PortfoliosLab logoPortfoliosLab logo
IHCU.L vs. FBT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IHCU.L vs. FBT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IHCU.L) and First Trust NYSE Arca Biotechnology UCITS ETF Acc (FBT.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IHCU.L achieves a 3.10% return, which is significantly lower than FBT.L's 17.27% return.


IHCU.L

1D
0.45%
1M
4.09%
6M
1.95%
YTD
3.10%
1Y
20.87%
3Y*
7.15%
5Y*
6.27%
10Y*
9.36%

FBT.L

1D
-0.19%
1M
8.27%
6M
14.75%
YTD
17.27%
1Y
49.02%
3Y*
15.75%
5Y*
8.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IHCU.L vs. FBT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IHCU.L
iShares S&P 500 Health Care Sector UCITS ETF USD (Acc)
3.10%6.77%3.96%-3.89%8.99%29.15%1.19%
FBT.L
First Trust NYSE Arca Biotechnology UCITS ETF Acc
17.27%17.28%6.52%-1.81%5.32%-2.57%7,473.50%

Correlation

The correlation between IHCU.L and FBT.L is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.59

Correlation (5Y)
Calculated over the trailing 5-year period

0.60

Correlation (All Time)
Calculated using the full available price history since May 20, 2020

0.60

The correlation between IHCU.L and FBT.L has been stable across timeframes, ranging from 0.59 to 0.64 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IHCU.L vs. FBT.L — Risk / Return Rank

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

IHCU.L
IHCU.L Risk / Return Rank: 4444
Overall Rank
IHCU.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IHCU.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
IHCU.L Omega Ratio Rank: 4343
Omega Ratio Rank
IHCU.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
IHCU.L Martin Ratio Rank: 3636
Martin Ratio Rank

FBT.L
FBT.L Risk / Return Rank: 8282
Overall Rank
FBT.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FBT.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
FBT.L Omega Ratio Rank: 8484
Omega Ratio Rank
FBT.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
FBT.L Martin Ratio Rank: 6666
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.

IHCU.L vs. FBT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IHCU.L) and First Trust NYSE Arca Biotechnology UCITS ETF Acc (FBT.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IHCU.LFBT.LDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

1.23

1.39

-0.16

Calmar ratioReturn relative to maximum drawdown

1.79

3.53

-1.74

Martin ratioReturn relative to average drawdown

4.47

9.57

-5.10

IHCU.L vs. FBT.L - Sharpe Ratio Comparison

The current IHCU.L Sharpe Ratio is 1.36, which is lower than the FBT.L Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of IHCU.L and FBT.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IHCU.L vs. FBT.L - Drawdown Comparison

The maximum IHCU.L drawdown since its inception was -38.44%, which is greater than FBT.L's maximum drawdown of -30.39%. Use the drawdown chart below to compare losses from any high point for IHCU.L and FBT.L.


Loading charts...

Drawdown Indicators


IHCU.LFBT.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.44%

-30.39%

-8.05%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-13.81%

+2.27%

Max Drawdown (3Y)

Largest decline over 3 years

-23.98%

-24.59%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-23.98%

-24.59%

+0.61%

Max Drawdown (10Y)

Largest decline over 10 years

-23.98%

Current Drawdown

Current decline from peak

-4.34%

-4.56%

+0.22%

Average Drawdown

Average peak-to-trough decline

-9.78%

-13.21%

+3.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.63%

5.11%

-0.48%

Volatility

IHCU.L vs. FBT.L - Volatility Comparison

The current volatility for iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IHCU.L) is 5.45%, while First Trust NYSE Arca Biotechnology UCITS ETF Acc (FBT.L) has a volatility of 6.25%. This indicates that IHCU.L experiences smaller price fluctuations and is considered to be less risky than FBT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IHCU.LFBT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

6.25%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

11.14%

15.78%

-4.64%

Volatility (1Y)

Calculated over the trailing 1-year period

15.18%

20.92%

-5.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.31%

23.80%

-3.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.55%

3,210.80%

-3,192.25%

IHCU.L vs. FBT.L - Expense Ratio Comparison

IHCU.L has a 0.15% expense ratio, which is lower than FBT.L's 0.60% expense ratio.


Dividends

IHCU.L vs. FBT.L - Dividend Comparison

Neither IHCU.L nor FBT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IHCU.L and FBT.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IHCU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IHCU.L is cheaper with a 0.15% expense ratio, compared with 0.60% for FBT.L.

IHCU.L tracks iShares S&P 500 Health Care Sector UCITS ETF USD (Acc), while FBT.L tracks NASDAQ Biotechnology TR USD. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.15% for IHCU.L and 0.60% for FBT.L.

Portfolio Optimizer

Find the right allocation for IHCU.L and FBT.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer