PortfoliosLab logoPortfoliosLab logo
IBB vs. GNOM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBB vs. GNOM - Performance Comparison

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

Loading graphics...

IBB vs. GNOM - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IBB
iShares Nasdaq Biotechnology ETF
0.88%27.98%-2.41%3.76%-13.69%0.95%26.01%6.12%
GNOM
Global X Genomics & Biotechnology ETF
-2.79%18.65%-15.99%-8.63%-36.27%-15.93%51.52%1.56%

Returns By Period

In the year-to-date period, IBB achieves a 0.88% return, which is significantly higher than GNOM's -2.79% return.


IBB

1D
0.76%
1M
-2.11%
YTD
0.88%
6M
14.77%
1Y
37.04%
3Y*
9.92%
5Y*
2.62%
10Y*
6.92%

GNOM

1D
1.02%
1M
-6.22%
YTD
-2.79%
6M
12.23%
1Y
44.15%
3Y*
-3.13%
5Y*
-13.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IBB vs. GNOM - Expense Ratio Comparison

IBB has a 0.47% expense ratio, which is lower than GNOM's 0.50% expense ratio.


Return for Risk

IBB vs. GNOM — Risk / Return Rank

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

IBB
IBB Risk / Return Rank: 8181
Overall Rank
IBB Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IBB Sortino Ratio Rank: 8181
Sortino Ratio Rank
IBB Omega Ratio Rank: 7373
Omega Ratio Rank
IBB Calmar Ratio Rank: 8888
Calmar Ratio Rank
IBB Martin Ratio Rank: 8585
Martin Ratio Rank

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
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.

IBB vs. GNOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Nasdaq Biotechnology ETF (IBB) and Global X Genomics & Biotechnology ETF (GNOM). 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.


IBBGNOMDifference

Sharpe ratio

Return per unit of total volatility

1.56

1.43

+0.14

Sortino ratio

Return per unit of downside risk

2.16

2.04

+0.12

Omega ratio

Gain probability vs. loss probability

1.28

1.26

+0.02

Calmar ratio

Return relative to maximum drawdown

2.86

2.25

+0.61

Martin ratio

Return relative to average drawdown

10.20

7.43

+2.77

IBB vs. GNOM - Sharpe Ratio Comparison

The current IBB Sharpe Ratio is 1.56, which is comparable to the GNOM Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of IBB and GNOM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IBBGNOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

1.43

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

-0.39

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

-0.13

+0.39

Correlation

The correlation between IBB and GNOM is 0.86, 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

IBB vs. GNOM - Dividend Comparison

IBB's dividend yield for the trailing twelve months is around 0.23%, less than GNOM's 1.41% yield.


TTM20252024202320222021202020192018201720162015
IBB
iShares Nasdaq Biotechnology ETF
0.23%0.23%0.29%0.26%0.31%0.21%0.21%0.33%0.20%0.30%0.19%0.03%
GNOM
Global X Genomics & Biotechnology ETF
1.41%1.37%0.00%0.00%0.00%0.03%0.14%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IBB vs. GNOM - Drawdown Comparison

The maximum IBB drawdown since its inception was -62.85%, smaller than the maximum GNOM drawdown of -75.00%. Use the drawdown chart below to compare losses from any high point for IBB and GNOM.


Loading graphics...

Drawdown Indicators


IBBGNOMDifference

Max Drawdown

Largest peak-to-trough decline

-62.85%

-75.00%

+12.15%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-18.17%

+6.52%

Max Drawdown (5Y)

Largest decline over 5 years

-39.82%

-72.29%

+32.47%

Max Drawdown (10Y)

Largest decline over 10 years

-39.82%

Current Drawdown

Current decline from peak

-4.16%

-59.83%

+55.67%

Average Drawdown

Average peak-to-trough decline

-21.30%

-40.12%

+18.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

5.51%

-2.24%

Volatility

IBB vs. GNOM - Volatility Comparison

The current volatility for iShares Nasdaq Biotechnology ETF (IBB) is 8.38%, while Global X Genomics & Biotechnology ETF (GNOM) has a volatility of 10.76%. This indicates that IBB experiences smaller price fluctuations and is considered to be less risky than GNOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IBBGNOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.38%

10.76%

-2.38%

Volatility (6M)

Calculated over the trailing 6-month period

14.50%

19.71%

-5.21%

Volatility (1Y)

Calculated over the trailing 1-year period

24.01%

31.21%

-7.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.87%

33.65%

-11.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.37%

34.30%

-10.93%