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DBXW.DE vs. FBT.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBXW.DE vs. FBT.L - Performance Comparison

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

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


2026 (YTD)202520242023202220212020
DBXW.DE
Xtrackers MSCI World Swap UCITS ETF 1C
-1.26%7.77%25.74%20.10%-13.86%32.72%15.76%
FBT.L
First Trust NYSE Arca Biotechnology UCITS ETF Acc
-1.56%11.35%12.25%0.68%-1.22%3.77%-2.13%
Different Trading Currencies

DBXW.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, DBXW.DE achieves a -1.26% return, which is significantly higher than FBT.L's -1.56% return.


DBXW.DE

1D
2.19%
1M
-3.08%
YTD
-1.26%
6M
2.09%
1Y
12.09%
3Y*
14.98%
5Y*
10.71%
10Y*
11.85%

FBT.L

1D
2.04%
1M
-0.17%
YTD
-1.56%
6M
11.35%
1Y
12.89%
3Y*
7.18%
5Y*
4.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

DBXW.DE has a 0.45% expense ratio, which is lower than FBT.L's 0.60% expense ratio.


Return for Risk

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

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

DBXW.DE
DBXW.DE Risk / Return Rank: 4343
Overall Rank
DBXW.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
DBXW.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
DBXW.DE Omega Ratio Rank: 3939
Omega Ratio Rank
DBXW.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
DBXW.DE Martin Ratio Rank: 5656
Martin Ratio Rank

FBT.L
FBT.L Risk / Return Rank: 3838
Overall Rank
FBT.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FBT.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
FBT.L Omega Ratio Rank: 3636
Omega Ratio Rank
FBT.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
FBT.L Martin Ratio Rank: 2929
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Swap UCITS ETF 1C (DBXW.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.


DBXW.DEFBT.LDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.58

+0.17

Sortino ratio

Return per unit of downside risk

1.08

0.97

+0.11

Omega ratio

Gain probability vs. loss probability

1.17

1.12

+0.05

Calmar ratio

Return relative to maximum drawdown

1.39

0.68

+0.71

Martin ratio

Return relative to average drawdown

6.11

1.57

+4.55

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

The current DBXW.DE Sharpe Ratio is 0.74, which is comparable to the FBT.L Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of DBXW.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.


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Sharpe Ratios by Period


DBXW.DEFBT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.58

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.30

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.23

+0.23

Correlation

The correlation between DBXW.DE and FBT.L is 0.38, 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

DBXW.DE vs. FBT.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

DBXW.DE vs. FBT.L - Drawdown Comparison

The maximum DBXW.DE drawdown since its inception was -53.36%, 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 DBXW.DE and FBT.L.


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Drawdown Indicators


DBXW.DEFBT.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.36%

-30.39%

-22.97%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

-13.81%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-21.66%

-23.70%

+2.04%

Max Drawdown (10Y)

Largest decline over 10 years

-33.81%

Current Drawdown

Current decline from peak

-4.00%

-7.94%

+3.94%

Average Drawdown

Average peak-to-trough decline

-9.56%

-13.73%

+4.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

6.08%

-4.08%

Volatility

DBXW.DE vs. FBT.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Swap UCITS ETF 1C (DBXW.DE) is 4.48%, while First Trust NYSE Arca Biotechnology UCITS ETF Acc (FBT.L) has a volatility of 7.04%. This indicates that DBXW.DE experiences smaller price fluctuations and is considered to be less risky than FBT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBXW.DEFBT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

7.04%

-2.56%

Volatility (6M)

Calculated over the trailing 6-month period

8.38%

14.66%

-6.28%

Volatility (1Y)

Calculated over the trailing 1-year period

16.27%

22.85%

-6.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.04%

23.08%

-8.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.59%

24.40%

-8.81%