PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NBTK.DE vs. SBIO.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NBTK.DE and SBIO.L is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

NBTK.DE vs. SBIO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Nasdaq Biotech UCITS ETF (NBTK.DE) and Invesco Nasdaq Biotech UCITS ETF (SBIO.L). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.97%
-5.78%
NBTK.DE
SBIO.L

Key characteristics

Sharpe Ratio

NBTK.DE:

0.32

SBIO.L:

0.23

Sortino Ratio

NBTK.DE:

0.55

SBIO.L:

0.43

Omega Ratio

NBTK.DE:

1.07

SBIO.L:

1.05

Calmar Ratio

NBTK.DE:

0.32

SBIO.L:

0.17

Martin Ratio

NBTK.DE:

1.10

SBIO.L:

0.67

Ulcer Index

NBTK.DE:

5.11%

SBIO.L:

6.22%

Daily Std Dev

NBTK.DE:

17.67%

SBIO.L:

18.39%

Max Drawdown

NBTK.DE:

-30.99%

SBIO.L:

-39.44%

Current Drawdown

NBTK.DE:

-7.93%

SBIO.L:

-14.45%

Returns By Period

In the year-to-date period, NBTK.DE achieves a 2.58% return, which is significantly lower than SBIO.L's 6.83% return.


NBTK.DE

YTD

2.58%

1M

0.70%

6M

-2.53%

1Y

5.64%

5Y*

4.03%

10Y*

N/A

SBIO.L

YTD

6.83%

1M

4.59%

6M

-5.08%

1Y

5.67%

5Y*

3.98%

10Y*

2.84%

*Annualized

Compare stocks, funds, or ETFs

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


NBTK.DE vs. SBIO.L - Expense Ratio Comparison

Both NBTK.DE and SBIO.L have an expense ratio of 0.40%.


NBTK.DE
Invesco Nasdaq Biotech UCITS ETF
Expense ratio chart for NBTK.DE: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for SBIO.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

NBTK.DE vs. SBIO.L — Risk-Adjusted Performance Rank

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

NBTK.DE
The Risk-Adjusted Performance Rank of NBTK.DE is 1414
Overall Rank
The Sharpe Ratio Rank of NBTK.DE is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of NBTK.DE is 1313
Sortino Ratio Rank
The Omega Ratio Rank of NBTK.DE is 1313
Omega Ratio Rank
The Calmar Ratio Rank of NBTK.DE is 1818
Calmar Ratio Rank
The Martin Ratio Rank of NBTK.DE is 1515
Martin Ratio Rank

SBIO.L
The Risk-Adjusted Performance Rank of SBIO.L is 1111
Overall Rank
The Sharpe Ratio Rank of SBIO.L is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of SBIO.L is 1111
Sortino Ratio Rank
The Omega Ratio Rank of SBIO.L is 1111
Omega Ratio Rank
The Calmar Ratio Rank of SBIO.L is 1212
Calmar Ratio Rank
The Martin Ratio Rank of SBIO.L is 1212
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.

NBTK.DE vs. SBIO.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq Biotech UCITS ETF (NBTK.DE) and Invesco Nasdaq Biotech UCITS ETF (SBIO.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.


Sharpe ratio
The chart of Sharpe ratio for NBTK.DE, currently valued at -0.18, compared to the broader market0.002.004.00-0.180.06
The chart of Sortino ratio for NBTK.DE, currently valued at -0.13, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.130.21
The chart of Omega ratio for NBTK.DE, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.000.981.03
The chart of Calmar ratio for NBTK.DE, currently valued at -0.13, compared to the broader market0.005.0010.0015.00-0.130.05
The chart of Martin ratio for NBTK.DE, currently valued at -0.50, compared to the broader market0.0020.0040.0060.0080.00100.00-0.500.19
NBTK.DE
SBIO.L

The current NBTK.DE Sharpe Ratio is 0.32, which is higher than the SBIO.L Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of NBTK.DE and SBIO.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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.18
0.06
NBTK.DE
SBIO.L

Dividends

NBTK.DE vs. SBIO.L - Dividend Comparison

Neither NBTK.DE nor SBIO.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NBTK.DE vs. SBIO.L - Drawdown Comparison

The maximum NBTK.DE drawdown since its inception was -30.99%, smaller than the maximum SBIO.L drawdown of -39.44%. Use the drawdown chart below to compare losses from any high point for NBTK.DE and SBIO.L. For additional features, visit the drawdowns tool.


-20.00%-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%SeptemberOctoberNovemberDecember2025February
-18.00%
-14.45%
NBTK.DE
SBIO.L

Volatility

NBTK.DE vs. SBIO.L - Volatility Comparison

The current volatility for Invesco Nasdaq Biotech UCITS ETF (NBTK.DE) is 4.14%, while Invesco Nasdaq Biotech UCITS ETF (SBIO.L) has a volatility of 5.21%. This indicates that NBTK.DE experiences smaller price fluctuations and is considered to be less risky than SBIO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
4.14%
5.21%
NBTK.DE
SBIO.L
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab