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

Performance

FBTU.L vs. RSPH - 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 Invesco S&P 500 Equal Weight Health Care ETF (RSPH). The values are adjusted to include any dividend payments, if applicable.

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FBTU.L vs. RSPH - 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%
RSPH
Invesco S&P 500 Equal Weight Health Care ETF
-5.02%9.52%-0.94%3.95%-9.40%23.19%15.92%

Returns By Period

In the year-to-date period, FBTU.L achieves a -5.44% return, which is significantly lower than RSPH's -5.02% 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*

RSPH

1D
1.85%
1M
-9.05%
YTD
-5.02%
6M
3.10%
1Y
2.26%
3Y*
1.88%
5Y*
3.11%
10Y*
8.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBTU.L vs. RSPH - Expense Ratio Comparison

FBTU.L has a 0.60% expense ratio, which is higher than RSPH's 0.40% expense ratio.


Return for Risk

FBTU.L vs. RSPH — 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

RSPH
RSPH Risk / Return Rank: 1616
Overall Rank
RSPH Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
RSPH Sortino Ratio Rank: 1515
Sortino Ratio Rank
RSPH Omega Ratio Rank: 1515
Omega Ratio Rank
RSPH Calmar Ratio Rank: 1818
Calmar Ratio Rank
RSPH Martin Ratio Rank: 1818
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. RSPH - 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 Invesco S&P 500 Equal Weight Health Care ETF (RSPH). 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.LRSPHDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.12

+0.69

Sortino ratio

Return per unit of downside risk

1.26

0.30

+0.96

Omega ratio

Gain probability vs. loss probability

1.16

1.04

+0.12

Calmar ratio

Return relative to maximum drawdown

1.26

0.27

+1.00

Martin ratio

Return relative to average drawdown

3.61

0.77

+2.85

FBTU.L vs. RSPH - Sharpe Ratio Comparison

The current FBTU.L Sharpe Ratio is 0.81, which is higher than the RSPH Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of FBTU.L and RSPH, 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.LRSPHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.12

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.19

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.58

-0.41

Correlation

The correlation between FBTU.L and RSPH is 0.44, 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. RSPH - Dividend Comparison

FBTU.L has not paid dividends to shareholders, while RSPH's dividend yield for the trailing twelve months is around 0.74%.


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%
RSPH
Invesco S&P 500 Equal Weight Health Care ETF
0.74%0.70%0.71%0.66%0.64%0.50%0.51%0.54%0.53%0.47%0.48%0.49%

Drawdowns

FBTU.L vs. RSPH - Drawdown Comparison

The maximum FBTU.L drawdown since its inception was -33.73%, smaller than the maximum RSPH drawdown of -40.49%. Use the drawdown chart below to compare losses from any high point for FBTU.L and RSPH.


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Drawdown Indicators


FBTU.LRSPHDifference

Max Drawdown

Largest peak-to-trough decline

-33.73%

-40.49%

+6.76%

Max Drawdown (1Y)

Largest decline over 1 year

-15.22%

-10.87%

-4.35%

Max Drawdown (5Y)

Largest decline over 5 years

-29.97%

-21.95%

-8.02%

Max Drawdown (10Y)

Largest decline over 10 years

-30.44%

Current Drawdown

Current decline from peak

-11.52%

-9.05%

-2.47%

Average Drawdown

Average peak-to-trough decline

-13.30%

-6.13%

-7.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.00%

3.77%

+1.23%

Volatility

FBTU.L vs. RSPH - Volatility Comparison

First Trust NYSE Arca Biotechnology UCITS ETF Class A USD Accumulating (FBTU.L) has a higher volatility of 7.43% compared to Invesco S&P 500 Equal Weight Health Care ETF (RSPH) at 5.56%. This indicates that FBTU.L's price experiences larger fluctuations and is considered to be riskier than RSPH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBTU.LRSPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

5.56%

+1.87%

Volatility (6M)

Calculated over the trailing 6-month period

14.90%

10.78%

+4.12%

Volatility (1Y)

Calculated over the trailing 1-year period

22.95%

19.06%

+3.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.73%

16.18%

+4.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.25%

17.73%

+3.52%