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SBIO.L vs. AGED.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SBIO.L vs. AGED.L - Performance Comparison

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

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Returns By Period

In the year-to-date period, SBIO.L achieves a 14.76% return, which is significantly higher than AGED.L's 11.02% return.


SBIO.L

1D
0.44%
1M
9.18%
6M
12.82%
YTD
14.76%
1Y
49.55%
3Y*
17.44%
5Y*
5.79%
10Y*
8.95%

AGED.L

1D
-0.14%
1M
5.51%
6M
9.54%
YTD
11.02%
1Y
25.89%
3Y*
15.70%
5Y*
6.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBIO.L vs. AGED.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SBIO.L
Invesco Nasdaq Biotech UCITS ETF
14.76%32.89%-2.00%6.15%-11.85%-0.49%27.35%25.54%-11.34%21.45%
AGED.L
iShares Ageing Population UCITS ETF USD (Acc)
11.02%26.75%7.86%9.03%-14.29%4.61%13.29%19.47%-13.28%22.24%

Correlation

The correlation between SBIO.L and AGED.L is 0.63, 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

0.63

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

0.66

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

0.69

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2016

0.68

The correlation between SBIO.L and AGED.L has been stable across timeframes, ranging from 0.63 to 0.69 - a consistent structural relationship.

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Return for Risk

SBIO.L vs. AGED.L — Risk / Return Rank

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

SBIO.L
SBIO.L Risk / Return Rank: 9090
Overall Rank
SBIO.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SBIO.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
SBIO.L Omega Ratio Rank: 8383
Omega Ratio Rank
SBIO.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
SBIO.L Martin Ratio Rank: 9393
Martin Ratio Rank

AGED.L
AGED.L Risk / Return Rank: 7070
Overall Rank
AGED.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
AGED.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
AGED.L Omega Ratio Rank: 6464
Omega Ratio Rank
AGED.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
AGED.L Martin Ratio Rank: 7777
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.

SBIO.L vs. AGED.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq Biotech UCITS ETF (SBIO.L) and iShares Ageing Population UCITS ETF USD (Acc) (AGED.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SBIO.LAGED.LDifference
Sharpe ratioReturn per unit of total volatility

+0.72

Sortino ratioReturn per unit of downside risk

+0.87

Omega ratioGain probability vs. loss probability

1.39

1.31

+0.08

Calmar ratioReturn relative to maximum drawdown

6.45

3.12

+3.33

Martin ratioReturn relative to average drawdown

19.17

11.36

+7.81

SBIO.L vs. AGED.L - Sharpe Ratio Comparison

The current SBIO.L Sharpe Ratio is 2.43, which is higher than the AGED.L Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of SBIO.L and AGED.L, 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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Drawdowns

SBIO.L vs. AGED.L - Drawdown Comparison

The maximum SBIO.L drawdown since its inception was -39.44%, roughly equal to the maximum AGED.L drawdown of -40.12%. Use the drawdown chart below to compare losses from any high point for SBIO.L and AGED.L.


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Drawdown Indicators


SBIO.LAGED.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.44%

-40.12%

+0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-7.65%

-8.40%

+0.75%

Max Drawdown (3Y)

Largest decline over 3 years

-26.89%

-16.38%

-10.51%

Max Drawdown (5Y)

Largest decline over 5 years

-38.33%

-27.68%

-10.65%

Max Drawdown (10Y)

Largest decline over 10 years

-38.33%

Current Drawdown

Current decline from peak

-4.15%

-1.16%

-2.99%

Average Drawdown

Average peak-to-trough decline

-16.68%

-8.54%

-8.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.31%

+0.27%

Volatility

SBIO.L vs. AGED.L - Volatility Comparison

Invesco Nasdaq Biotech UCITS ETF (SBIO.L) has a higher volatility of 6.42% compared to iShares Ageing Population UCITS ETF USD (Acc) (AGED.L) at 3.77%. This indicates that SBIO.L's price experiences larger fluctuations and is considered to be riskier than AGED.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBIO.LAGED.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

3.77%

+2.65%

Volatility (6M)

Calculated over the trailing 6-month period

15.51%

12.23%

+3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

20.35%

15.33%

+5.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.26%

17.78%

+3.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.15%

17.74%

+4.41%

SBIO.L vs. AGED.L - Expense Ratio Comparison

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


Dividends

SBIO.L vs. AGED.L - Dividend Comparison

Neither SBIO.L nor AGED.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SBIO.L and AGED.L have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SBIO.L and AGED.L have the same expense ratio: 0.40% per year.

SBIO.L is categorized as Health & Biotech Equities, while AGED.L is Global Equities. SBIO.L tracks NASDAQ Biotechnology TR USD, while AGED.L tracks Stoxx Global Ageing Population Net USD Index. They also come from different issuers: Invesco and iShares.

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