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GNOG.L vs. SBIO.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GNOG.L vs. SBIO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X Genomics & Biotechnology UCITS ETF (GNOG.L) and Invesco Nasdaq Biotech UCITS ETF (SBIO.L). The values are adjusted to include any dividend payments, if applicable.

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GNOG.L vs. SBIO.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GNOG.L
Global X Genomics & Biotechnology UCITS ETF
-1.16%12.03%-16.98%-11.35%-29.74%-10.30%
SBIO.L
Invesco Nasdaq Biotech UCITS ETF
5.17%23.42%-0.28%0.83%-1.37%-6.21%
Different Trading Currencies

GNOG.L is traded in GBP, while SBIO.L is traded in USD. To make them comparable, the SBIO.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, GNOG.L achieves a -1.16% return, which is significantly lower than SBIO.L's 5.17% return.


GNOG.L

1D
3.29%
1M
-4.36%
YTD
-1.16%
6M
14.72%
1Y
37.00%
3Y*
-4.91%
5Y*
10Y*

SBIO.L

1D
2.20%
1M
0.06%
YTD
5.17%
6M
19.42%
1Y
36.22%
3Y*
10.55%
5Y*
5.56%
10Y*
8.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GNOG.L vs. SBIO.L - Expense Ratio Comparison

GNOG.L has a 0.50% expense ratio, which is higher than SBIO.L's 0.40% expense ratio.


Return for Risk

GNOG.L vs. SBIO.L — Risk / Return Rank

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

GNOG.L
GNOG.L Risk / Return Rank: 6464
Overall Rank
GNOG.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
GNOG.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
GNOG.L Omega Ratio Rank: 5454
Omega Ratio Rank
GNOG.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
GNOG.L Martin Ratio Rank: 5959
Martin Ratio Rank

SBIO.L
SBIO.L Risk / Return Rank: 8686
Overall Rank
SBIO.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SBIO.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
SBIO.L Omega Ratio Rank: 7878
Omega Ratio Rank
SBIO.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
SBIO.L Martin Ratio Rank: 9393
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.

GNOG.L vs. SBIO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Genomics & Biotechnology UCITS ETF (GNOG.L) and Invesco Nasdaq Biotech UCITS ETF (SBIO.L). 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.


GNOG.LSBIO.LDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.63

-0.40

Sortino ratio

Return per unit of downside risk

1.79

2.20

-0.41

Omega ratio

Gain probability vs. loss probability

1.22

1.29

-0.07

Calmar ratio

Return relative to maximum drawdown

2.22

3.53

-1.32

Martin ratio

Return relative to average drawdown

6.61

12.80

-6.19

GNOG.L vs. SBIO.L - Sharpe Ratio Comparison

The current GNOG.L Sharpe Ratio is 1.23, which is comparable to the SBIO.L Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of GNOG.L and SBIO.L, 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


GNOG.LSBIO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.63

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.45

0.33

-0.78

Correlation

The correlation between GNOG.L and SBIO.L is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GNOG.L vs. SBIO.L - Dividend Comparison

Neither GNOG.L nor SBIO.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GNOG.L vs. SBIO.L - Drawdown Comparison

The maximum GNOG.L drawdown since its inception was -67.50%, which is greater than SBIO.L's maximum drawdown of -34.90%. Use the drawdown chart below to compare losses from any high point for GNOG.L and SBIO.L.


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Drawdown Indicators


GNOG.LSBIO.LDifference

Max Drawdown

Largest peak-to-trough decline

-67.50%

-39.44%

-28.06%

Max Drawdown (1Y)

Largest decline over 1 year

-17.16%

-14.07%

-3.09%

Max Drawdown (5Y)

Largest decline over 5 years

-38.33%

Max Drawdown (10Y)

Largest decline over 10 years

-38.33%

Current Drawdown

Current decline from peak

-48.74%

-2.55%

-46.19%

Average Drawdown

Average peak-to-trough decline

-44.07%

-17.03%

-27.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

2.85%

+2.90%

Volatility

GNOG.L vs. SBIO.L - Volatility Comparison

Global X Genomics & Biotechnology UCITS ETF (GNOG.L) has a higher volatility of 9.63% compared to Invesco Nasdaq Biotech UCITS ETF (SBIO.L) at 7.40%. This indicates that GNOG.L's price experiences larger fluctuations and is considered to be riskier than SBIO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GNOG.LSBIO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.63%

7.40%

+2.23%

Volatility (6M)

Calculated over the trailing 6-month period

21.09%

14.17%

+6.92%

Volatility (1Y)

Calculated over the trailing 1-year period

29.88%

22.10%

+7.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.32%

20.89%

+10.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.32%

22.60%

+8.72%