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LHTC.DE vs. NBTK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LHTC.DE vs. NBTK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Healthcare UCITS ETF Acc (LHTC.DE) and Invesco Nasdaq Biotech UCITS ETF (NBTK.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LHTC.DE achieves a -2.55% return, which is significantly lower than NBTK.DE's 4.27% return.


LHTC.DE

1D
3.03%
1M
0.27%
YTD
-2.55%
6M
-1.03%
1Y
4.57%
3Y*
2.35%
5Y*
5.04%
10Y*
5.88%

NBTK.DE

1D
2.92%
1M
0.38%
YTD
4.27%
6M
3.76%
1Y
39.20%
3Y*
9.94%
5Y*
5.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LHTC.DE vs. NBTK.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LHTC.DE
Lyxor STOXX Europe 600 Healthcare UCITS ETF Acc
-2.55%7.11%3.92%7.59%-6.20%25.48%-1.95%10.46%
NBTK.DE
Invesco Nasdaq Biotech UCITS ETF
4.27%18.60%4.57%2.51%-6.11%7.46%14.59%17.24%

Correlation

The correlation between LHTC.DE and NBTK.DE is 0.59, 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

0.59

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

0.53

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

0.55

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2019

0.57

The correlation between LHTC.DE and NBTK.DE has been stable across timeframes, ranging from 0.53 to 0.59 - a consistent structural relationship.

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Return for Risk

LHTC.DE vs. NBTK.DE — Risk / Return Rank

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

LHTC.DE
LHTC.DE Risk / Return Rank: 1414
Overall Rank
LHTC.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
LHTC.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
LHTC.DE Omega Ratio Rank: 1313
Omega Ratio Rank
LHTC.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
LHTC.DE Martin Ratio Rank: 1313
Martin Ratio Rank

NBTK.DE
NBTK.DE Risk / Return Rank: 7171
Overall Rank
NBTK.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
NBTK.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
NBTK.DE Omega Ratio Rank: 5656
Omega Ratio Rank
NBTK.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
NBTK.DE Martin Ratio Rank: 8484
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.

LHTC.DE vs. NBTK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Healthcare UCITS ETF Acc (LHTC.DE) and Invesco Nasdaq Biotech UCITS ETF (NBTK.DE). 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.


LHTC.DENBTK.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.72

Sortino ratioReturn per unit of downside risk

-2.30

Omega ratioGain probability vs. loss probability

1.07

1.34

-0.27

Calmar ratioReturn relative to maximum drawdown

0.40

6.16

-5.76

Martin ratioReturn relative to average drawdown

0.89

17.06

-16.17

LHTC.DE vs. NBTK.DE - Sharpe Ratio Comparison

The current LHTC.DE Sharpe Ratio is 0.30, which is lower than the NBTK.DE Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of LHTC.DE and NBTK.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LHTC.DENBTK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

2.03

-1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.27

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.42

+0.02

Drawdowns

LHTC.DE vs. NBTK.DE - Drawdown Comparison

The maximum LHTC.DE drawdown since its inception was -40.53%, which is greater than NBTK.DE's maximum drawdown of -30.99%. Use the drawdown chart below to compare losses from any high point for LHTC.DE and NBTK.DE.


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Drawdown Indicators


LHTC.DENBTK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.53%

-30.99%

-9.54%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-6.24%

-6.19%

Max Drawdown (3Y)

Largest decline over 3 years

-26.48%

-29.35%

+2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-26.48%

-30.99%

+4.51%

Max Drawdown (10Y)

Largest decline over 10 years

-26.48%

Current Drawdown

Current decline from peak

-11.60%

-1.44%

-10.16%

Average Drawdown

Average peak-to-trough decline

-9.31%

-10.62%

+1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.67%

2.26%

+3.41%

Volatility

LHTC.DE vs. NBTK.DE - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Healthcare UCITS ETF Acc (LHTC.DE) is 5.69%, while Invesco Nasdaq Biotech UCITS ETF (NBTK.DE) has a volatility of 6.41%. This indicates that LHTC.DE experiences smaller price fluctuations and is considered to be less risky than NBTK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LHTC.DENBTK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.69%

6.41%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

11.67%

14.11%

-2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

16.60%

19.00%

-2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.44%

20.30%

-4.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.57%

22.05%

-6.48%

LHTC.DE vs. NBTK.DE - Expense Ratio Comparison

LHTC.DE has a 0.30% expense ratio, which is lower than NBTK.DE's 0.40% expense ratio.


Dividends

LHTC.DE vs. NBTK.DE - Dividend Comparison

Neither LHTC.DE nor NBTK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LHTC.DE and NBTK.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LHTC.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LHTC.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for NBTK.DE.

LHTC.DE tracks STOXX® Europe 600 Health Care, while NBTK.DE tracks Nasdaq Biotechnology. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.30% for LHTC.DE and 0.40% for NBTK.DE.

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