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IBBQ vs. FTXH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBBQ vs. FTXH - Performance Comparison

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

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IBBQ vs. FTXH - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IBBQ
Invesco Nasdaq Biotechnology ETF
2.22%33.32%-0.63%4.73%-10.41%-6.72%
FTXH
First Trust Nasdaq Pharmaceuticals ETF
4.48%24.15%2.98%-1.41%2.55%3.64%

Returns By Period

In the year-to-date period, IBBQ achieves a 2.22% return, which is significantly lower than FTXH's 4.48% return.


IBBQ

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

FTXH

1D
2.61%
1M
-3.36%
YTD
4.48%
6M
21.14%
1Y
26.79%
3Y*
11.30%
5Y*
7.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBBQ vs. FTXH - Expense Ratio Comparison

IBBQ has a 0.00% expense ratio, which is lower than FTXH's 0.60% expense ratio.


Return for Risk

IBBQ vs. FTXH — 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

FTXH
FTXH Risk / Return Rank: 6868
Overall Rank
FTXH Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FTXH Sortino Ratio Rank: 7171
Sortino Ratio Rank
FTXH Omega Ratio Rank: 6565
Omega Ratio Rank
FTXH Calmar Ratio Rank: 7575
Calmar Ratio Rank
FTXH Martin Ratio Rank: 6060
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. FTXH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq Biotechnology ETF (IBBQ) and First Trust Nasdaq Pharmaceuticals ETF (FTXH). 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.


IBBQFTXHDifference

Sharpe ratio

Return per unit of total volatility

1.64

1.28

+0.36

Sortino ratio

Return per unit of downside risk

2.24

1.78

+0.46

Omega ratio

Gain probability vs. loss probability

1.29

1.24

+0.05

Calmar ratio

Return relative to maximum drawdown

2.99

1.95

+1.04

Martin ratio

Return relative to average drawdown

11.55

5.94

+5.61

IBBQ vs. FTXH - Sharpe Ratio Comparison

The current IBBQ Sharpe Ratio is 1.64, which is comparable to the FTXH Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of IBBQ and FTXH, 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


IBBQFTXHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.28

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.38

-0.21

Correlation

The correlation between IBBQ and FTXH is 0.76, 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

IBBQ vs. FTXH - Dividend Comparison

IBBQ's dividend yield for the trailing twelve months is around 0.87%, less than FTXH's 1.23% yield.


TTM2025202420232022202120202019201820172016
IBBQ
Invesco Nasdaq Biotechnology ETF
0.87%0.90%1.14%0.81%0.76%0.63%0.00%0.00%0.00%0.00%0.00%
FTXH
First Trust Nasdaq Pharmaceuticals ETF
1.23%1.41%1.66%1.55%1.11%1.03%0.82%0.67%0.91%2.18%0.19%

Drawdowns

IBBQ vs. FTXH - Drawdown Comparison

The maximum IBBQ drawdown since its inception was -37.94%, which is greater than FTXH's maximum drawdown of -32.11%. Use the drawdown chart below to compare losses from any high point for IBBQ and FTXH.


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Drawdown Indicators


IBBQFTXHDifference

Max Drawdown

Largest peak-to-trough decline

-37.94%

-32.11%

-5.83%

Max Drawdown (1Y)

Largest decline over 1 year

-10.97%

-12.74%

+1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-19.51%

Current Drawdown

Current decline from peak

-3.69%

-3.36%

-0.33%

Average Drawdown

Average peak-to-trough decline

-17.32%

-5.88%

-11.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

4.68%

-1.60%

Volatility

IBBQ vs. FTXH - Volatility Comparison

Invesco Nasdaq Biotechnology ETF (IBBQ) has a higher volatility of 8.54% compared to First Trust Nasdaq Pharmaceuticals ETF (FTXH) at 6.24%. This indicates that IBBQ's price experiences larger fluctuations and is considered to be riskier than FTXH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBBQFTXHDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.54%

6.24%

+2.30%

Volatility (6M)

Calculated over the trailing 6-month period

14.23%

12.06%

+2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

23.45%

21.10%

+2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.89%

16.15%

+5.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.89%

18.45%

+3.44%