SXRU.DE vs. FBT.L
SXRU.DE (iShares Dow Jones Industrial Average UCITS ETF (Acc)) and FBT.L (First Trust NYSE Arca Biotechnology UCITS ETF Acc) are both exchange-traded funds - SXRU.DE is a Large Cap Blend Equities fund tracking the Dow Jones Industrial Average, while FBT.L is a Health & Biotech Equities fund tracking the NASDAQ Biotechnology TR USD. Both are passively managed. Over the past 5 years, SXRU.DE returned 11.21%/yr vs 8.21%/yr for FBT.L. At a 0.50 correlation, their price movements are largely independent. SXRU.DE charges 0.33%/yr vs 0.60%/yr for FBT.L.
Performance
SXRU.DE vs. FBT.L - Performance Comparison
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Different Trading Currencies
SXRU.DE is traded in EUR, while FBT.L is traded in GBp. To make them comparable, the FBT.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXRU.DE achieves a 12.12% return, which is significantly lower than FBT.L's 20.51% return.
SXRU.DE
- 1D
- -0.09%
- 1M
- 5.97%
- YTD
- 12.12%
- 6M
- 12.26%
- 1Y
- 25.67%
- 3Y*
- 15.60%
- 5Y*
- 11.21%
- 10Y*
- 13.10%
FBT.L
- 1D
- 2.64%
- 1M
- 17.32%
- YTD
- 20.51%
- 6M
- 17.37%
- 1Y
- 55.51%
- 3Y*
- 15.45%
- 5Y*
- 8.21%
- 10Y*
- —
SXRU.DE vs. FBT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 12.12% | 2.08% | 21.16% | 11.74% | -2.47% | 31.86% | 11.17% |
FBT.L First Trust NYSE Arca Biotechnology UCITS ETF Acc | 20.51% | 11.16% | 11.66% | 0.27% | -0.11% | 3.77% | 7,495.07% |
Correlation
The correlation between SXRU.DE and FBT.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since May 20, 2020 | 0.50 |
The correlation between SXRU.DE and FBT.L has been stable across timeframes, ranging from 0.46 to 0.51 - a consistent structural relationship.
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Return for Risk
SXRU.DE vs. FBT.L — Risk / Return Rank
SXRU.DE
FBT.L
SXRU.DE vs. FBT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) and First Trust NYSE Arca Biotechnology UCITS ETF Acc (FBT.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.
| SXRU.DE | FBT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.44 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.50 | 4.16 | -0.66 |
| Martin ratioReturn relative to average drawdown | 11.70 | 11.09 | +0.61 |
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Drawdowns
SXRU.DE vs. FBT.L - Drawdown Comparison
The maximum SXRU.DE drawdown since its inception was -36.09%, which is greater than FBT.L's maximum drawdown of -26.40%. Use the drawdown chart below to compare losses from any high point for SXRU.DE and FBT.L.
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Drawdown Indicators
| SXRU.DE | FBT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.09% | -26.40% | -9.69% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -13.29% | +5.99% |
Max Drawdown (3Y)Largest decline over 3 years | -21.13% | -26.22% | +5.09% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -26.22% | +5.09% |
Max Drawdown (10Y)Largest decline over 10 years | -36.09% | — | — |
Current DrawdownCurrent decline from peak | -0.09% | 0.00% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -5.38% | -10.68% | +5.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 4.99% | -2.80% |
Volatility
SXRU.DE vs. FBT.L - Volatility Comparison
The current volatility for iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) is 3.03%, while First Trust NYSE Arca Biotechnology UCITS ETF Acc (FBT.L) has a volatility of 7.22%. This indicates that SXRU.DE experiences smaller price fluctuations and is considered to be less risky than FBT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRU.DE | FBT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 7.22% | -4.19% |
Volatility (6M)Calculated over the trailing 6-month period | 8.58% | 15.85% | -7.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.00% | 21.07% | -9.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.06% | 24.08% | -10.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.00% | 3,225.67% | -3,209.67% |
SXRU.DE vs. FBT.L - Expense Ratio Comparison
SXRU.DE has a 0.33% expense ratio, which is lower than FBT.L's 0.60% expense ratio.
Dividends
SXRU.DE vs. FBT.L - Dividend Comparison
Neither SXRU.DE nor FBT.L has paid dividends to shareholders.
Frequently Asked Questions
SXRU.DE and FBT.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRU.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRU.DE is cheaper with a 0.33% expense ratio, compared with 0.60% for FBT.L.
SXRU.DE is categorized as Large Cap Blend Equities, while FBT.L is Health & Biotech Equities. SXRU.DE tracks Dow Jones Industrial Average, while FBT.L tracks NASDAQ Biotechnology TR USD. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.33% for SXRU.DE and 0.60% for FBT.L.
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