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

Performance

FBTU.L vs. BTEE.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 Nasdaq US Biotechnology UCITS ETF USD (Dist) (BTEE.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
FBTU.L
First Trust NYSE Arca Biotechnology UCITS ETF Class A USD Accumulating
-2.90%25.95%4.74%3.91%-5.96%-3.77%3.88%
BTEE.L
iShares Nasdaq US Biotechnology UCITS ETF USD (Dist)
3.29%32.82%-1.69%5.84%-11.88%-0.57%16.47%

Returns By Period

In the year-to-date period, FBTU.L achieves a -2.90% return, which is significantly lower than BTEE.L's 3.29% return.


FBTU.L

1D
2.68%
1M
-0.84%
YTD
-2.90%
6M
9.93%
1Y
21.23%
3Y*
9.77%
5Y*
4.48%
10Y*

BTEE.L

1D
2.25%
1M
-1.36%
YTD
3.29%
6M
17.25%
1Y
39.34%
3Y*
13.16%
5Y*
4.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

FBTU.L has a 0.60% expense ratio, which is higher than BTEE.L's 0.35% expense ratio.


Return for Risk

FBTU.L vs. BTEE.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: 4747
Overall Rank
FBTU.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FBTU.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
FBTU.L Omega Ratio Rank: 4141
Omega Ratio Rank
FBTU.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
FBTU.L Martin Ratio Rank: 4444
Martin Ratio Rank

BTEE.L
BTEE.L Risk / Return Rank: 8686
Overall Rank
BTEE.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
BTEE.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
BTEE.L Omega Ratio Rank: 7777
Omega Ratio Rank
BTEE.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
BTEE.L 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.

FBTU.L vs. BTEE.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 Nasdaq US Biotechnology UCITS ETF USD (Dist) (BTEE.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.LBTEE.LDifference

Sharpe ratio

Return per unit of total volatility

0.92

1.77

-0.85

Sortino ratio

Return per unit of downside risk

1.39

2.38

-0.99

Omega ratio

Gain probability vs. loss probability

1.17

1.31

-0.13

Calmar ratio

Return relative to maximum drawdown

1.58

3.20

-1.62

Martin ratio

Return relative to average drawdown

4.69

14.39

-9.71

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

The current FBTU.L Sharpe Ratio is 0.92, which is lower than the BTEE.L Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of FBTU.L and BTEE.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.LBTEE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.77

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.22

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.30

-0.12

Correlation

The correlation between FBTU.L and BTEE.L is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FBTU.L vs. BTEE.L - Dividend Comparison

FBTU.L has not paid dividends to shareholders, while BTEE.L's dividend yield for the trailing twelve months is around 0.36%.


TTM20252024202320222021202020192018
FBTU.L
First Trust NYSE Arca Biotechnology UCITS ETF Class A USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BTEE.L
iShares Nasdaq US Biotechnology UCITS ETF USD (Dist)
0.36%0.37%0.46%0.39%0.44%0.25%0.17%0.14%0.07%

Drawdowns

FBTU.L vs. BTEE.L - Drawdown Comparison

The maximum FBTU.L drawdown since its inception was -33.73%, smaller than the maximum BTEE.L drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for FBTU.L and BTEE.L.


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Drawdown Indicators


FBTU.LBTEE.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.73%

-38.29%

+4.56%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

-14.02%

-0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-29.97%

-38.29%

+8.32%

Current Drawdown

Current decline from peak

-9.15%

-2.70%

-6.45%

Average Drawdown

Average peak-to-trough decline

-13.30%

-13.78%

+0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.82%

2.81%

+2.01%

Volatility

FBTU.L vs. BTEE.L - Volatility Comparison

First Trust NYSE Arca Biotechnology UCITS ETF Class A USD Accumulating (FBTU.L) and iShares Nasdaq US Biotechnology UCITS ETF USD (Dist) (BTEE.L) have volatilities of 7.44% and 7.46%, 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.LBTEE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

7.46%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

15.12%

14.21%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

23.07%

22.17%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.73%

21.18%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.28%

22.50%

-1.22%