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IBBQ vs. BIS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBBQ vs. BIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Nasdaq Biotechnology ETF (IBBQ) and ProShares UltraShort Nasdaq Biotechnology (BIS). The values are adjusted to include any dividend payments, if applicable.

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IBBQ vs. BIS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IBBQ
Invesco Nasdaq Biotechnology ETF
2.22%33.32%-0.63%4.73%-10.41%-6.72%
BIS
ProShares UltraShort Nasdaq Biotechnology
-6.20%-45.95%4.79%-6.54%-2.14%6.30%

Returns By Period

In the year-to-date period, IBBQ achieves a 2.22% return, which is significantly higher than BIS's -6.20% return.


IBBQ

1D
4.45%
1M
-3.34%
YTD
2.22%
6M
19.77%
1Y
38.16%
3Y*
12.99%
5Y*
10Y*

BIS

1D
-8.92%
1M
5.69%
YTD
-6.20%
6M
-31.27%
1Y
-50.91%
3Y*
-21.67%
5Y*
-15.13%
10Y*
-24.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBBQ vs. BIS - Expense Ratio Comparison

IBBQ has a 0.00% expense ratio, which is lower than BIS's 0.95% expense ratio.


Return for Risk

IBBQ vs. BIS — Risk / Return Rank

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

IBBQ
IBBQ Risk / Return Rank: 8686
Overall Rank
IBBQ Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IBBQ Sortino Ratio Rank: 8686
Sortino Ratio Rank
IBBQ Omega Ratio Rank: 7777
Omega Ratio Rank
IBBQ Calmar Ratio Rank: 9090
Calmar Ratio Rank
IBBQ Martin Ratio Rank: 9090
Martin Ratio Rank

BIS
BIS Risk / Return Rank: 11
Overall Rank
BIS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BIS Sortino Ratio Rank: 00
Sortino Ratio Rank
BIS Omega Ratio Rank: 11
Omega Ratio Rank
BIS Calmar Ratio Rank: 11
Calmar Ratio Rank
BIS Martin Ratio Rank: 44
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.

IBBQ vs. BIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq Biotechnology ETF (IBBQ) and ProShares UltraShort Nasdaq Biotechnology (BIS). 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.


IBBQBISDifference

Sharpe ratio

Return per unit of total volatility

1.64

-1.09

+2.73

Sortino ratio

Return per unit of downside risk

2.24

-1.73

+3.97

Omega ratio

Gain probability vs. loss probability

1.29

0.81

+0.48

Calmar ratio

Return relative to maximum drawdown

2.99

-0.76

+3.76

Martin ratio

Return relative to average drawdown

11.55

-1.06

+12.61

IBBQ vs. BIS - Sharpe Ratio Comparison

The current IBBQ Sharpe Ratio is 1.64, which is higher than the BIS Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of IBBQ and BIS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBBQBISDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

-1.09

+2.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

-0.68

+0.84

Correlation

The correlation between IBBQ and BIS is -0.99. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

IBBQ vs. BIS - Dividend Comparison

IBBQ's dividend yield for the trailing twelve months is around 0.87%, less than BIS's 4.91% yield.


TTM20252024202320222021202020192018
IBBQ
Invesco Nasdaq Biotechnology ETF
0.87%0.90%1.14%0.81%0.76%0.63%0.00%0.00%0.00%
BIS
ProShares UltraShort Nasdaq Biotechnology
4.91%5.25%3.73%1.75%0.00%0.00%0.45%2.11%0.37%

Drawdowns

IBBQ vs. BIS - Drawdown Comparison

The maximum IBBQ drawdown since its inception was -37.94%, smaller than the maximum BIS drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for IBBQ and BIS.


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Drawdown Indicators


IBBQBISDifference

Max Drawdown

Largest peak-to-trough decline

-37.94%

-99.86%

+61.92%

Max Drawdown (1Y)

Largest decline over 1 year

-10.97%

-64.06%

+53.09%

Max Drawdown (5Y)

Largest decline over 5 years

-73.87%

Max Drawdown (10Y)

Largest decline over 10 years

-95.07%

Current Drawdown

Current decline from peak

-3.69%

-99.85%

+96.16%

Average Drawdown

Average peak-to-trough decline

-17.32%

-89.92%

+72.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

46.28%

-43.20%

Volatility

IBBQ vs. BIS - Volatility Comparison

The current volatility for Invesco Nasdaq Biotechnology ETF (IBBQ) is 8.54%, while ProShares UltraShort Nasdaq Biotechnology (BIS) has a volatility of 17.39%. This indicates that IBBQ experiences smaller price fluctuations and is considered to be less risky than BIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBBQBISDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.54%

17.39%

-8.85%

Volatility (6M)

Calculated over the trailing 6-month period

14.23%

29.15%

-14.92%

Volatility (1Y)

Calculated over the trailing 1-year period

23.45%

47.18%

-23.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.89%

43.50%

-21.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.89%

46.64%

-24.75%