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SBIO.L vs. NBTK.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SBIO.L and NBTK.DE 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

SBIO.L vs. NBTK.DE - Performance Comparison

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

-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.75%
-9.53%
SBIO.L
NBTK.DE

Key characteristics

Sharpe Ratio

SBIO.L:

0.21

NBTK.DE:

0.32

Sortino Ratio

SBIO.L:

0.40

NBTK.DE:

0.55

Omega Ratio

SBIO.L:

1.05

NBTK.DE:

1.07

Calmar Ratio

SBIO.L:

0.15

NBTK.DE:

0.32

Martin Ratio

SBIO.L:

0.62

NBTK.DE:

1.10

Ulcer Index

SBIO.L:

6.18%

NBTK.DE:

5.11%

Daily Std Dev

SBIO.L:

18.38%

NBTK.DE:

17.67%

Max Drawdown

SBIO.L:

-39.44%

NBTK.DE:

-30.99%

Current Drawdown

SBIO.L:

-15.52%

NBTK.DE:

-7.93%

Returns By Period

In the year-to-date period, SBIO.L achieves a 5.50% return, which is significantly higher than NBTK.DE's 2.58% return.


SBIO.L

YTD

5.50%

1M

5.11%

6M

-5.93%

1Y

3.56%

5Y*

3.88%

10Y*

2.89%

NBTK.DE

YTD

2.58%

1M

1.41%

6M

-2.09%

1Y

4.58%

5Y*

4.16%

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. NBTK.DE - Expense Ratio Comparison

Both SBIO.L and NBTK.DE 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 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%

Risk-Adjusted Performance

SBIO.L vs. NBTK.DE — 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

NBTK.DE
The Risk-Adjusted Performance Rank of NBTK.DE is 1313
Overall Rank
The Sharpe Ratio Rank of NBTK.DE is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of NBTK.DE is 1212
Sortino Ratio Rank
The Omega Ratio Rank of NBTK.DE is 1212
Omega Ratio Rank
The Calmar Ratio Rank of NBTK.DE is 1717
Calmar Ratio Rank
The Martin Ratio Rank of NBTK.DE is 1414
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. NBTK.DE - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for SBIO.L, currently valued at 0.09, compared to the broader market0.002.004.000.09-0.07
The chart of Sortino ratio for SBIO.L, currently valued at 0.24, compared to the broader market0.005.0010.000.240.02
The chart of Omega ratio for SBIO.L, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.00
The chart of Calmar ratio for SBIO.L, currently valued at 0.07, compared to the broader market0.005.0010.0015.0020.000.07-0.05
The chart of Martin ratio for SBIO.L, currently valued at 0.26, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.26-0.20
SBIO.L
NBTK.DE

The current SBIO.L Sharpe Ratio is 0.21, which is lower than the NBTK.DE Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of SBIO.L and NBTK.DE, 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
0.09
-0.07
SBIO.L
NBTK.DE

Dividends

SBIO.L vs. NBTK.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SBIO.L vs. NBTK.DE - Drawdown Comparison

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


-20.00%-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%SeptemberOctoberNovemberDecember2025February
-15.52%
-18.00%
SBIO.L
NBTK.DE

Volatility

SBIO.L vs. NBTK.DE - Volatility Comparison

Invesco Nasdaq Biotech UCITS ETF (SBIO.L) has a higher volatility of 5.32% compared to Invesco Nasdaq Biotech UCITS ETF (NBTK.DE) at 4.43%. This indicates that SBIO.L's price experiences larger fluctuations and is considered to be riskier than NBTK.DE 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%
4.43%
SBIO.L
NBTK.DE
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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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