PortfoliosLab logoPortfoliosLab logo
DBXJ.DE vs. FBT.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBXJ.DE vs. FBT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE) and First Trust NYSE Arca Biotechnology UCITS ETF Acc (FBT.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DBXJ.DE vs. FBT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DBXJ.DE
Xtrackers MSCI Japan UCITS ETF 1C
6.87%12.59%13.75%16.43%-12.07%9.57%14.19%
FBT.L
First Trust NYSE Arca Biotechnology UCITS ETF Acc
-1.89%11.35%12.25%0.68%-1.22%3.77%-2.13%
Different Trading Currencies

DBXJ.DE is traded in EUR, while FBT.L is traded in GBp. To make them comparable, the FBT.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DBXJ.DE achieves a 6.87% return, which is significantly higher than FBT.L's -1.89% return.


DBXJ.DE

1D
-1.69%
1M
0.60%
YTD
6.87%
6M
12.30%
1Y
23.93%
3Y*
14.75%
5Y*
7.60%
10Y*
8.91%

FBT.L

1D
-0.11%
1M
1.44%
YTD
-1.89%
6M
10.01%
1Y
14.28%
3Y*
7.21%
5Y*
4.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


DBXJ.DE vs. FBT.L - Expense Ratio Comparison

DBXJ.DE has a 0.12% expense ratio, which is lower than FBT.L's 0.60% expense ratio.


Return for Risk

DBXJ.DE vs. FBT.L — Risk / Return Rank

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

DBXJ.DE
DBXJ.DE Risk / Return Rank: 6969
Overall Rank
DBXJ.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DBXJ.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
DBXJ.DE Omega Ratio Rank: 5959
Omega Ratio Rank
DBXJ.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
DBXJ.DE Martin Ratio Rank: 7777
Martin Ratio Rank

FBT.L
FBT.L Risk / Return Rank: 4141
Overall Rank
FBT.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FBT.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
FBT.L Omega Ratio Rank: 4040
Omega Ratio Rank
FBT.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
FBT.L Martin Ratio Rank: 2828
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.

DBXJ.DE vs. FBT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE) and First Trust NYSE Arca Biotechnology UCITS ETF Acc (FBT.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.


DBXJ.DEFBT.LDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.64

+0.51

Sortino ratio

Return per unit of downside risk

1.69

1.06

+0.63

Omega ratio

Gain probability vs. loss probability

1.23

1.13

+0.10

Calmar ratio

Return relative to maximum drawdown

3.01

0.74

+2.26

Martin ratio

Return relative to average drawdown

9.95

1.72

+8.23

DBXJ.DE vs. FBT.L - Sharpe Ratio Comparison

The current DBXJ.DE Sharpe Ratio is 1.15, which is higher than the FBT.L Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of DBXJ.DE and FBT.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.


Loading graphics...

Sharpe Ratios by Period


DBXJ.DEFBT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.64

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.29

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.23

+0.01

Correlation

The correlation between DBXJ.DE and FBT.L is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DBXJ.DE vs. FBT.L - Dividend Comparison

Neither DBXJ.DE nor FBT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DBXJ.DE vs. FBT.L - Drawdown Comparison

The maximum DBXJ.DE drawdown since its inception was -51.22%, which is greater than FBT.L's maximum drawdown of -26.40%. Use the drawdown chart below to compare losses from any high point for DBXJ.DE and FBT.L.


Loading graphics...

Drawdown Indicators


DBXJ.DEFBT.LDifference

Max Drawdown

Largest peak-to-trough decline

-51.22%

-30.39%

-20.83%

Max Drawdown (1Y)

Largest decline over 1 year

-10.22%

-13.81%

+3.59%

Max Drawdown (5Y)

Largest decline over 5 years

-19.00%

-23.70%

+4.70%

Max Drawdown (10Y)

Largest decline over 10 years

-28.03%

Current Drawdown

Current decline from peak

-6.47%

-8.01%

+1.54%

Average Drawdown

Average peak-to-trough decline

-14.73%

-13.72%

-1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

6.03%

-2.94%

Volatility

DBXJ.DE vs. FBT.L - Volatility Comparison

Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE) has a higher volatility of 8.50% compared to First Trust NYSE Arca Biotechnology UCITS ETF Acc (FBT.L) at 6.87%. This indicates that DBXJ.DE's price experiences larger fluctuations and is considered to be riskier than FBT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DBXJ.DEFBT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.50%

6.87%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

14.79%

14.62%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

20.69%

22.83%

-2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.43%

23.07%

-6.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.43%

24.39%

-7.96%