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GNOM vs. BTEC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GNOM vs. BTEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Genomics & Biotechnology ETF (GNOM) and Principal Healthcare Innovators Index ETF (BTEC). The values are adjusted to include any dividend payments, if applicable.

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GNOM vs. BTEC - Yearly Performance Comparison


Returns By Period


GNOM

1D
1.02%
1M
-6.22%
YTD
-2.79%
6M
12.23%
1Y
44.15%
3Y*
-3.13%
5Y*
-13.13%
10Y*

BTEC

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

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GNOM vs. BTEC - Expense Ratio Comparison

GNOM has a 0.50% expense ratio, which is higher than BTEC's 0.42% expense ratio.


Return for Risk

GNOM vs. BTEC — Risk / Return Rank

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

GNOM
GNOM Risk / Return Rank: 7373
Overall Rank
GNOM Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GNOM Sortino Ratio Rank: 7777
Sortino Ratio Rank
GNOM Omega Ratio Rank: 6868
Omega Ratio Rank
GNOM Calmar Ratio Rank: 7878
Calmar Ratio Rank
GNOM Martin Ratio Rank: 6969
Martin Ratio Rank

BTEC
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 vs. BTEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Genomics & Biotechnology ETF (GNOM) and Principal Healthcare Innovators Index ETF (BTEC). 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.


GNOMBTECDifference

Sharpe ratio

Return per unit of total volatility

1.43

Sortino ratio

Return per unit of downside risk

2.04

Omega ratio

Gain probability vs. loss probability

1.26

Calmar ratio

Return relative to maximum drawdown

2.25

Martin ratio

Return relative to average drawdown

7.43

GNOM vs. BTEC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GNOMBTECDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

Dividends

GNOM vs. BTEC - Dividend Comparison

GNOM's dividend yield for the trailing twelve months is around 1.41%, while BTEC has not paid dividends to shareholders.


TTM202520242023202220212020
GNOM
Global X Genomics & Biotechnology ETF
1.41%1.37%0.00%0.00%0.00%0.03%0.14%
BTEC
Principal Healthcare Innovators Index ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GNOM vs. BTEC - Drawdown Comparison

The maximum GNOM drawdown since its inception was -75.00%, which is greater than BTEC's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for GNOM and BTEC.


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Drawdown Indicators


GNOMBTECDifference

Max Drawdown

Largest peak-to-trough decline

-75.00%

0.00%

-75.00%

Max Drawdown (1Y)

Largest decline over 1 year

-18.17%

Max Drawdown (5Y)

Largest decline over 5 years

-72.29%

Current Drawdown

Current decline from peak

-59.83%

0.00%

-59.83%

Average Drawdown

Average peak-to-trough decline

-40.12%

0.00%

-40.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.51%

Volatility

GNOM vs. BTEC - Volatility Comparison


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Volatility by Period


GNOMBTECDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.76%

Volatility (6M)

Calculated over the trailing 6-month period

19.71%

Volatility (1Y)

Calculated over the trailing 1-year period

31.21%

0.00%

+31.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.65%

0.00%

+33.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.30%

0.00%

+34.30%