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FBTU.L vs. WELP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBTU.L vs. WELP.DE - 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 HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FBTU.L is traded in USD, while WELP.DE is traded in EUR. To make them comparable, the WELP.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FBTU.L achieves a 18.71% return, which is significantly lower than WELP.DE's 21.64% return.


FBTU.L

1D
0.93%
1M
12.11%
YTD
18.71%
6M
18.02%
1Y
54.07%
3Y*
17.77%
5Y*
7.65%
10Y*

WELP.DE

1D
0.00%
1M
-4.86%
YTD
21.64%
6M
21.64%
1Y
29.16%
3Y*
13.25%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBTU.L vs. WELP.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
FBTU.L
First Trust NYSE Arca Biotechnology UCITS ETF Class A USD Accumulating
18.71%25.97%4.73%3.91%10.78%
WELP.DE
HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF
21.64%11.16%1.73%3.42%13.06%

Correlation

The correlation between FBTU.L and WELP.DE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2022

0.14

The correlation between FBTU.L and WELP.DE shifts across timeframes, from -0.11 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FBTU.L vs. WELP.DE — 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: 8181
Overall Rank
FBTU.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FBTU.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
FBTU.L Omega Ratio Rank: 8080
Omega Ratio Rank
FBTU.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
FBTU.L Martin Ratio Rank: 6666
Martin Ratio Rank

WELP.DE
WELP.DE Risk / Return Rank: 5656
Overall Rank
WELP.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
WELP.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
WELP.DE Omega Ratio Rank: 5555
Omega Ratio Rank
WELP.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
WELP.DE Martin Ratio Rank: 5454
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. WELP.DE - 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 HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FBTU.LWELP.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+1.45

Omega ratioGain probability vs. loss probability

1.41

1.26

+0.14

Calmar ratioReturn relative to maximum drawdown

3.76

2.45

+1.32

Martin ratioReturn relative to average drawdown

10.25

7.83

+2.42

FBTU.L vs. WELP.DE - Sharpe Ratio Comparison

The current FBTU.L Sharpe Ratio is 2.48, which is higher than the WELP.DE Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of FBTU.L and WELP.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FBTU.L vs. WELP.DE - Drawdown Comparison

The maximum FBTU.L drawdown since its inception was -33.73%, which is greater than WELP.DE's maximum drawdown of -19.20%. Use the drawdown chart below to compare losses from any high point for FBTU.L and WELP.DE.


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Drawdown Indicators


FBTU.LWELP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.73%

-19.20%

-14.53%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

-11.87%

-2.43%

Max Drawdown (3Y)

Largest decline over 3 years

-22.47%

-19.20%

-3.27%

Max Drawdown (5Y)

Largest decline over 5 years

-29.97%

Current Drawdown

Current decline from peak

0.00%

-11.54%

+11.54%

Average Drawdown

Average peak-to-trough decline

-12.85%

-4.25%

-8.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.26%

3.71%

+1.55%

Volatility

FBTU.L vs. WELP.DE - Volatility Comparison

First Trust NYSE Arca Biotechnology UCITS ETF Class A USD Accumulating (FBTU.L) has a higher volatility of 7.73% compared to HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE) at 6.44%. This indicates that FBTU.L's price experiences larger fluctuations and is considered to be riskier than WELP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBTU.LWELP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.73%

6.44%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

16.99%

16.83%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

21.73%

19.30%

+2.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.00%

20.62%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.33%

20.62%

+0.71%

FBTU.L vs. WELP.DE - Expense Ratio Comparison

FBTU.L has a 0.60% expense ratio, which is higher than WELP.DE's 0.59% expense ratio.


Dividends

FBTU.L vs. WELP.DE - Dividend Comparison

FBTU.L has not paid dividends to shareholders, while WELP.DE's dividend yield for the trailing twelve months is around 3.05%.


Frequently Asked Questions


FBTU.L and WELP.DE have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WELP.DE is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WELP.DE is cheaper with a 0.59% expense ratio, compared with 0.60% for FBTU.L.

They also come from different issuers: First Trust and Amundi. Their fees differ too: 0.60% for FBTU.L and 0.59% for WELP.DE.

Portfolio Optimizer

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