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IBBQ vs. LIFE.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBBQ vs. LIFE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Nasdaq Biotechnology ETF (IBBQ) and Evolve Global Healthcare Enhanced Yield Fund (LIFE.TO). The values are adjusted to include any dividend payments, if applicable.

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IBBQ vs. LIFE.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IBBQ
Invesco Nasdaq Biotechnology ETF
2.22%33.32%-0.63%4.73%-10.41%-6.72%
LIFE.TO
Evolve Global Healthcare Enhanced Yield Fund
-6.63%18.16%-5.87%6.52%-6.31%5.91%
Different Trading Currencies

IBBQ is traded in USD, while LIFE.TO is traded in CAD. To make them comparable, the LIFE.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBBQ achieves a 2.22% return, which is significantly higher than LIFE.TO's -6.63% return.


IBBQ

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

LIFE.TO

1D
0.56%
1M
-9.32%
YTD
-6.63%
6M
3.82%
1Y
2.94%
3Y*
3.25%
5Y*
4.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBBQ vs. LIFE.TO - Expense Ratio Comparison


Return for Risk

IBBQ vs. LIFE.TO — 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

LIFE.TO
LIFE.TO Risk / Return Rank: 1111
Overall Rank
LIFE.TO Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
LIFE.TO Sortino Ratio Rank: 1111
Sortino Ratio Rank
LIFE.TO Omega Ratio Rank: 1111
Omega Ratio Rank
LIFE.TO Calmar Ratio Rank: 1212
Calmar Ratio Rank
LIFE.TO Martin Ratio Rank: 1212
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. LIFE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq Biotechnology ETF (IBBQ) and Evolve Global Healthcare Enhanced Yield Fund (LIFE.TO). 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.


IBBQLIFE.TODifference

Sharpe ratio

Return per unit of total volatility

1.64

0.16

+1.48

Sortino ratio

Return per unit of downside risk

2.24

0.36

+1.89

Omega ratio

Gain probability vs. loss probability

1.29

1.05

+0.24

Calmar ratio

Return relative to maximum drawdown

2.99

0.29

+2.71

Martin ratio

Return relative to average drawdown

11.55

0.88

+10.67

IBBQ vs. LIFE.TO - Sharpe Ratio Comparison

The current IBBQ Sharpe Ratio is 1.64, which is higher than the LIFE.TO Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of IBBQ and LIFE.TO, 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


IBBQLIFE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

0.16

+1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.32

-0.15

Correlation

The correlation between IBBQ and LIFE.TO is 0.64, 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.


Dividends

IBBQ vs. LIFE.TO - Dividend Comparison

IBBQ's dividend yield for the trailing twelve months is around 0.87%, less than LIFE.TO's 11.69% 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%
LIFE.TO
Evolve Global Healthcare Enhanced Yield Fund
11.69%11.83%10.90%9.24%8.20%6.46%7.09%6.33%4.84%

Drawdowns

IBBQ vs. LIFE.TO - Drawdown Comparison

The maximum IBBQ drawdown since its inception was -37.94%, which is greater than LIFE.TO's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for IBBQ and LIFE.TO.


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Drawdown Indicators


IBBQLIFE.TODifference

Max Drawdown

Largest peak-to-trough decline

-37.94%

-20.04%

-17.90%

Max Drawdown (1Y)

Largest decline over 1 year

-10.97%

-9.72%

-1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-16.33%

Current Drawdown

Current decline from peak

-3.69%

-8.24%

+4.55%

Average Drawdown

Average peak-to-trough decline

-17.32%

-4.19%

-13.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

4.92%

-1.84%

Volatility

IBBQ vs. LIFE.TO - Volatility Comparison

Invesco Nasdaq Biotechnology ETF (IBBQ) has a higher volatility of 8.54% compared to Evolve Global Healthcare Enhanced Yield Fund (LIFE.TO) at 4.24%. This indicates that IBBQ's price experiences larger fluctuations and is considered to be riskier than LIFE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBBQLIFE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.54%

4.24%

+4.30%

Volatility (6M)

Calculated over the trailing 6-month period

14.23%

10.34%

+3.89%

Volatility (1Y)

Calculated over the trailing 1-year period

23.45%

18.04%

+5.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.89%

16.02%

+5.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.89%

17.61%

+4.28%