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PBE vs. IBBQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PBE and IBBQ is 0.61, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

PBE vs. IBBQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Biotechnology & Genome ETF (PBE) and Invesco Nasdaq Biotechnology ETF (IBBQ). The values are adjusted to include any dividend payments, if applicable.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.79%
-16.50%
PBE
IBBQ

Key characteristics

Sharpe Ratio

PBE:

-0.00

IBBQ:

0.00

Sortino Ratio

PBE:

0.14

IBBQ:

0.15

Omega Ratio

PBE:

1.02

IBBQ:

1.02

Calmar Ratio

PBE:

-0.00

IBBQ:

0.00

Martin Ratio

PBE:

-0.01

IBBQ:

0.01

Ulcer Index

PBE:

6.53%

IBBQ:

7.77%

Daily Std Dev

PBE:

21.29%

IBBQ:

20.79%

Max Drawdown

PBE:

-45.69%

IBBQ:

-37.94%

Current Drawdown

PBE:

-27.03%

IBBQ:

-22.36%

Returns By Period

In the year-to-date period, PBE achieves a -8.14% return, which is significantly lower than IBBQ's -4.01% return.


PBE

YTD

-8.14%

1M

-5.81%

6M

-8.93%

1Y

1.21%

5Y*

2.30%

10Y*

1.30%

IBBQ

YTD

-4.01%

1M

-5.38%

6M

-11.77%

1Y

0.67%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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PBE vs. IBBQ - Expense Ratio Comparison

PBE has a 0.59% expense ratio, which is higher than IBBQ's 0.00% expense ratio.


Expense ratio chart for PBE: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PBE: 0.59%
Expense ratio chart for IBBQ: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IBBQ: 0.00%

Risk-Adjusted Performance

PBE vs. IBBQ — Risk-Adjusted Performance Rank

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

PBE
The Risk-Adjusted Performance Rank of PBE is 2222
Overall Rank
The Sharpe Ratio Rank of PBE is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of PBE is 2222
Sortino Ratio Rank
The Omega Ratio Rank of PBE is 2222
Omega Ratio Rank
The Calmar Ratio Rank of PBE is 2121
Calmar Ratio Rank
The Martin Ratio Rank of PBE is 2121
Martin Ratio Rank

IBBQ
The Risk-Adjusted Performance Rank of IBBQ is 2222
Overall Rank
The Sharpe Ratio Rank of IBBQ is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of IBBQ is 2222
Sortino Ratio Rank
The Omega Ratio Rank of IBBQ is 2222
Omega Ratio Rank
The Calmar Ratio Rank of IBBQ is 2222
Calmar Ratio Rank
The Martin Ratio Rank of IBBQ is 2222
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.

PBE vs. IBBQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Biotechnology & Genome ETF (PBE) and Invesco Nasdaq Biotechnology ETF (IBBQ). 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.


The chart of Sharpe ratio for PBE, currently valued at -0.00, compared to the broader market-1.000.001.002.003.004.00
PBE: -0.00
IBBQ: 0.00
The chart of Sortino ratio for PBE, currently valued at 0.14, compared to the broader market-2.000.002.004.006.008.00
PBE: 0.14
IBBQ: 0.15
The chart of Omega ratio for PBE, currently valued at 1.02, compared to the broader market0.501.001.502.002.50
PBE: 1.02
IBBQ: 1.02
The chart of Calmar ratio for PBE, currently valued at -0.00, compared to the broader market0.002.004.006.008.0010.0012.00
PBE: -0.00
IBBQ: 0.00
The chart of Martin ratio for PBE, currently valued at -0.01, compared to the broader market0.0020.0040.0060.00
PBE: -0.01
IBBQ: 0.01

The current PBE Sharpe Ratio is -0.00, which is lower than the IBBQ Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of PBE and IBBQ, 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.00
0.00
PBE
IBBQ

Dividends

PBE vs. IBBQ - Dividend Comparison

PBE's dividend yield for the trailing twelve months is around 0.07%, less than IBBQ's 1.17% yield.


TTM20242023202220212020201920182017201620152014
PBE
Invesco Dynamic Biotechnology & Genome ETF
0.07%0.05%0.02%0.00%0.00%0.04%0.00%0.00%0.57%0.38%1.12%0.55%
IBBQ
Invesco Nasdaq Biotechnology ETF
1.17%1.14%0.81%0.76%0.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PBE vs. IBBQ - Drawdown Comparison

The maximum PBE drawdown since its inception was -45.69%, which is greater than IBBQ's maximum drawdown of -37.94%. Use the drawdown chart below to compare losses from any high point for PBE and IBBQ. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-23.36%
-22.36%
PBE
IBBQ

Volatility

PBE vs. IBBQ - Volatility Comparison

Invesco Dynamic Biotechnology & Genome ETF (PBE) and Invesco Nasdaq Biotechnology ETF (IBBQ) have volatilities of 12.41% and 11.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.41%
11.96%
PBE
IBBQ