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XBI vs. ARKG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XBI vs. ARKG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Biotech ETF (XBI) and ARK Genomic Revolution Multi-Sector ETF (ARKG). The values are adjusted to include any dividend payments, if applicable.

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XBI vs. ARKG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XBI
SPDR S&P Biotech ETF
4.76%35.89%1.01%7.60%-25.87%-20.45%48.33%32.56%-15.28%43.77%
ARKG
ARK Genomic Revolution Multi-Sector ETF
-8.80%23.04%-28.24%16.22%-53.90%-33.92%180.40%44.00%-1.26%46.61%

Returns By Period

In the year-to-date period, XBI achieves a 4.76% return, which is significantly higher than ARKG's -8.80% return. Over the past 10 years, XBI has outperformed ARKG with an annualized return of 9.32%, while ARKG has yielded a comparatively lower 4.69% annualized return.


XBI

1D
7.53%
1M
0.28%
YTD
4.76%
6M
27.90%
1Y
58.08%
3Y*
19.00%
5Y*
-1.29%
10Y*
9.32%

ARKG

1D
6.45%
1M
-11.87%
YTD
-8.80%
6M
-4.86%
1Y
27.26%
3Y*
-4.22%
5Y*
-21.56%
10Y*
4.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XBI vs. ARKG - Expense Ratio Comparison

XBI has a 0.35% expense ratio, which is lower than ARKG's 0.75% expense ratio.


Return for Risk

XBI vs. ARKG — Risk / Return Rank

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

XBI
XBI Risk / Return Rank: 9292
Overall Rank
XBI Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
XBI Sortino Ratio Rank: 9393
Sortino Ratio Rank
XBI Omega Ratio Rank: 8787
Omega Ratio Rank
XBI Calmar Ratio Rank: 9595
Calmar Ratio Rank
XBI Martin Ratio Rank: 9494
Martin Ratio Rank

ARKG
ARKG Risk / Return Rank: 3636
Overall Rank
ARKG Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ARKG Sortino Ratio Rank: 4646
Sortino Ratio Rank
ARKG Omega Ratio Rank: 3535
Omega Ratio Rank
ARKG Calmar Ratio Rank: 3535
Calmar Ratio Rank
ARKG Martin Ratio Rank: 2929
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.

XBI vs. ARKG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Biotech ETF (XBI) and ARK Genomic Revolution Multi-Sector ETF (ARKG). 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.


XBIARKGDifference

Sharpe ratio

Return per unit of total volatility

2.02

0.61

+1.40

Sortino ratio

Return per unit of downside risk

2.70

1.19

+1.51

Omega ratio

Gain probability vs. loss probability

1.34

1.13

+0.21

Calmar ratio

Return relative to maximum drawdown

3.72

0.82

+2.90

Martin ratio

Return relative to average drawdown

13.98

2.22

+11.76

XBI vs. ARKG - Sharpe Ratio Comparison

The current XBI Sharpe Ratio is 2.02, which is higher than the ARKG Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of XBI and ARKG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XBIARKGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

0.61

+1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

-0.48

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.11

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.08

+0.28

Correlation

The correlation between XBI and ARKG is 0.82, 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.


Dividends

XBI vs. ARKG - Dividend Comparison

XBI's dividend yield for the trailing twelve months is around 0.34%, while ARKG has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
XBI
SPDR S&P Biotech ETF
0.34%0.37%0.15%0.02%0.00%0.04%0.20%0.00%0.28%0.24%0.26%0.61%
ARKG
ARK Genomic Revolution Multi-Sector ETF
0.00%0.00%0.00%0.00%0.00%0.62%0.85%3.14%0.82%1.34%0.00%0.00%

Drawdowns

XBI vs. ARKG - Drawdown Comparison

The maximum XBI drawdown since its inception was -63.89%, smaller than the maximum ARKG drawdown of -83.59%. Use the drawdown chart below to compare losses from any high point for XBI and ARKG.


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Drawdown Indicators


XBIARKGDifference

Max Drawdown

Largest peak-to-trough decline

-63.89%

-83.59%

+19.70%

Max Drawdown (1Y)

Largest decline over 1 year

-13.39%

-27.51%

+14.12%

Max Drawdown (5Y)

Largest decline over 5 years

-55.04%

-80.18%

+25.14%

Max Drawdown (10Y)

Largest decline over 10 years

-63.89%

-83.59%

+19.70%

Current Drawdown

Current decline from peak

-26.17%

-76.36%

+50.19%

Average Drawdown

Average peak-to-trough decline

-20.91%

-35.30%

+14.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

10.16%

-6.45%

Volatility

XBI vs. ARKG - Volatility Comparison

The current volatility for SPDR S&P Biotech ETF (XBI) is 11.60%, while ARK Genomic Revolution Multi-Sector ETF (ARKG) has a volatility of 13.28%. This indicates that XBI experiences smaller price fluctuations and is considered to be less risky than ARKG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XBIARKGDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.60%

13.28%

-1.68%

Volatility (6M)

Calculated over the trailing 6-month period

19.25%

31.86%

-12.61%

Volatility (1Y)

Calculated over the trailing 1-year period

29.24%

44.94%

-15.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.23%

45.37%

-13.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.15%

40.94%

-8.79%