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FBT.L vs. EMXC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBT.L vs. EMXC - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in First Trust NYSE Arca Biotechnology UCITS ETF Acc (FBT.L) and iShares MSCI Emerging Markets ex China ETF (EMXC). The values are adjusted to include any dividend payments, if applicable.

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FBT.L vs. EMXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FBT.L
First Trust NYSE Arca Biotechnology UCITS ETF Acc
-1.95%17.24%7.13%-0.99%3.88%-2.57%-2.54%
EMXC
iShares MSCI Emerging Markets ex China ETF
11.23%25.51%4.47%13.01%-10.00%9.56%25.38%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, FBT.L achieves a -1.95% return, which is significantly lower than EMXC's 11.23% return.


FBT.L

1D
1.48%
1M
-0.46%
YTD
-1.95%
6M
11.21%
1Y
17.51%
3Y*
6.78%
5Y*
5.26%
10Y*

EMXC

1D
0.87%
1M
-6.57%
YTD
11.23%
6M
20.98%
1Y
44.32%
3Y*
17.38%
5Y*
9.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBT.L vs. EMXC - Expense Ratio Comparison

FBT.L has a 0.60% expense ratio, which is higher than EMXC's 0.49% expense ratio.


Return for Risk

FBT.L vs. EMXC — Risk / Return Rank

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

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

EMXC
EMXC Risk / Return Rank: 9393
Overall Rank
EMXC Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EMXC Sortino Ratio Rank: 9494
Sortino Ratio Rank
EMXC Omega Ratio Rank: 9393
Omega Ratio Rank
EMXC Calmar Ratio Rank: 9292
Calmar Ratio Rank
EMXC Martin Ratio Rank: 9393
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.

FBT.L vs. EMXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust NYSE Arca Biotechnology UCITS ETF Acc (FBT.L) and iShares MSCI Emerging Markets ex China ETF (EMXC). 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.


FBT.LEMXCDifference

Sharpe ratio

Return per unit of total volatility

0.82

2.36

-1.54

Sortino ratio

Return per unit of downside risk

1.31

3.05

-1.75

Omega ratio

Gain probability vs. loss probability

1.15

1.46

-0.30

Calmar ratio

Return relative to maximum drawdown

1.14

3.72

-2.58

Martin ratio

Return relative to average drawdown

2.59

14.03

-11.45

FBT.L vs. EMXC - Sharpe Ratio Comparison

The current FBT.L Sharpe Ratio is 0.82, which is lower than the EMXC Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of FBT.L and EMXC, 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


FBT.LEMXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

2.36

-1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.65

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.42

-0.22

Correlation

The correlation between FBT.L and EMXC is 0.19, 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

FBT.L vs. EMXC - Dividend Comparison

FBT.L has not paid dividends to shareholders, while EMXC's dividend yield for the trailing twelve months is around 2.57%.


TTM202520242023202220212020201920182017
FBT.L
First Trust NYSE Arca Biotechnology UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EMXC
iShares MSCI Emerging Markets ex China ETF
2.57%2.82%2.69%1.83%2.85%1.78%1.45%3.25%2.63%0.99%

Drawdowns

FBT.L vs. EMXC - Drawdown Comparison

The maximum FBT.L drawdown since its inception was -30.39%, smaller than the maximum EMXC drawdown of -32.24%. Use the drawdown chart below to compare losses from any high point for FBT.L and EMXC.


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Drawdown Indicators


FBT.LEMXCDifference

Max Drawdown

Largest peak-to-trough decline

-30.39%

-42.81%

+12.42%

Max Drawdown (1Y)

Largest decline over 1 year

-13.81%

-14.41%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-23.70%

-28.91%

+5.21%

Current Drawdown

Current decline from peak

-7.94%

-9.89%

+1.95%

Average Drawdown

Average peak-to-trough decline

-13.73%

-10.35%

-3.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.08%

3.46%

+2.62%

Volatility

FBT.L vs. EMXC - Volatility Comparison

The current volatility for First Trust NYSE Arca Biotechnology UCITS ETF Acc (FBT.L) is 7.17%, while iShares MSCI Emerging Markets ex China ETF (EMXC) has a volatility of 9.29%. This indicates that FBT.L experiences smaller price fluctuations and is considered to be less risky than EMXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBT.LEMXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.17%

9.29%

-2.12%

Volatility (6M)

Calculated over the trailing 6-month period

14.82%

14.72%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

21.94%

18.90%

+3.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.53%

14.47%

+8.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.00%

18.26%

+5.74%