downside risk

+1.88

Omega ratioGain probability vs. loss probability

1.47

1.25

+0.22

Calmar ratioReturn relative to maximum drawdown

8.16

2.10

+6.06

Martin ratioReturn relative to average drawdown

23.13

5.23

+17.90

BTEK.L vs. ^XNG - Sharpe Ratio Comparison

The current BTEK.L Sharpe Ratio is 2.90, which is higher than the ^XNG Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of BTEK.L and ^XNG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BTEK.L vs. ^XNG - Drawdown Comparison

The maximum BTEK.L drawdown since its inception was -36.03%, smaller than the maximum ^XNG drawdown of -78.00%. Use the drawdown chart below to compare losses from any high point for BTEK.L and ^XNG.


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Drawdown Indicators


BTEK.L^XNGDifference

Max Drawdown

Largest peak-to-trough decline

-36.03%

-78.00%

+41.97%

Max Drawdown (1Y)

Largest decline over 1 year

-6.89%

-11.93%

+5.04%

Max Drawdown (3Y)

Largest decline over 3 years

-26.39%

-16.94%

-9.45%

Max Drawdown (5Y)

Largest decline over 5 years

-30.86%

-25.17%

-5.69%

Max Drawdown (10Y)

Largest decline over 10 years

-76.16%

Current Drawdown

Current decline from peak

0.00%

-9.20%

+9.20%

Average Drawdown

Average peak-to-trough decline

-14.75%

-23.44%

+8.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

4.79%

-2.35%

Volatility

BTEK.L vs. ^XNG - Volatility Comparison

iShares Nasdaq US Biotechnology UCITS ETF (BTEK.L) has a higher volatility of 6.85% compared to NYSE Arca Natural Gas Index (^XNG) at 5.06%. This indicates that BTEK.L's price experiences larger fluctuations and is considered to be riskier than ^XNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTEK.L^XNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.85%

5.06%

+1.79%

Volatility (6M)

Calculated over the trailing 6-month period

15.02%

13.72%

+1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

19.44%

17.09%

+2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.95%

21.05%

+2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.00%

28.50%

-3.50%

Frequently Asked Questions


BTEK.L and ^XNG have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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