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IEMA.L vs. FBTU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEMA.L vs. FBTU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EM UCITS ETF USD (Acc) (IEMA.L) and First Trust NYSE Arca Biotechnology UCITS ETF Class A USD Accumulating (FBTU.L). The values are adjusted to include any dividend payments, if applicable.

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IEMA.L vs. FBTU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IEMA.L
iShares MSCI EM UCITS ETF USD (Acc)
4.92%34.41%7.61%9.43%-20.23%-2.83%43.11%
FBTU.L
First Trust NYSE Arca Biotechnology UCITS ETF Class A USD Accumulating
-2.90%25.95%4.74%3.91%-5.96%-3.77%3.88%

Returns By Period

In the year-to-date period, IEMA.L achieves a 4.92% return, which is significantly higher than FBTU.L's -2.90% return.


IEMA.L

1D
4.28%
1M
-5.77%
YTD
4.92%
6M
9.12%
1Y
35.15%
3Y*
16.85%
5Y*
4.37%
10Y*
8.22%

FBTU.L

1D
2.68%
1M
-0.84%
YTD
-2.90%
6M
9.93%
1Y
21.23%
3Y*
9.77%
5Y*
4.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IEMA.L vs. FBTU.L - Expense Ratio Comparison

IEMA.L has a 0.18% expense ratio, which is lower than FBTU.L's 0.60% expense ratio.


Return for Risk

IEMA.L vs. FBTU.L — Risk / Return Rank

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

IEMA.L
IEMA.L Risk / Return Rank: 8585
Overall Rank
IEMA.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IEMA.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
IEMA.L Omega Ratio Rank: 8484
Omega Ratio Rank
IEMA.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
IEMA.L Martin Ratio Rank: 8484
Martin Ratio Rank

FBTU.L
FBTU.L Risk / Return Rank: 4747
Overall Rank
FBTU.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FBTU.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
FBTU.L Omega Ratio Rank: 4141
Omega Ratio Rank
FBTU.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
FBTU.L Martin Ratio Rank: 4444
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.

IEMA.L vs. FBTU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM UCITS ETF USD (Acc) (IEMA.L) and First Trust NYSE Arca Biotechnology UCITS ETF Class A USD Accumulating (FBTU.L). 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.


IEMA.LFBTU.LDifference

Sharpe ratio

Return per unit of total volatility

1.83

0.92

+0.91

Sortino ratio

Return per unit of downside risk

2.40

1.39

+1.01

Omega ratio

Gain probability vs. loss probability

1.34

1.17

+0.17

Calmar ratio

Return relative to maximum drawdown

2.77

1.58

+1.19

Martin ratio

Return relative to average drawdown

10.15

4.69

+5.46

IEMA.L vs. FBTU.L - Sharpe Ratio Comparison

The current IEMA.L Sharpe Ratio is 1.83, which is higher than the FBTU.L Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of IEMA.L and FBTU.L, 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


IEMA.LFBTU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

0.92

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.22

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.18

+0.06

Correlation

The correlation between IEMA.L and FBTU.L is 0.48, 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

IEMA.L vs. FBTU.L - Dividend Comparison

Neither IEMA.L nor FBTU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IEMA.L vs. FBTU.L - Drawdown Comparison

The maximum IEMA.L drawdown since its inception was -39.66%, which is greater than FBTU.L's maximum drawdown of -33.73%. Use the drawdown chart below to compare losses from any high point for IEMA.L and FBTU.L.


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Drawdown Indicators


IEMA.LFBTU.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.66%

-33.73%

-5.93%

Max Drawdown (1Y)

Largest decline over 1 year

-12.76%

-14.30%

+1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-37.08%

-29.97%

-7.11%

Max Drawdown (10Y)

Largest decline over 10 years

-39.66%

Current Drawdown

Current decline from peak

-8.93%

-9.15%

+0.22%

Average Drawdown

Average peak-to-trough decline

-15.43%

-13.30%

-2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

4.82%

-1.33%

Volatility

IEMA.L vs. FBTU.L - Volatility Comparison

iShares MSCI EM UCITS ETF USD (Acc) (IEMA.L) has a higher volatility of 8.70% compared to First Trust NYSE Arca Biotechnology UCITS ETF Class A USD Accumulating (FBTU.L) at 7.44%. This indicates that IEMA.L's price experiences larger fluctuations and is considered to be riskier than FBTU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEMA.LFBTU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.70%

7.44%

+1.26%

Volatility (6M)

Calculated over the trailing 6-month period

14.19%

15.12%

-0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

19.13%

23.07%

-3.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.17%

20.73%

-2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.33%

21.28%

-1.95%