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IBBQ vs. IEZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBBQ vs. IEZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Nasdaq Biotechnology ETF (IBBQ) and iShares U.S. Oil Equipment & Services ETF (IEZ). The values are adjusted to include any dividend payments, if applicable.

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IBBQ vs. IEZ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IBBQ
Invesco Nasdaq Biotechnology ETF
3.00%33.32%-0.63%4.73%-10.41%-6.72%
IEZ
iShares U.S. Oil Equipment & Services ETF
36.41%7.51%-8.15%4.43%65.73%-21.21%

Returns By Period

In the year-to-date period, IBBQ achieves a 3.00% return, which is significantly lower than IEZ's 36.41% return.


IBBQ

1D
0.76%
1M
-2.17%
YTD
3.00%
6M
17.61%
1Y
43.26%
3Y*
13.27%
5Y*
10Y*

IEZ

1D
-1.90%
1M
-1.77%
YTD
36.41%
6M
46.27%
1Y
46.18%
3Y*
15.43%
5Y*
16.95%
10Y*
-0.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBBQ vs. IEZ - Expense Ratio Comparison

IBBQ has a 0.00% expense ratio, which is lower than IEZ's 0.42% expense ratio.


Return for Risk

IBBQ vs. IEZ — Risk / Return Rank

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

IBBQ
IBBQ Risk / Return Rank: 8888
Overall Rank
IBBQ Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IBBQ Sortino Ratio Rank: 8888
Sortino Ratio Rank
IBBQ Omega Ratio Rank: 8181
Omega Ratio Rank
IBBQ Calmar Ratio Rank: 9393
Calmar Ratio Rank
IBBQ Martin Ratio Rank: 9292
Martin Ratio Rank

IEZ
IEZ Risk / Return Rank: 6464
Overall Rank
IEZ Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IEZ Sortino Ratio Rank: 6767
Sortino Ratio Rank
IEZ Omega Ratio Rank: 6565
Omega Ratio Rank
IEZ Calmar Ratio Rank: 6969
Calmar Ratio Rank
IEZ Martin Ratio Rank: 5050
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. IEZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq Biotechnology ETF (IBBQ) and iShares U.S. Oil Equipment & Services ETF (IEZ). 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.


IBBQIEZDifference

Sharpe ratio

Return per unit of total volatility

1.88

1.25

+0.62

Sortino ratio

Return per unit of downside risk

2.51

1.75

+0.76

Omega ratio

Gain probability vs. loss probability

1.32

1.25

+0.07

Calmar ratio

Return relative to maximum drawdown

3.57

1.89

+1.69

Martin ratio

Return relative to average drawdown

13.25

5.15

+8.10

IBBQ vs. IEZ - Sharpe Ratio Comparison

The current IBBQ Sharpe Ratio is 1.88, which is higher than the IEZ Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of IBBQ and IEZ, 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


IBBQIEZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

1.25

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

-0.05

+0.22

Correlation

The correlation between IBBQ and IEZ is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IBBQ vs. IEZ - Dividend Comparison

IBBQ's dividend yield for the trailing twelve months is around 0.86%, less than IEZ's 1.28% yield.


TTM20252024202320222021202020192018201720162015
IBBQ
Invesco Nasdaq Biotechnology ETF
0.86%0.90%1.14%0.81%0.76%0.63%0.00%0.00%0.00%0.00%0.00%0.00%
IEZ
iShares U.S. Oil Equipment & Services ETF
1.28%1.87%1.76%0.97%0.65%1.20%2.07%2.28%1.81%3.42%0.91%2.40%

Drawdowns

IBBQ vs. IEZ - Drawdown Comparison

The maximum IBBQ drawdown since its inception was -37.94%, smaller than the maximum IEZ drawdown of -92.52%. Use the drawdown chart below to compare losses from any high point for IBBQ and IEZ.


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Drawdown Indicators


IBBQIEZDifference

Max Drawdown

Largest peak-to-trough decline

-37.94%

-92.52%

+54.58%

Max Drawdown (1Y)

Largest decline over 1 year

-10.97%

-25.55%

+14.58%

Max Drawdown (5Y)

Largest decline over 5 years

-40.25%

Max Drawdown (10Y)

Largest decline over 10 years

-88.29%

Current Drawdown

Current decline from peak

-2.96%

-54.98%

+52.02%

Average Drawdown

Average peak-to-trough decline

-17.31%

-48.23%

+30.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

9.38%

-6.42%

Volatility

IBBQ vs. IEZ - Volatility Comparison

The current volatility for Invesco Nasdaq Biotechnology ETF (IBBQ) is 8.26%, while iShares U.S. Oil Equipment & Services ETF (IEZ) has a volatility of 9.27%. This indicates that IBBQ experiences smaller price fluctuations and is considered to be less risky than IEZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBBQIEZDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.26%

9.27%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

14.22%

21.26%

-7.04%

Volatility (1Y)

Calculated over the trailing 1-year period

23.37%

37.00%

-13.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.88%

37.02%

-15.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.88%

41.66%

-19.78%