PortfoliosLab logo
IBBQ vs. BBC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBBQ and BBC is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

IBBQ vs. BBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Nasdaq Biotechnology ETF (IBBQ) and Virtus LifeSci Biotech Clinical Trials ETF (BBC). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.50%
-63.64%
IBBQ
BBC

Key characteristics

Sharpe Ratio

IBBQ:

0.00

BBC:

-0.71

Sortino Ratio

IBBQ:

0.15

BBC:

-0.85

Omega Ratio

IBBQ:

1.02

BBC:

0.90

Calmar Ratio

IBBQ:

0.00

BBC:

-0.36

Martin Ratio

IBBQ:

0.01

BBC:

-1.30

Ulcer Index

IBBQ:

7.77%

BBC:

21.41%

Daily Std Dev

IBBQ:

20.79%

BBC:

39.03%

Max Drawdown

IBBQ:

-37.94%

BBC:

-76.85%

Current Drawdown

IBBQ:

-22.36%

BBC:

-70.00%

Returns By Period

In the year-to-date period, IBBQ achieves a -4.01% return, which is significantly higher than BBC's -23.46% return.


IBBQ

YTD

-4.01%

1M

-4.85%

6M

-11.77%

1Y

1.56%

5Y*

N/A

10Y*

N/A

BBC

YTD

-23.46%

1M

-2.16%

6M

-36.57%

1Y

-25.07%

5Y*

-12.40%

10Y*

-5.17%

*Annualized

Compare stocks, funds, or ETFs

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


IBBQ vs. BBC - Expense Ratio Comparison

IBBQ has a 0.00% expense ratio, which is lower than BBC's 0.79% expense ratio.


Expense ratio chart for BBC: current value is 0.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BBC: 0.79%
Expense ratio chart for IBBQ: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IBBQ: 0.00%

Risk-Adjusted Performance

IBBQ vs. BBC — Risk-Adjusted Performance Rank

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

IBBQ
The Risk-Adjusted Performance Rank of IBBQ is 1919
Overall Rank
The Sharpe Ratio Rank of IBBQ is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of IBBQ is 1919
Sortino Ratio Rank
The Omega Ratio Rank of IBBQ is 1919
Omega Ratio Rank
The Calmar Ratio Rank of IBBQ is 2020
Calmar Ratio Rank
The Martin Ratio Rank of IBBQ is 1919
Martin Ratio Rank

BBC
The Risk-Adjusted Performance Rank of BBC is 33
Overall Rank
The Sharpe Ratio Rank of BBC is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of BBC is 22
Sortino Ratio Rank
The Omega Ratio Rank of BBC is 33
Omega Ratio Rank
The Calmar Ratio Rank of BBC is 44
Calmar Ratio Rank
The Martin Ratio Rank of BBC is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IBBQ vs. BBC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq Biotechnology ETF (IBBQ) and Virtus LifeSci Biotech Clinical Trials ETF (BBC). 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.


The chart of Sharpe ratio for IBBQ, currently valued at 0.00, compared to the broader market-1.000.001.002.003.004.00
IBBQ: 0.00
BBC: -0.71
The chart of Sortino ratio for IBBQ, currently valued at 0.15, compared to the broader market-2.000.002.004.006.008.00
IBBQ: 0.15
BBC: -0.85
The chart of Omega ratio for IBBQ, currently valued at 1.02, compared to the broader market0.501.001.502.002.50
IBBQ: 1.02
BBC: 0.90
The chart of Calmar ratio for IBBQ, currently valued at 0.00, compared to the broader market0.002.004.006.008.0010.0012.00
IBBQ: 0.00
BBC: -0.38
The chart of Martin ratio for IBBQ, currently valued at 0.01, compared to the broader market0.0020.0040.0060.00
IBBQ: 0.01
BBC: -1.30

The current IBBQ Sharpe Ratio is 0.00, which is higher than the BBC Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of IBBQ and BBC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
0.00
-0.71
IBBQ
BBC

Dividends

IBBQ vs. BBC - Dividend Comparison

IBBQ's dividend yield for the trailing twelve months is around 1.17%, less than BBC's 1.31% yield.


TTM2024202320222021202020192018201720162015
IBBQ
Invesco Nasdaq Biotechnology ETF
1.17%1.14%0.81%0.76%0.62%0.00%0.00%0.00%0.00%0.00%0.00%
BBC
Virtus LifeSci Biotech Clinical Trials ETF
1.31%1.00%0.34%0.00%0.00%0.00%0.00%0.00%1.04%0.00%0.51%

Drawdowns

IBBQ vs. BBC - Drawdown Comparison

The maximum IBBQ drawdown since its inception was -37.94%, smaller than the maximum BBC drawdown of -76.85%. Use the drawdown chart below to compare losses from any high point for IBBQ and BBC. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-22.36%
-64.28%
IBBQ
BBC

Volatility

IBBQ vs. BBC - Volatility Comparison

The current volatility for Invesco Nasdaq Biotechnology ETF (IBBQ) is 11.96%, while Virtus LifeSci Biotech Clinical Trials ETF (BBC) has a volatility of 19.99%. This indicates that IBBQ experiences smaller price fluctuations and is considered to be less risky than BBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
11.96%
19.99%
IBBQ
BBC