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IBBQ vs. XBI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBBQ and XBI is 0.59, 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: 0.6

Performance

IBBQ vs. XBI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Nasdaq Biotechnology ETF (IBBQ) and SPDR S&P Biotech ETF (XBI). The values are adjusted to include any dividend payments, if applicable.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.50%
-40.82%
IBBQ
XBI

Key characteristics

Sharpe Ratio

IBBQ:

0.00

XBI:

-0.19

Sortino Ratio

IBBQ:

0.15

XBI:

-0.08

Omega Ratio

IBBQ:

1.02

XBI:

0.99

Calmar Ratio

IBBQ:

0.00

XBI:

-0.09

Martin Ratio

IBBQ:

0.01

XBI:

-0.47

Ulcer Index

IBBQ:

7.77%

XBI:

10.92%

Daily Std Dev

IBBQ:

20.79%

XBI:

27.00%

Max Drawdown

IBBQ:

-37.94%

XBI:

-63.89%

Current Drawdown

IBBQ:

-22.36%

XBI:

-53.79%

Returns By Period

In the year-to-date period, IBBQ achieves a -4.01% return, which is significantly higher than XBI's -10.89% return.


IBBQ

YTD

-4.01%

1M

-4.85%

6M

-11.77%

1Y

1.56%

5Y*

N/A

10Y*

N/A

XBI

YTD

-10.89%

1M

-5.68%

6M

-17.39%

1Y

-2.25%

5Y*

-3.65%

10Y*

1.20%

*Annualized

Compare stocks, funds, or ETFs

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IBBQ vs. XBI - Expense Ratio Comparison

IBBQ has a 0.00% expense ratio, which is lower than XBI's 0.35% expense ratio.


Expense ratio chart for XBI: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XBI: 0.35%
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. XBI — 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

XBI
The Risk-Adjusted Performance Rank of XBI is 1212
Overall Rank
The Sharpe Ratio Rank of XBI is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of XBI is 1212
Sortino Ratio Rank
The Omega Ratio Rank of XBI is 1212
Omega Ratio Rank
The Calmar Ratio Rank of XBI is 1414
Calmar Ratio Rank
The Martin Ratio Rank of XBI is 1111
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. XBI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq Biotechnology ETF (IBBQ) and SPDR S&P Biotech ETF (XBI). 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
XBI: -0.19
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
XBI: -0.08
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
XBI: 0.99
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
XBI: -0.10
The chart of Martin ratio for IBBQ, currently valued at 0.01, compared to the broader market0.0020.0040.0060.00
IBBQ: 0.01
XBI: -0.47

The current IBBQ Sharpe Ratio is 0.00, which is higher than the XBI Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of IBBQ and XBI, 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.00
-0.19
IBBQ
XBI

Dividends

IBBQ vs. XBI - Dividend Comparison

IBBQ's dividend yield for the trailing twelve months is around 1.17%, more than XBI's 0.17% yield.


TTM20242023202220212020201920182017201620152014
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%0.00%
XBI
SPDR S&P Biotech ETF
0.17%0.15%0.02%0.00%0.04%0.20%0.00%0.28%0.24%0.26%0.61%1.07%

Drawdowns

IBBQ vs. XBI - Drawdown Comparison

The maximum IBBQ drawdown since its inception was -37.94%, smaller than the maximum XBI drawdown of -63.89%. Use the drawdown chart below to compare losses from any high point for IBBQ and XBI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-22.36%
-42.04%
IBBQ
XBI

Volatility

IBBQ vs. XBI - Volatility Comparison

The current volatility for Invesco Nasdaq Biotechnology ETF (IBBQ) is 11.96%, while SPDR S&P Biotech ETF (XBI) has a volatility of 15.13%. This indicates that IBBQ experiences smaller price fluctuations and is considered to be less risky than XBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
11.96%
15.13%
IBBQ
XBI