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NBTK.DE vs. XDG3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NBTK.DE vs. XDG3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Nasdaq Biotech UCITS ETF (NBTK.DE) and Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C (XDG3.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, NBTK.DE achieves a 4.27% return, which is significantly higher than XDG3.DE's -6.02% return.


NBTK.DE

1D
2.92%
1M
0.38%
YTD
4.27%
6M
3.76%
1Y
39.20%
3Y*
9.94%
5Y*
5.63%
10Y*

XDG3.DE

1D
2.88%
1M
2.53%
YTD
-6.02%
6M
-6.54%
1Y
2.67%
3Y*
1.94%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NBTK.DE vs. XDG3.DE - Yearly Performance Comparison


2026 (YTD)202520242023
NBTK.DE
Invesco Nasdaq Biotech UCITS ETF
4.27%18.60%4.57%1.65%
XDG3.DE
Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C
-6.02%1.47%9.58%2.52%

Correlation

The correlation between NBTK.DE and XDG3.DE is 0.76, 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

0.76

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

0.72

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2023

0.72

The correlation between NBTK.DE and XDG3.DE has been stable across timeframes, ranging from 0.72 to 0.76 - a consistent structural relationship.

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Return for Risk

NBTK.DE vs. XDG3.DE — Risk / Return Rank

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

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

XDG3.DE
XDG3.DE Risk / Return Rank: 1111
Overall Rank
XDG3.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
XDG3.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
XDG3.DE Omega Ratio Rank: 1111
Omega Ratio Rank
XDG3.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
XDG3.DE Martin Ratio Rank: 1111
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.

NBTK.DE vs. XDG3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq Biotech UCITS ETF (NBTK.DE) and Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C (XDG3.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.


NBTK.DEXDG3.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.87

Sortino ratioReturn per unit of downside risk

+2.52

Omega ratioGain probability vs. loss probability

1.34

1.04

+0.30

Calmar ratioReturn relative to maximum drawdown

6.16

0.17

+5.99

Martin ratioReturn relative to average drawdown

17.06

0.44

+16.62

NBTK.DE vs. XDG3.DE - Sharpe Ratio Comparison

The current NBTK.DE Sharpe Ratio is 2.03, which is higher than the XDG3.DE Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of NBTK.DE and XDG3.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


NBTK.DEXDG3.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

0.16

+1.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.16

+0.26

Drawdowns

NBTK.DE vs. XDG3.DE - Drawdown Comparison

The maximum NBTK.DE drawdown since its inception was -30.99%, which is greater than XDG3.DE's maximum drawdown of -20.49%. Use the drawdown chart below to compare losses from any high point for NBTK.DE and XDG3.DE.


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Drawdown Indicators


NBTK.DEXDG3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.99%

-20.49%

-10.50%

Max Drawdown (1Y)

Largest decline over 1 year

-6.24%

-13.31%

+7.07%

Max Drawdown (3Y)

Largest decline over 3 years

-29.35%

-20.49%

-8.86%

Max Drawdown (5Y)

Largest decline over 5 years

-30.99%

Current Drawdown

Current decline from peak

-1.44%

-11.91%

+10.47%

Average Drawdown

Average peak-to-trough decline

-10.62%

-5.57%

-5.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

5.29%

-3.03%

Volatility

NBTK.DE vs. XDG3.DE - Volatility Comparison

Invesco Nasdaq Biotech UCITS ETF (NBTK.DE) has a higher volatility of 6.41% compared to Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C (XDG3.DE) at 4.95%. This indicates that NBTK.DE's price experiences larger fluctuations and is considered to be riskier than XDG3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NBTK.DEXDG3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

4.95%

+1.46%

Volatility (6M)

Calculated over the trailing 6-month period

14.11%

10.56%

+3.55%

Volatility (1Y)

Calculated over the trailing 1-year period

19.00%

14.57%

+4.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.30%

13.31%

+6.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.05%

13.31%

+8.74%

NBTK.DE vs. XDG3.DE - Expense Ratio Comparison

NBTK.DE has a 0.40% expense ratio, which is higher than XDG3.DE's 0.35% expense ratio.


Dividends

NBTK.DE vs. XDG3.DE - Dividend Comparison

Neither NBTK.DE nor XDG3.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


NBTK.DE and XDG3.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDG3.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDG3.DE is cheaper with a 0.35% expense ratio, compared with 0.40% for NBTK.DE.

NBTK.DE tracks Nasdaq Biotechnology, while XDG3.DE tracks MSCI ACWI IMI SDG 3 Good Health and Well-being Select. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.40% for NBTK.DE and 0.35% for XDG3.DE.

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