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GNOM vs. GSKH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GNOM vs. GSKH - Performance Comparison

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

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Returns By Period

In the year-to-date period, GNOM achieves a 14.90% return, which is significantly higher than GSKH's 9.90% return.


GNOM

1D
0.90%
1M
12.22%
YTD
14.90%
6M
11.42%
1Y
61.83%
3Y*
2.88%
5Y*
-11.06%
10Y*

GSKH

1D
2.87%
1M
2.94%
YTD
9.90%
6M
10.56%
1Y
42.66%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GNOM vs. GSKH - Yearly Performance Comparison


2026 (YTD)2025
GNOM
Global X Genomics & Biotechnology ETF
14.90%13.76%
GSKH
GSK plc ADRhedged ETF
9.90%36.51%

Correlation

The correlation between GNOM and GSKH is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

Correlation (All Time)
Calculated using the full available price history since Jan 7, 2025

0.31

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Return for Risk

GNOM vs. GSKH — Risk / Return Rank

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

GNOM
GNOM Risk / Return Rank: 6868
Overall Rank
GNOM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GNOM Sortino Ratio Rank: 7474
Sortino Ratio Rank
GNOM Omega Ratio Rank: 6363
Omega Ratio Rank
GNOM Calmar Ratio Rank: 7171
Calmar Ratio Rank
GNOM Martin Ratio Rank: 5858
Martin Ratio Rank

GSKH
GSKH Risk / Return Rank: 5151
Overall Rank
GSKH Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
GSKH Sortino Ratio Rank: 5656
Sortino Ratio Rank
GSKH Omega Ratio Rank: 5454
Omega Ratio Rank
GSKH Calmar Ratio Rank: 5151
Calmar Ratio Rank
GSKH Martin Ratio Rank: 4141
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 vs. GSKH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Genomics & Biotechnology ETF (GNOM) and GSK plc ADRhedged ETF (GSKH). 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.


GNOMGSKHDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.68

Omega ratioGain probability vs. loss probability

1.36

1.30

+0.05

Calmar ratioReturn relative to maximum drawdown

3.42

2.31

+1.11

Martin ratioReturn relative to average drawdown

9.81

6.06

+3.76

GNOM vs. GSKH - Sharpe Ratio Comparison

The current GNOM Sharpe Ratio is 2.28, which is higher than the GSKH Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of GNOM and GSKH, 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 vs. GSKH - Drawdown Comparison

The maximum GNOM drawdown since its inception was -75.00%, which is greater than GSKH's maximum drawdown of -18.54%. Use the drawdown chart below to compare losses from any high point for GNOM and GSKH.


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Drawdown Indicators


GNOMGSKHDifference

Max Drawdown

Largest peak-to-trough decline

-75.00%

-18.54%

-56.46%

Max Drawdown (1Y)

Largest decline over 1 year

-18.17%

-18.54%

+0.37%

Max Drawdown (3Y)

Largest decline over 3 years

-44.24%

Max Drawdown (5Y)

Largest decline over 5 years

-72.29%

Current Drawdown

Current decline from peak

-52.52%

-11.62%

-40.90%

Average Drawdown

Average peak-to-trough decline

-40.63%

-5.86%

-34.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.32%

7.06%

-0.74%

Volatility

GNOM vs. GSKH - Volatility Comparison

Global X Genomics & Biotechnology ETF (GNOM) has a higher volatility of 9.34% compared to GSK plc ADRhedged ETF (GSKH) at 6.89%. This indicates that GNOM's price experiences larger fluctuations and is considered to be riskier than GSKH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GNOMGSKHDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.34%

6.89%

+2.45%

Volatility (6M)

Calculated over the trailing 6-month period

20.57%

18.67%

+1.90%

Volatility (1Y)

Calculated over the trailing 1-year period

27.29%

26.14%

+1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.68%

26.95%

+6.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.17%

26.95%

+7.22%

GNOM vs. GSKH - Expense Ratio Comparison

GNOM has a 0.50% expense ratio, which is higher than GSKH's 0.19% expense ratio.


Dividends

GNOM vs. GSKH - Dividend Comparison

GNOM's dividend yield for the trailing twelve months is around 1.20%, less than GSKH's 2.82% yield.


PositionTTM202520242023202220212020
GNOM
Global X Genomics & Biotechnology ETF
1.20%1.37%0.00%0.00%0.00%0.03%0.14%
GSKH
GSK plc ADRhedged ETF
2.82%1.15%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GNOM and GSKH have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GNOM has higher volatility (9.34%) compared to GSKH (6.89%). In terms of maximum drawdown, GNOM dropped -75.00% vs GSKH's -18.54%.

On 1-year performance, GNOM leads with 61.83% vs 42.66% for GSKH. On fees, GSKH is cheaper at 0.19% per year. On volatility, GSKH has been the lower-risk option at 6.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GNOM has performed better with a 61.83% return vs 42.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GSKH is cheaper with a 0.19% expense ratio, compared with 0.50% for GNOM.

GSKH has the higher dividend yield at 2.82%, compared with 1.20% for GNOM.

GNOM tracks Solactive Genomics Index, while GSKH tracks GSK plc Local Shares Total Return. They also come from different issuers: Global X and ADRhedged. Their fees differ too: 0.50% for GNOM and 0.19% for GSKH.

GNOM currently has the higher Sharpe Ratio (2.28 vs 1.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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