HELX vs. SBIO

Last updated Jun 24, 2026

HELX (Franklin Genomic Advancements ETF) and SBIO (ALPS Medical Breakthroughs ETF) are both Health & Biotech Equities funds. HELX is actively managed, while SBIO is passively managed. Over the past 5 years, HELX returned -5.27%/yr vs 4.26%/yr for SBIO. A 0.72 correlation means they provide meaningful diversification when combined. Both charge a 0.50% expense ratio.

Performance

HELX vs. SBIO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Genomic Advancements ETF (HELX) and ALPS Medical Breakthroughs ETF (SBIO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HELX achieves a 0.89% return, which is significantly lower than SBIO's 15.46% return.

HELX

• 1D: 0.84%
• 1M: 7.10%
• YTD: 0.89%
• 6M: -0.79%
• 1Y: 35.07%
• 3Y*: 7.14%
• 5Y*: -5.27%
• 10Y*: —

SBIO

• 1D: 0.82%
• 1M: 10.96%
• YTD: 15.46%
• 6M: 14.04%
• 1Y: 97.46%
• 3Y*: 24.04%
• 5Y*: 4.26%
• 10Y*: 11.23%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HELX vs. SBIO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
HELX Franklin Genomic Advancements ETF	0.89%	26.34%	-5.32%	1.14%	-37.89%	9.80%	83.98%
SBIO ALPS Medical Breakthroughs ETF	15.46%	55.07%	3.81%	8.68%	-28.08%	-17.55%	30.26%

Correlation

The correlation between HELX and SBIO is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.73
Correlation (All Time) Calculated using the full available price history since Feb 27, 2020	0.72

The correlation between HELX and SBIO has been stable across timeframes, ranging from 0.72 to 0.74 - a consistent structural relationship.

HELX vs. SBIO - Sectors Allocation Comparison

Sectors	HELX	SBIO
Healthcare	96.5%	100.0%
Basic Materials	2.4%	-
Technology	1.1%	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-0.0%
Industrials	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

HELX vs. SBIO — Risk / Return Rank

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

HELX

HELX Risk / Return Rank: 45
HELX Sharpe Ratio Rank: 51
HELX Sortino Ratio Rank: 52
HELX Omega Ratio Rank: 47
HELX Calmar Ratio Rank: 42
HELX Martin Ratio Rank: 35

SBIO

SBIO Risk / Return Rank: 92
SBIO Sharpe Ratio Rank: 93
SBIO Sortino Ratio Rank: 92
SBIO Omega Ratio Rank: 85
SBIO Calmar Ratio Rank: 95
SBIO Martin Ratio Rank: 92

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.

HELX vs. SBIO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Genomic Advancements ETF (HELX) and ALPS Medical Breakthroughs ETF (SBIO). 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.

	HELX	SBIO	Difference
Sharpe ratio: Return per unit of total volatility	1.65	3.22	-1.57
Sortino ratio: Return per unit of downside risk	2.36	4.09	-1.73
Omega ratio: Gain probability vs. loss probability	1.28	1.48	-0.20
Calmar ratio: Return relative to maximum drawdown	1.96	7.74	-5.79
Martin ratio: Return relative to average drawdown	4.96	21.59	-16.63

HELX vs. SBIO - Sharpe Ratio Comparison

The current HELX Sharpe Ratio is 1.65, which is lower than the SBIO Sharpe Ratio of 3.22. The chart below compares the historical Sharpe Ratios of HELX and SBIO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

HELX vs. SBIO - Drawdown Comparison

The maximum HELX drawdown since its inception was -58.75%, smaller than the maximum SBIO drawdown of -63.06%. Use the drawdown chart below to compare losses from any high point for HELX and SBIO.

Drawdown Indicators

	HELX	SBIO	Difference
Max Drawdown Largest peak-to-trough decline	-58.75%	-63.06%	+4.31%
Max Drawdown (1Y) Largest decline over 1 year	-18.01%	-12.66%	-5.35%
Max Drawdown (3Y) Largest decline over 3 years	-29.48%	-42.44%	+12.96%
Max Drawdown (5Y) Largest decline over 5 years	-58.75%	-53.10%	-5.65%
Max Drawdown (10Y) Largest decline over 10 years	—	-63.06%	—
Current Drawdown Current decline from peak	-36.69%	-3.55%	-33.14%
Average Drawdown Average peak-to-trough decline	-34.33%	-28.37%	-5.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.09%	4.53%	+2.56%

Volatility

HELX vs. SBIO - Volatility Comparison

The current volatility for Franklin Genomic Advancements ETF (HELX) is 6.84%, while ALPS Medical Breakthroughs ETF (SBIO) has a volatility of 11.06%. This indicates that HELX experiences smaller price fluctuations and is considered to be less risky than SBIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HELX	SBIO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.84%	11.06%	-4.22%
Volatility (6M) Calculated over the trailing 6-month period	16.93%	23.78%	-6.85%
Volatility (1Y) Calculated over the trailing 1-year period	21.37%	30.40%	-9.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.14%	33.75%	-9.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.36%	33.19%	-5.83%

HELX vs. SBIO - Expense Ratio Comparison

Both HELX and SBIO have an expense ratio of 0.50%.

Dividends

HELX vs. SBIO - Dividend Comparison

HELX's dividend yield for the trailing twelve months is around 0.39%, while SBIO has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
HELX Franklin Genomic Advancements ETF	0.39%	0.39%	0.00%	0.00%	0.00%	0.24%	0.12%	0.00%	0.00%	0.00%
SBIO ALPS Medical Breakthroughs ETF	0.00%	0.00%	3.55%	0.22%	0.00%	0.00%	0.00%	0.04%	2.79%	1.77%

Frequently Asked Questions

Can I hold both HELX and SBIO in my portfolio?

HELX and SBIO have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HELX or SBIO?

SBIO has higher volatility (11.06%) compared to HELX (6.84%). In terms of maximum drawdown, HELX dropped -58.75% vs SBIO's -63.06%.

Which ETF is better, HELX or SBIO?

On 5-year performance, SBIO leads with 4.26% vs -5.27% for HELX. Both ETFs have the same 0.50% expense ratio. On volatility, HELX has been the lower-risk option at 6.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, HELX or SBIO?

Over the 5-year period, SBIO has performed better with a 4.26% return vs -5.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, HELX or SBIO?

HELX and SBIO have the same expense ratio: 0.50% per year.

Which ETF pays a higher dividend yield, HELX or SBIO?

HELX has the higher dividend yield at 0.39%, compared with 0.00% for SBIO.

What is the main difference between HELX and SBIO?

They also come from different issuers: Franklin Templeton and SS&C.

Which has better risk-adjusted returns?

SBIO currently has the higher Sharpe Ratio (3.22 vs 1.65), 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.