PortfoliosLab logoPortfoliosLab logo
ITEC.L vs. FBTU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ITEC.L vs. FBTU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR® MSCI Europe Technology UCITS ETF (ITEC.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.

Loading graphics...

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


2026 (YTD)202520242023202220212020
ITEC.L
SPDR® MSCI Europe Technology UCITS ETF
6.41%9.68%8.54%34.99%-28.19%35.95%17.86%
FBTU.L
First Trust NYSE Arca Biotechnology UCITS ETF Class A USD Accumulating
-1.41%11.00%11.65%0.79%-0.14%3.43%-5.59%
Different Trading Currencies

ITEC.L is traded in EUR, while FBTU.L is traded in USD. To make them comparable, the FBTU.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ITEC.L achieves a 6.41% return, which is significantly higher than FBTU.L's -1.41% return.


ITEC.L

1D
4.37%
1M
-3.74%
YTD
6.41%
6M
10.28%
1Y
20.60%
3Y*
12.53%
5Y*
8.18%
10Y*
12.51%

FBTU.L

1D
2.57%
1M
0.21%
YTD
-1.41%
6M
11.49%
1Y
13.12%
3Y*
7.43%
5Y*
4.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


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

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


Return for Risk

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

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

ITEC.L
ITEC.L Risk / Return Rank: 4444
Overall Rank
ITEC.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
ITEC.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
ITEC.L Omega Ratio Rank: 3636
Omega Ratio Rank
ITEC.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
ITEC.L Martin Ratio Rank: 4242
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.

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

This table presents a comparison of risk-adjusted performance metrics for SPDR® MSCI Europe Technology UCITS ETF (ITEC.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.


ITEC.LFBTU.LDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.56

+0.24

Sortino ratio

Return per unit of downside risk

1.27

0.93

+0.33

Omega ratio

Gain probability vs. loss probability

1.15

1.12

+0.04

Calmar ratio

Return relative to maximum drawdown

1.63

1.12

+0.51

Martin ratio

Return relative to average drawdown

4.28

2.90

+1.39

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

The current ITEC.L Sharpe Ratio is 0.80, which is higher than the FBTU.L Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of ITEC.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.


Loading graphics...

Sharpe Ratios by Period


ITEC.LFBTU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.56

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.24

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.15

+0.36

Correlation

The correlation between ITEC.L and FBTU.L is 0.42, 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

ITEC.L vs. FBTU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

ITEC.L vs. FBTU.L - Drawdown Comparison

The maximum ITEC.L drawdown since its inception was -38.49%, which is greater than FBTU.L's maximum drawdown of -26.67%. Use the drawdown chart below to compare losses from any high point for ITEC.L and FBTU.L.


Loading graphics...

Drawdown Indicators


ITEC.LFBTU.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.49%

-33.73%

-4.76%

Max Drawdown (1Y)

Largest decline over 1 year

-13.75%

-14.30%

+0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-38.49%

-29.97%

-8.52%

Max Drawdown (10Y)

Largest decline over 10 years

-38.49%

Current Drawdown

Current decline from peak

-6.50%

-9.15%

+2.65%

Average Drawdown

Average peak-to-trough decline

-9.20%

-13.30%

+4.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.97%

4.82%

+0.15%

Volatility

ITEC.L vs. FBTU.L - Volatility Comparison

SPDR® MSCI Europe Technology UCITS ETF (ITEC.L) has a higher volatility of 8.83% compared to First Trust NYSE Arca Biotechnology UCITS ETF Class A USD Accumulating (FBTU.L) at 7.04%. This indicates that ITEC.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.


Loading graphics...

Volatility by Period


ITEC.LFBTU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.83%

7.04%

+1.79%

Volatility (6M)

Calculated over the trailing 6-month period

17.89%

14.65%

+3.24%

Volatility (1Y)

Calculated over the trailing 1-year period

25.73%

23.47%

+2.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.27%

20.49%

+4.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.77%

21.13%

+2.64%