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SBIO.L vs. DGTL.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SBIO.L and DGTL.L is 0.62, 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.


-0.50.00.51.00.6

Performance

SBIO.L vs. DGTL.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 Digitalisation UCITS Acc (DGTL.L). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-6.75%
20.53%
SBIO.L
DGTL.L

Key characteristics

Sharpe Ratio

SBIO.L:

0.21

DGTL.L:

2.09

Sortino Ratio

SBIO.L:

0.40

DGTL.L:

2.85

Omega Ratio

SBIO.L:

1.05

DGTL.L:

1.35

Calmar Ratio

SBIO.L:

0.15

DGTL.L:

1.20

Martin Ratio

SBIO.L:

0.62

DGTL.L:

11.68

Ulcer Index

SBIO.L:

6.18%

DGTL.L:

2.71%

Daily Std Dev

SBIO.L:

18.38%

DGTL.L:

15.17%

Max Drawdown

SBIO.L:

-39.44%

DGTL.L:

-46.85%

Current Drawdown

SBIO.L:

-15.52%

DGTL.L:

-1.09%

Returns By Period

In the year-to-date period, SBIO.L achieves a 5.50% return, which is significantly lower than DGTL.L's 7.62% return.


SBIO.L

YTD

5.50%

1M

5.11%

6M

-5.93%

1Y

3.56%

5Y*

3.88%

10Y*

2.89%

DGTL.L

YTD

7.62%

1M

7.21%

6M

21.04%

1Y

30.30%

5Y*

9.04%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


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

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


SBIO.L
Invesco Nasdaq Biotech UCITS ETF
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%
Expense ratio chart for DGTL.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

SBIO.L vs. DGTL.L — Risk-Adjusted Performance Rank

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

SBIO.L
The Risk-Adjusted Performance Rank of SBIO.L is 1010
Overall Rank
The Sharpe Ratio Rank of SBIO.L is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of SBIO.L is 1010
Sortino Ratio Rank
The Omega Ratio Rank of SBIO.L is 1010
Omega Ratio Rank
The Calmar Ratio Rank of SBIO.L is 1111
Calmar Ratio Rank
The Martin Ratio Rank of SBIO.L is 1010
Martin Ratio Rank

DGTL.L
The Risk-Adjusted Performance Rank of DGTL.L is 7373
Overall Rank
The Sharpe Ratio Rank of DGTL.L is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of DGTL.L is 8282
Sortino Ratio Rank
The Omega Ratio Rank of DGTL.L is 7777
Omega Ratio Rank
The Calmar Ratio Rank of DGTL.L is 4444
Calmar Ratio Rank
The Martin Ratio Rank of DGTL.L is 8080
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.

SBIO.L vs. DGTL.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq Biotech UCITS ETF (SBIO.L) and iShares Digitalisation UCITS Acc (DGTL.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 SBIO.L, currently valued at 0.21, compared to the broader market0.002.004.000.212.09
The chart of Sortino ratio for SBIO.L, currently valued at 0.40, compared to the broader market0.005.0010.000.402.85
The chart of Omega ratio for SBIO.L, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.35
The chart of Calmar ratio for SBIO.L, currently valued at 0.15, compared to the broader market0.005.0010.0015.0020.000.151.20
The chart of Martin ratio for SBIO.L, currently valued at 0.62, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.6211.68
SBIO.L
DGTL.L

The current SBIO.L Sharpe Ratio is 0.21, which is lower than the DGTL.L Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of SBIO.L and DGTL.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 Ratio-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.21
2.09
SBIO.L
DGTL.L

Dividends

SBIO.L vs. DGTL.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SBIO.L vs. DGTL.L - Drawdown Comparison

The maximum SBIO.L drawdown since its inception was -39.44%, smaller than the maximum DGTL.L drawdown of -46.85%. Use the drawdown chart below to compare losses from any high point for SBIO.L and DGTL.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-15.52%
-1.09%
SBIO.L
DGTL.L

Volatility

SBIO.L vs. DGTL.L - Volatility Comparison

Invesco Nasdaq Biotech UCITS ETF (SBIO.L) has a higher volatility of 5.32% compared to iShares Digitalisation UCITS Acc (DGTL.L) at 3.89%. This indicates that SBIO.L's price experiences larger fluctuations and is considered to be riskier than DGTL.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
5.32%
3.89%
SBIO.L
DGTL.L
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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.

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