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

Performance

FBTU.L vs. CNCR - 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 Loncar Cancer Immunotherapy ETF (CNCR). The values are adjusted to include any dividend payments, if applicable.

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FBTU.L vs. CNCR - Yearly Performance Comparison


Returns By Period


FBTU.L

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

CNCR

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBTU.L vs. CNCR - Expense Ratio Comparison

FBTU.L has a 0.60% expense ratio, which is lower than CNCR's 0.79% expense ratio.


Return for Risk

FBTU.L vs. CNCR — 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

CNCR
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. CNCR - 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 Loncar Cancer Immunotherapy ETF (CNCR). 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.LCNCRDifference

Sharpe ratio

Return per unit of total volatility

0.92

Sortino ratio

Return per unit of downside risk

1.39

Omega ratio

Gain probability vs. loss probability

1.17

Calmar ratio

Return relative to maximum drawdown

1.58

Martin ratio

Return relative to average drawdown

4.69

FBTU.L vs. CNCR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FBTU.LCNCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

Dividends

FBTU.L vs. CNCR - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

FBTU.L vs. CNCR - Drawdown Comparison

The maximum FBTU.L drawdown since its inception was -33.73%, which is greater than CNCR's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FBTU.L and CNCR.


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Drawdown Indicators


FBTU.LCNCRDifference

Max Drawdown

Largest peak-to-trough decline

-33.73%

0.00%

-33.73%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

Max Drawdown (5Y)

Largest decline over 5 years

-29.97%

Current Drawdown

Current decline from peak

-9.15%

0.00%

-9.15%

Average Drawdown

Average peak-to-trough decline

-13.30%

0.00%

-13.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.82%

Volatility

FBTU.L vs. CNCR - Volatility Comparison


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Volatility by Period


FBTU.LCNCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

Volatility (6M)

Calculated over the trailing 6-month period

15.12%

Volatility (1Y)

Calculated over the trailing 1-year period

23.07%

0.00%

+23.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.73%

0.00%

+20.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.28%

0.00%

+21.28%