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FBT vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBT vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Amex Biotechnology Index (FBT) and United States Gasoline Fund, LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FBT achieves a 18.87% return, which is significantly lower than UGA's 80.98% return. Over the past 10 years, FBT has underperformed UGA with an annualized return of 9.38%, while UGA has yielded a comparatively higher 16.82% annualized return.


FBT

1D
0.18%
1M
-3.86%
6M
14.47%
YTD
18.87%
1Y
49.37%
3Y*
17.79%
5Y*
7.63%
10Y*
9.38%
ALL TIME*
13.47%

UGA

1D
-5.27%
1M
8.52%
6M
69.92%
YTD
80.98%
1Y
78.20%
3Y*
16.66%
5Y*
25.31%
10Y*
16.82%
ALL TIME*
4.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$41.76M$24.66M$18.95M
$8.16M$5.91M$4.98M

FBT vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBT
First Trust Amex Biotechnology Index
18.87%24.25%5.88%2.55%-4.83%-2.26%12.96%19.74%-0.30%37.07%
UGA
United States Gasoline Fund, LP
80.98%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%

Correlation

The correlation between FBT and UGA is -0.28, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.28

Correlation (3Y)
Balances recent behavior with more history.

-0.13

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.02

Correlation (10Y)
Provides a long-term view across more market conditions.

0.08

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2008

0.14

The correlation between FBT and UGA shifts across timeframes, from -0.28 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FBT vs. UGA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FBT
FBT Risk / Return Rank: 8686
Overall Rank
FBT Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FBT Sortino Ratio Rank: 9090
Sortino Ratio Rank
FBT Omega Ratio Rank: 8787
Omega Ratio Rank
FBT Calmar Ratio Rank: 8686
Calmar Ratio Rank
FBT Martin Ratio Rank: 7777
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 8383
Overall Rank
UGA Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 7979
Sortino Ratio Rank
UGA Omega Ratio Rank: 8080
Omega Ratio Rank
UGA Calmar Ratio Rank: 9090
Calmar Ratio Rank
UGA Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FBT vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Amex Biotechnology Index (FBT) and United States Gasoline Fund, LP (UGA). 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.


FBTUGADifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.39

1.35

+0.05

Calmar ratioReturn relative to maximum drawdown

3.48

3.87

-0.39

Martin ratioReturn relative to average drawdown

10.27

10.83

-0.56

FBT vs. UGA - Sharpe Ratio Comparison

The current FBT Sharpe Ratio is 2.32, which is comparable to the UGA Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of FBT and UGA, 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

FBT vs. UGA - Drawdown Comparison

The maximum FBT drawdown since its inception was -40.51%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for FBT and UGA.


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Drawdown Indicators


FBTUGADifference

Max Drawdown

Largest peak-to-trough decline

-40.51%

-86.59%

+46.08%

Max Drawdown (1Y)

Largest decline over 1 year

-14.26%

-20.32%

+6.06%

Max Drawdown (3Y)

Largest decline over 3 years

-20.05%

-26.68%

+6.63%

Max Drawdown (5Y)

Largest decline over 5 years

-28.98%

-38.11%

+9.13%

Max Drawdown (10Y)

Largest decline over 10 years

-32.37%

-75.89%

+43.52%

Current Drawdown

Current decline from peak

-4.17%

-10.61%

+6.44%

Average Drawdown

Average peak-to-trough decline

-11.09%

-36.53%

+25.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.82%

7.25%

-2.43%

Volatility

FBT vs. UGA - Volatility Comparison

The current volatility for First Trust Amex Biotechnology Index (FBT) is 5.73%, while United States Gasoline Fund, LP (UGA) has a volatility of 12.68%. This indicates that FBT experiences smaller price fluctuations and is considered to be less risky than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBTUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

12.68%

-6.95%

Volatility (6M)

Calculated over the trailing 6-month period

15.96%

32.51%

-16.55%

Volatility (1Y)

Calculated over the trailing 1-year period

21.42%

36.42%

-15.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.01%

34.68%

-12.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.77%

37.30%

-13.53%

FBT vs. UGA - Expense Ratio Comparison

FBT has a 0.57% expense ratio, which is lower than UGA's 1.02% expense ratio.


Dividends

FBT vs. UGA - Dividend Comparison

Neither FBT nor UGA has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FBT
First Trust Amex Biotechnology Index
0.00%0.00%0.71%0.00%0.00%1.37%0.00%0.00%0.00%0.00%0.00%0.12%
UGA
United States Gasoline Fund, LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FBT and UGA have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (12.68%) compared to FBT (5.73%). In terms of maximum drawdown, FBT dropped -40.51% vs UGA's -86.59%.

On 10-year performance, UGA leads with 16.82% vs 9.38% for FBT. On fees, FBT is cheaper at 0.57% per year. On volatility, FBT has been the lower-risk option at 5.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UGA has performed better with a 16.82% return vs 9.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FBT is cheaper with a 0.57% expense ratio, compared with 1.02% for UGA.

FBT and UGA have nearly identical dividend yields, around 0.00%.

FBT is categorized as Health & Biotech Equities, while UGA is Oil & Gas. FBT tracks NYSE Arca Biotechnology Index, while UGA tracks Near-Month NYMEX RBOB Gasoline Futures Contract. They also come from different issuers: First Trust and USCF. Their fees differ too: 0.57% for FBT and 1.02% for UGA.

FBT currently has the higher Sharpe Ratio (2.32 vs 2.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FBT and UGA

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