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XBI vs. FBIOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XBI vs. FBIOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Biotech ETF (XBI) and Fidelity Select Biotechnology Portfolio (FBIOX). The values are adjusted to include any dividend payments, if applicable.

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XBI vs. FBIOX - 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%
FBIOX
Fidelity Select Biotechnology Portfolio
-3.22%36.38%7.26%10.09%-15.87%-12.26%38.62%36.12%-10.92%27.87%

Returns By Period

In the year-to-date period, XBI achieves a 4.76% return, which is significantly higher than FBIOX's -3.22% return. Over the past 10 years, XBI has underperformed FBIOX with an annualized return of 9.32%, while FBIOX has yielded a comparatively higher 9.85% 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%

FBIOX

1D
0.08%
1M
-6.89%
YTD
-3.22%
6M
11.54%
1Y
33.83%
3Y*
17.53%
5Y*
3.77%
10Y*
9.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XBI vs. FBIOX - Expense Ratio Comparison

XBI has a 0.35% expense ratio, which is lower than FBIOX's 0.69% expense ratio.


Return for Risk

XBI vs. FBIOX — 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

FBIOX
FBIOX Risk / Return Rank: 7676
Overall Rank
FBIOX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FBIOX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FBIOX Omega Ratio Rank: 6464
Omega Ratio Rank
FBIOX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FBIOX Martin Ratio Rank: 7979
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. FBIOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Biotech ETF (XBI) and Fidelity Select Biotechnology Portfolio (FBIOX). 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.


XBIFBIOXDifference

Sharpe ratio

Return per unit of total volatility

2.02

1.35

+0.67

Sortino ratio

Return per unit of downside risk

2.70

1.84

+0.86

Omega ratio

Gain probability vs. loss probability

1.34

1.24

+0.10

Calmar ratio

Return relative to maximum drawdown

3.72

2.10

+1.63

Martin ratio

Return relative to average drawdown

13.98

7.73

+6.25

XBI vs. FBIOX - Sharpe Ratio Comparison

The current XBI Sharpe Ratio is 2.02, which is higher than the FBIOX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of XBI and FBIOX, 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


XBIFBIOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

1.35

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.15

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.37

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.47

-0.11

Correlation

The correlation between XBI and FBIOX is 0.95, 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. FBIOX - Dividend Comparison

XBI's dividend yield for the trailing twelve months is around 0.34%, less than FBIOX's 2.55% yield.


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%
FBIOX
Fidelity Select Biotechnology Portfolio
2.55%2.47%1.21%0.45%0.00%14.48%19.46%8.89%11.18%1.41%3.42%6.71%

Drawdowns

XBI vs. FBIOX - Drawdown Comparison

The maximum XBI drawdown since its inception was -63.89%, smaller than the maximum FBIOX drawdown of -71.98%. Use the drawdown chart below to compare losses from any high point for XBI and FBIOX.


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Drawdown Indicators


XBIFBIOXDifference

Max Drawdown

Largest peak-to-trough decline

-63.89%

-71.98%

+8.09%

Max Drawdown (1Y)

Largest decline over 1 year

-13.39%

-12.27%

-1.12%

Max Drawdown (5Y)

Largest decline over 5 years

-55.04%

-44.87%

-10.17%

Max Drawdown (10Y)

Largest decline over 10 years

-63.89%

-48.66%

-15.23%

Current Drawdown

Current decline from peak

-26.17%

-7.32%

-18.85%

Average Drawdown

Average peak-to-trough decline

-20.91%

-23.72%

+2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

4.05%

-0.34%

Volatility

XBI vs. FBIOX - Volatility Comparison

SPDR S&P Biotech ETF (XBI) has a higher volatility of 11.60% compared to Fidelity Select Biotechnology Portfolio (FBIOX) at 7.30%. This indicates that XBI's price experiences larger fluctuations and is considered to be riskier than FBIOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XBIFBIOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.60%

7.30%

+4.30%

Volatility (6M)

Calculated over the trailing 6-month period

19.25%

14.68%

+4.57%

Volatility (1Y)

Calculated over the trailing 1-year period

29.24%

23.91%

+5.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.23%

24.85%

+7.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.15%

26.38%

+5.77%