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

Performance

FBTU.L vs. CSKR.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 MSCI Korea UCITS ETF (Acc) (CSKR.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
FBTU.L
First Trust NYSE Arca Biotechnology UCITS ETF Class A USD Accumulating
-5.44%25.95%4.74%3.91%-5.96%-3.77%3.88%
CSKR.L
iShares MSCI Korea UCITS ETF (Acc)
31.22%99.44%-22.66%19.75%-28.52%-8.24%66.87%

Returns By Period

In the year-to-date period, FBTU.L achieves a -5.44% return, which is significantly lower than CSKR.L's 31.22% return.


FBTU.L

1D
2.87%
1M
-3.42%
YTD
-5.44%
6M
7.06%
1Y
18.07%
3Y*
8.81%
5Y*
3.92%
10Y*

CSKR.L

1D
10.13%
1M
-11.58%
YTD
31.22%
6M
62.22%
1Y
143.28%
3Y*
31.02%
5Y*
8.77%
10Y*
12.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

FBTU.L has a 0.60% expense ratio, which is lower than CSKR.L's 0.65% expense ratio.


Return for Risk

FBTU.L vs. CSKR.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

CSKR.L
CSKR.L Risk / Return Rank: 9898
Overall Rank
CSKR.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CSKR.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
CSKR.L Omega Ratio Rank: 9898
Omega Ratio Rank
CSKR.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
CSKR.L Martin Ratio Rank: 9898
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. CSKR.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 MSCI Korea UCITS ETF (Acc) (CSKR.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.LCSKR.LDifference

Sharpe ratio

Return per unit of total volatility

0.81

4.28

-3.47

Sortino ratio

Return per unit of downside risk

1.26

4.55

-3.29

Omega ratio

Gain probability vs. loss probability

1.16

1.65

-0.49

Calmar ratio

Return relative to maximum drawdown

1.26

6.24

-4.98

Martin ratio

Return relative to average drawdown

3.61

25.15

-21.54

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

The current FBTU.L Sharpe Ratio is 0.81, which is lower than the CSKR.L Sharpe Ratio of 4.28. The chart below compares the historical Sharpe Ratios of FBTU.L and CSKR.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.LCSKR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

4.28

-3.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.33

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.37

-0.21

Correlation

The correlation between FBTU.L and CSKR.L is 0.35, 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

FBTU.L vs. CSKR.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

FBTU.L vs. CSKR.L - Drawdown Comparison

The maximum FBTU.L drawdown since its inception was -33.73%, smaller than the maximum CSKR.L drawdown of -50.88%. Use the drawdown chart below to compare losses from any high point for FBTU.L and CSKR.L.


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Drawdown Indicators


FBTU.LCSKR.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.73%

-50.88%

+17.15%

Max Drawdown (1Y)

Largest decline over 1 year

-15.22%

-23.16%

+7.94%

Max Drawdown (5Y)

Largest decline over 5 years

-29.97%

-49.26%

+19.29%

Max Drawdown (10Y)

Largest decline over 10 years

-50.88%

Current Drawdown

Current decline from peak

-11.52%

-15.38%

+3.86%

Average Drawdown

Average peak-to-trough decline

-13.30%

-21.80%

+8.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.00%

5.75%

-0.75%

Volatility

FBTU.L vs. CSKR.L - Volatility Comparison

The current volatility for First Trust NYSE Arca Biotechnology UCITS ETF Class A USD Accumulating (FBTU.L) is 7.43%, while iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) has a volatility of 17.75%. This indicates that FBTU.L experiences smaller price fluctuations and is considered to be less risky than CSKR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBTU.LCSKR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

17.75%

-10.32%

Volatility (6M)

Calculated over the trailing 6-month period

14.90%

28.78%

-13.88%

Volatility (1Y)

Calculated over the trailing 1-year period

22.95%

33.34%

-10.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.73%

26.96%

-6.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.25%

28.38%

-7.13%