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GNOM.L vs. FBT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GNOM.L vs. FBT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Genomics & Biotechnology UCITS ETF (GNOM.L) and First Trust NYSE Arca Biotechnology UCITS ETF Acc (FBT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GNOM.L is traded in USD, while FBT.L is traded in GBp. To make them comparable, the FBT.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GNOM.L achieves a 22.10% return, which is significantly higher than FBT.L's 17.95% return.


GNOM.L

1D
-0.17%
1M
11.69%
6M
15.71%
YTD
22.10%
1Y
62.79%
3Y*
4.58%
5Y*
10Y*

FBT.L

1D
0.95%
1M
9.25%
6M
15.56%
YTD
17.95%
1Y
50.74%
3Y*
17.04%
5Y*
8.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GNOM.L vs. FBT.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GNOM.L
Global X Genomics & Biotechnology UCITS ETF
22.10%19.30%-17.99%-5.77%-37.21%-8.59%
FBT.L
First Trust NYSE Arca Biotechnology UCITS ETF Acc
17.95%26.13%4.75%3.37%-5.94%-2.98%

Correlation

The correlation between GNOM.L and FBT.L is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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

0.79

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2021

0.80

The correlation between GNOM.L and FBT.L has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.

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Return for Risk

GNOM.L vs. FBT.L — Risk / Return Rank

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

GNOM.L
GNOM.L Risk / Return Rank: 7777
Overall Rank
GNOM.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
GNOM.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
GNOM.L Omega Ratio Rank: 7373
Omega Ratio Rank
GNOM.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
GNOM.L Martin Ratio Rank: 6464
Martin Ratio Rank

FBT.L
FBT.L Risk / Return Rank: 8282
Overall Rank
FBT.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FBT.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
FBT.L Omega Ratio Rank: 8484
Omega Ratio Rank
FBT.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
FBT.L Martin Ratio Rank: 6666
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.

GNOM.L vs. FBT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Genomics & Biotechnology UCITS ETF (GNOM.L) and First Trust NYSE Arca Biotechnology UCITS ETF Acc (FBT.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.

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.


GNOM.LFBT.LDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.34

1.39

-0.05

Calmar ratioReturn relative to maximum drawdown

3.35

3.50

-0.15

Martin ratioReturn relative to average drawdown

9.16

9.66

-0.50

GNOM.L vs. FBT.L - Sharpe Ratio Comparison

The current GNOM.L Sharpe Ratio is 2.12, which is comparable to the FBT.L Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of GNOM.L and FBT.L, 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

GNOM.L vs. FBT.L - Drawdown Comparison

The maximum GNOM.L drawdown since its inception was -69.32%, which is greater than FBT.L's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for GNOM.L and FBT.L.


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Drawdown Indicators


GNOM.LFBT.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.32%

-33.79%

-35.53%

Max Drawdown (1Y)

Largest decline over 1 year

-18.91%

-14.43%

-4.48%

Max Drawdown (3Y)

Largest decline over 3 years

-44.77%

-22.01%

-22.76%

Max Drawdown (5Y)

Largest decline over 5 years

-29.85%

Current Drawdown

Current decline from peak

-37.11%

-3.52%

-33.59%

Average Drawdown

Average peak-to-trough decline

-47.16%

-12.92%

-34.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.92%

5.24%

+1.68%

Volatility

GNOM.L vs. FBT.L - Volatility Comparison

Global X Genomics & Biotechnology UCITS ETF (GNOM.L) has a higher volatility of 8.41% compared to First Trust NYSE Arca Biotechnology UCITS ETF Acc (FBT.L) at 6.14%. This indicates that GNOM.L's price experiences larger fluctuations and is considered to be riskier than FBT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GNOM.LFBT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.41%

6.14%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

22.18%

16.56%

+5.62%

Volatility (1Y)

Calculated over the trailing 1-year period

29.87%

21.48%

+8.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.11%

24.63%

+8.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.11%

3,217.96%

-3,184.85%

GNOM.L vs. FBT.L - Expense Ratio Comparison

GNOM.L has a 0.50% expense ratio, which is lower than FBT.L's 0.60% expense ratio.


Dividends

GNOM.L vs. FBT.L - Dividend Comparison

Neither GNOM.L nor FBT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GNOM.L and FBT.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GNOM.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GNOM.L is cheaper with a 0.50% expense ratio, compared with 0.60% for FBT.L.

GNOM.L tracks Global X Genomics & Biotechnology UCITS ETF, while FBT.L tracks NASDAQ Biotechnology TR USD. They also come from different issuers: Global X and First Trust. Their fees differ too: 0.50% for GNOM.L and 0.60% for FBT.L.

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