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GN0M.DE vs. ESIH.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GN0M.DE vs. ESIH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Genomics & Biotechnology UCITS ETF (GN0M.DE) and iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc) (ESIH.DE). The values are adjusted to include any dividend payments, if applicable.

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GN0M.DE vs. ESIH.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GN0M.DE
Global X Genomics & Biotechnology UCITS ETF
-1.12%5.67%-12.40%-9.04%-32.50%-7.90%
ESIH.DE
iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc)
-0.15%7.95%4.09%7.63%-4.59%1.78%

Returns By Period

In the year-to-date period, GN0M.DE achieves a -1.12% return, which is significantly lower than ESIH.DE's -0.15% return.


GN0M.DE

1D
3.50%
1M
-3.99%
YTD
-1.12%
6M
14.80%
1Y
31.77%
3Y*
-4.51%
5Y*
10Y*

ESIH.DE

1D
1.57%
1M
-4.69%
YTD
-0.15%
6M
5.41%
1Y
5.30%
3Y*
5.20%
5Y*
7.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GN0M.DE vs. ESIH.DE - Expense Ratio Comparison

GN0M.DE has a 0.50% expense ratio, which is higher than ESIH.DE's 0.18% expense ratio.


Return for Risk

GN0M.DE vs. ESIH.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GN0M.DE
GN0M.DE Risk / Return Rank: 5555
Overall Rank
GN0M.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
GN0M.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
GN0M.DE Omega Ratio Rank: 4747
Omega Ratio Rank
GN0M.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
GN0M.DE Martin Ratio Rank: 5252
Martin Ratio Rank

ESIH.DE
ESIH.DE Risk / Return Rank: 2020
Overall Rank
ESIH.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
ESIH.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
ESIH.DE Omega Ratio Rank: 1818
Omega Ratio Rank
ESIH.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
ESIH.DE Martin Ratio Rank: 2222
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.

GN0M.DE vs. ESIH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Genomics & Biotechnology UCITS ETF (GN0M.DE) and iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc) (ESIH.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.


GN0M.DEESIH.DEDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.28

+0.75

Sortino ratio

Return per unit of downside risk

1.55

0.50

+1.04

Omega ratio

Gain probability vs. loss probability

1.19

1.07

+0.13

Calmar ratio

Return relative to maximum drawdown

1.97

0.58

+1.39

Martin ratio

Return relative to average drawdown

5.80

1.64

+4.16

GN0M.DE vs. ESIH.DE - Sharpe Ratio Comparison

The current GN0M.DE Sharpe Ratio is 1.03, which is higher than the ESIH.DE Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of GN0M.DE and ESIH.DE, 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


GN0M.DEESIH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.28

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.44

0.45

-0.89

Correlation

The correlation between GN0M.DE and ESIH.DE is 0.39, 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

GN0M.DE vs. ESIH.DE - Dividend Comparison

Neither GN0M.DE nor ESIH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GN0M.DE vs. ESIH.DE - Drawdown Comparison

The maximum GN0M.DE drawdown since its inception was -67.19%, which is greater than ESIH.DE's maximum drawdown of -26.69%. Use the drawdown chart below to compare losses from any high point for GN0M.DE and ESIH.DE.


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Drawdown Indicators


GN0M.DEESIH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-67.19%

-26.69%

-40.50%

Max Drawdown (1Y)

Largest decline over 1 year

-16.68%

-13.44%

-3.24%

Max Drawdown (5Y)

Largest decline over 5 years

-26.69%

Current Drawdown

Current decline from peak

-48.40%

-8.97%

-39.43%

Average Drawdown

Average peak-to-trough decline

-42.98%

-7.14%

-35.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.67%

4.55%

+1.12%

Volatility

GN0M.DE vs. ESIH.DE - Volatility Comparison

Global X Genomics & Biotechnology UCITS ETF (GN0M.DE) has a higher volatility of 9.44% compared to iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc) (ESIH.DE) at 5.06%. This indicates that GN0M.DE's price experiences larger fluctuations and is considered to be riskier than ESIH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GN0M.DEESIH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.44%

5.06%

+4.38%

Volatility (6M)

Calculated over the trailing 6-month period

21.36%

11.69%

+9.67%

Volatility (1Y)

Calculated over the trailing 1-year period

30.78%

19.22%

+11.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.58%

15.59%

+15.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.58%

15.45%

+16.13%