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FBTU.L vs. AINF.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBTU.L vs. AINF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust NYSE Arca Biotechnology UCITS ETF Class A USD Accumulating (FBTU.L) and iShares AI Infrastructure UCITS ETF USD Accumulating (AINF.L). The values are adjusted to include any dividend payments, if applicable.

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FBTU.L vs. AINF.L - Yearly Performance Comparison


Different Trading Currencies

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

Returns By Period

In the year-to-date period, FBTU.L achieves a -5.44% return, which is significantly lower than AINF.L's -2.81% return.


FBTU.L

1D
2.87%
1M
-4.92%
YTD
-5.44%
6M
12.00%
1Y
18.72%
3Y*
8.81%
5Y*
3.92%
10Y*

AINF.L

1D
0.61%
1M
-7.84%
YTD
-2.81%
6M
6.90%
1Y
58.03%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBTU.L vs. AINF.L - Expense Ratio Comparison


Return for Risk

FBTU.L vs. AINF.L — Risk / Return Rank

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

FBTU.L
FBTU.L Risk / Return Rank: 4343
Overall Rank
FBTU.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
FBTU.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
FBTU.L Omega Ratio Rank: 3939
Omega Ratio Rank
FBTU.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
FBTU.L Martin Ratio Rank: 3838
Martin Ratio Rank

AINF.L
AINF.L Risk / Return Rank: 9292
Overall Rank
AINF.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
AINF.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
AINF.L Omega Ratio Rank: 8989
Omega Ratio Rank
AINF.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
AINF.L Martin Ratio Rank: 9292
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.

FBTU.L vs. AINF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust NYSE Arca Biotechnology UCITS ETF Class A USD Accumulating (FBTU.L) and iShares AI Infrastructure UCITS ETF USD Accumulating (AINF.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.


FBTU.LAINF.LDifference

Sharpe ratio

Return per unit of total volatility

0.81

2.20

-1.39

Sortino ratio

Return per unit of downside risk

1.26

2.85

-1.60

Omega ratio

Gain probability vs. loss probability

1.16

1.38

-0.22

Calmar ratio

Return relative to maximum drawdown

1.26

3.55

-2.29

Martin ratio

Return relative to average drawdown

3.61

13.43

-9.82

FBTU.L vs. AINF.L - Sharpe Ratio Comparison

The current FBTU.L Sharpe Ratio is 0.81, which is lower than the AINF.L Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of FBTU.L and AINF.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


FBTU.LAINF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

2.20

-1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

1.07

-0.91

Correlation

The correlation between FBTU.L and AINF.L is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FBTU.L vs. AINF.L - Dividend Comparison

Neither FBTU.L nor AINF.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FBTU.L vs. AINF.L - Drawdown Comparison

The maximum FBTU.L drawdown since its inception was -33.73%, which is greater than AINF.L's maximum drawdown of -28.05%. Use the drawdown chart below to compare losses from any high point for FBTU.L and AINF.L.


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Drawdown Indicators


FBTU.LAINF.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.73%

-28.79%

-4.94%

Max Drawdown (1Y)

Largest decline over 1 year

-15.22%

-13.54%

-1.68%

Max Drawdown (5Y)

Largest decline over 5 years

-29.97%

Current Drawdown

Current decline from peak

-11.52%

-7.70%

-3.82%

Average Drawdown

Average peak-to-trough decline

-13.30%

-5.59%

-7.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.00%

3.89%

+1.11%

Volatility

FBTU.L vs. AINF.L - Volatility Comparison

First Trust NYSE Arca Biotechnology UCITS ETF Class A USD Accumulating (FBTU.L) and iShares AI Infrastructure UCITS ETF USD Accumulating (AINF.L) have volatilities of 7.43% and 7.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBTU.LAINF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

7.38%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

14.90%

17.25%

-2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

22.95%

26.28%

-3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.73%

26.53%

-5.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.25%

26.53%

-5.28%