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XBI vs. FTXH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XBI vs. FTXH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Biotech ETF (XBI) and First Trust Nasdaq Pharmaceuticals ETF (FTXH). The values are adjusted to include any dividend payments, if applicable.

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XBI vs. FTXH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XBI
SPDR S&P Biotech ETF
5.43%35.89%1.01%7.60%-25.87%-20.45%48.33%32.56%-15.28%43.77%
FTXH
First Trust Nasdaq Pharmaceuticals ETF
5.20%24.15%2.98%-1.41%2.55%6.14%11.73%22.13%-9.51%19.44%

Returns By Period

The year-to-date returns for both stocks are quite close, with XBI having a 5.43% return and FTXH slightly lower at 5.20%.


XBI

1D
0.64%
1M
1.58%
YTD
5.43%
6M
27.21%
1Y
65.07%
3Y*
19.25%
5Y*
-1.16%
10Y*
9.39%

FTXH

1D
0.69%
1M
-2.33%
YTD
5.20%
6M
17.23%
1Y
31.34%
3Y*
11.55%
5Y*
7.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XBI vs. FTXH - Expense Ratio Comparison

XBI has a 0.35% expense ratio, which is lower than FTXH's 0.60% expense ratio.


Return for Risk

XBI vs. FTXH — Risk / Return Rank

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

XBI
XBI Risk / Return Rank: 9393
Overall Rank
XBI Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XBI Sortino Ratio Rank: 9494
Sortino Ratio Rank
XBI Omega Ratio Rank: 8989
Omega Ratio Rank
XBI Calmar Ratio Rank: 9696
Calmar Ratio Rank
XBI Martin Ratio Rank: 9595
Martin Ratio Rank

FTXH
FTXH Risk / Return Rank: 7373
Overall Rank
FTXH Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FTXH Sortino Ratio Rank: 7777
Sortino Ratio Rank
FTXH Omega Ratio Rank: 7070
Omega Ratio Rank
FTXH Calmar Ratio Rank: 7575
Calmar Ratio Rank
FTXH Martin Ratio Rank: 6464
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. FTXH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Biotech ETF (XBI) and First Trust Nasdaq Pharmaceuticals ETF (FTXH). 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.


XBIFTXHDifference

Sharpe ratio

Return per unit of total volatility

2.28

1.51

+0.77

Sortino ratio

Return per unit of downside risk

2.99

2.06

+0.93

Omega ratio

Gain probability vs. loss probability

1.38

1.27

+0.10

Calmar ratio

Return relative to maximum drawdown

4.41

2.17

+2.24

Martin ratio

Return relative to average drawdown

16.21

7.06

+9.15

XBI vs. FTXH - Sharpe Ratio Comparison

The current XBI Sharpe Ratio is 2.28, which is higher than the FTXH Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of XBI and FTXH, 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


XBIFTXHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

1.51

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.47

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.38

-0.02

Correlation

The correlation between XBI and FTXH is 0.60, 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.


Dividends

XBI vs. FTXH - Dividend Comparison

XBI's dividend yield for the trailing twelve months is around 0.34%, less than FTXH's 1.22% 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%
FTXH
First Trust Nasdaq Pharmaceuticals ETF
1.22%1.41%1.66%1.55%1.11%1.03%0.82%0.67%0.91%2.18%0.19%0.00%

Drawdowns

XBI vs. FTXH - Drawdown Comparison

The maximum XBI drawdown since its inception was -63.89%, which is greater than FTXH's maximum drawdown of -32.11%. Use the drawdown chart below to compare losses from any high point for XBI and FTXH.


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Drawdown Indicators


XBIFTXHDifference

Max Drawdown

Largest peak-to-trough decline

-63.89%

-32.11%

-31.78%

Max Drawdown (1Y)

Largest decline over 1 year

-13.39%

-12.74%

-0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-55.04%

-19.51%

-35.53%

Max Drawdown (10Y)

Largest decline over 10 years

-63.89%

Current Drawdown

Current decline from peak

-25.70%

-2.69%

-23.01%

Average Drawdown

Average peak-to-trough decline

-20.91%

-5.88%

-15.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

3.92%

-0.27%

Volatility

XBI vs. FTXH - Volatility Comparison

SPDR S&P Biotech ETF (XBI) has a higher volatility of 11.31% compared to First Trust Nasdaq Pharmaceuticals ETF (FTXH) at 6.01%. This indicates that XBI's price experiences larger fluctuations and is considered to be riskier than FTXH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XBIFTXHDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.31%

6.01%

+5.30%

Volatility (6M)

Calculated over the trailing 6-month period

19.25%

11.84%

+7.41%

Volatility (1Y)

Calculated over the trailing 1-year period

28.95%

21.09%

+7.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.23%

16.15%

+16.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.15%

18.45%

+13.70%