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

Performance

FBTU.L vs. FTXH - 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 First Trust Nasdaq Pharmaceuticals ETF (FTXH). The values are adjusted to include any dividend payments, if applicable.

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FBTU.L vs. FTXH - 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%
FTXH
First Trust Nasdaq Pharmaceuticals ETF
5.20%24.15%2.98%-1.41%2.55%6.14%13.75%

Returns By Period

In the year-to-date period, FBTU.L achieves a -2.90% return, which is significantly lower than FTXH's 5.20% 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*

FTXH

1D
0.69%
1M
-2.33%
YTD
5.20%
6M
17.23%
1Y
31.34%
3Y*
11.55%
5Y*
7.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBTU.L vs. FTXH - Expense Ratio Comparison

Both FBTU.L and FTXH have an expense ratio of 0.60%.


Return for Risk

FBTU.L vs. FTXH — 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

FTXH
FTXH Risk / Return Rank: 7373
Overall Rank
FTXH Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FTXH Sortino Ratio Rank: 7777
Sortino Ratio Rank
FTXH Omega Ratio Rank: 7070
Omega Ratio Rank
FTXH Calmar Ratio Rank: 7575
Calmar Ratio Rank
FTXH Martin Ratio Rank: 6464
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. FTXH - 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 First Trust Nasdaq Pharmaceuticals ETF (FTXH). 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.LFTXHDifference

Sharpe ratio

Return per unit of total volatility

0.92

1.51

-0.59

Sortino ratio

Return per unit of downside risk

1.39

2.06

-0.67

Omega ratio

Gain probability vs. loss probability

1.17

1.27

-0.10

Calmar ratio

Return relative to maximum drawdown

1.58

2.17

-0.59

Martin ratio

Return relative to average drawdown

4.69

7.06

-2.38

FBTU.L vs. FTXH - Sharpe Ratio Comparison

The current FBTU.L Sharpe Ratio is 0.92, which is lower than the FTXH Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of FBTU.L and FTXH, 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.LFTXHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.51

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.47

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.38

-0.20

Correlation

The correlation between FBTU.L and FTXH is 0.47, 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. FTXH - Dividend Comparison

FBTU.L has not paid dividends to shareholders, while FTXH's dividend yield for the trailing twelve months is around 1.22%.


TTM2025202420232022202120202019201820172016
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%0.00%0.00%
FTXH
First Trust Nasdaq Pharmaceuticals ETF
1.22%1.41%1.66%1.55%1.11%1.03%0.82%0.67%0.91%2.18%0.19%

Drawdowns

FBTU.L vs. FTXH - Drawdown Comparison

The maximum FBTU.L drawdown since its inception was -33.73%, which is greater than FTXH's maximum drawdown of -32.11%. Use the drawdown chart below to compare losses from any high point for FBTU.L and FTXH.


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Drawdown Indicators


FBTU.LFTXHDifference

Max Drawdown

Largest peak-to-trough decline

-33.73%

-32.11%

-1.62%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

-12.74%

-1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-29.97%

-19.51%

-10.46%

Current Drawdown

Current decline from peak

-9.15%

-2.69%

-6.46%

Average Drawdown

Average peak-to-trough decline

-13.30%

-5.88%

-7.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.82%

3.92%

+0.90%

Volatility

FBTU.L vs. FTXH - Volatility Comparison

First Trust NYSE Arca Biotechnology UCITS ETF Class A USD Accumulating (FBTU.L) has a higher volatility of 7.44% compared to First Trust Nasdaq Pharmaceuticals ETF (FTXH) at 6.01%. This indicates that FBTU.L's price experiences larger fluctuations and is considered to be riskier than FTXH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBTU.LFTXHDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

6.01%

+1.43%

Volatility (6M)

Calculated over the trailing 6-month period

15.12%

11.84%

+3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

23.07%

21.09%

+1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.73%

16.15%

+4.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.28%

18.45%

+2.83%