PortfoliosLab logoPortfoliosLab logo
FBTU.L vs. IXJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBTU.L vs. IXJ - 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 Global Healthcare ETF (IXJ). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FBTU.L vs. IXJ - 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%
IXJ
iShares Global Healthcare ETF
-3.96%14.99%0.55%3.62%-4.94%19.60%10.42%

Returns By Period

In the year-to-date period, FBTU.L achieves a -5.44% return, which is significantly lower than IXJ's -3.96% 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*

IXJ

1D
1.96%
1M
-8.03%
YTD
-3.96%
6M
6.20%
1Y
4.10%
3Y*
5.42%
5Y*
5.33%
10Y*
8.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FBTU.L vs. IXJ - Expense Ratio Comparison

FBTU.L has a 0.60% expense ratio, which is higher than IXJ's 0.46% expense ratio.


Return for Risk

FBTU.L vs. IXJ — 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

IXJ
IXJ Risk / Return Rank: 2020
Overall Rank
IXJ Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IXJ Sortino Ratio Rank: 1919
Sortino Ratio Rank
IXJ Omega Ratio Rank: 1818
Omega Ratio Rank
IXJ Calmar Ratio Rank: 2323
Calmar Ratio Rank
IXJ Martin Ratio Rank: 2020
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. IXJ - 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 Global Healthcare ETF (IXJ). 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.LIXJDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.24

+0.58

Sortino ratio

Return per unit of downside risk

1.26

0.45

+0.81

Omega ratio

Gain probability vs. loss probability

1.16

1.06

+0.10

Calmar ratio

Return relative to maximum drawdown

1.26

0.44

+0.82

Martin ratio

Return relative to average drawdown

3.61

1.04

+2.57

FBTU.L vs. IXJ - Sharpe Ratio Comparison

The current FBTU.L Sharpe Ratio is 0.81, which is higher than the IXJ Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of FBTU.L and IXJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FBTU.LIXJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.24

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.38

-0.19

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

0.42

-0.26

Correlation

The correlation between FBTU.L and IXJ 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. IXJ - Dividend Comparison

FBTU.L has not paid dividends to shareholders, while IXJ's dividend yield for the trailing twelve months is around 1.45%.


TTM20252024202320222021202020192018201720162015
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%0.00%
IXJ
iShares Global Healthcare ETF
1.45%1.40%1.50%1.38%1.17%1.12%1.27%1.42%2.11%1.46%1.73%2.85%

Drawdowns

FBTU.L vs. IXJ - Drawdown Comparison

The maximum FBTU.L drawdown since its inception was -33.73%, smaller than the maximum IXJ drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for FBTU.L and IXJ.


Loading graphics...

Drawdown Indicators


FBTU.LIXJDifference

Max Drawdown

Largest peak-to-trough decline

-33.73%

-40.60%

+6.87%

Max Drawdown (1Y)

Largest decline over 1 year

-15.22%

-10.35%

-4.87%

Max Drawdown (5Y)

Largest decline over 5 years

-29.97%

-18.14%

-11.83%

Max Drawdown (10Y)

Largest decline over 10 years

-27.35%

Current Drawdown

Current decline from peak

-11.52%

-8.03%

-3.49%

Average Drawdown

Average peak-to-trough decline

-13.30%

-6.92%

-6.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.00%

4.41%

+0.59%

Volatility

FBTU.L vs. IXJ - Volatility Comparison

First Trust NYSE Arca Biotechnology UCITS ETF Class A USD Accumulating (FBTU.L) has a higher volatility of 7.43% compared to iShares Global Healthcare ETF (IXJ) at 5.06%. This indicates that FBTU.L's price experiences larger fluctuations and is considered to be riskier than IXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FBTU.LIXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

5.06%

+2.37%

Volatility (6M)

Calculated over the trailing 6-month period

14.90%

10.43%

+4.47%

Volatility (1Y)

Calculated over the trailing 1-year period

22.95%

17.31%

+5.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.73%

14.07%

+6.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.25%

15.66%

+5.59%