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XBI vs. IBB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XBI and IBB is 0.62, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

XBI vs. IBB - Performance Comparison

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

350.00%400.00%450.00%500.00%550.00%NovemberDecember2025FebruaryMarchApril
418.97%
382.80%
XBI
IBB

Key characteristics

Sharpe Ratio

XBI:

-0.12

IBB:

-0.06

Sortino Ratio

XBI:

0.02

IBB:

0.06

Omega Ratio

XBI:

1.00

IBB:

1.01

Calmar Ratio

XBI:

-0.05

IBB:

-0.03

Martin Ratio

XBI:

-0.30

IBB:

-0.16

Ulcer Index

XBI:

10.83%

IBB:

7.78%

Daily Std Dev

XBI:

27.01%

IBB:

21.05%

Max Drawdown

XBI:

-63.89%

IBB:

-62.85%

Current Drawdown

XBI:

-53.42%

IBB:

-28.76%

Returns By Period

In the year-to-date period, XBI achieves a -10.18% return, which is significantly lower than IBB's -5.97% return. Over the past 10 years, XBI has outperformed IBB with an annualized return of 1.11%, while IBB has yielded a comparatively lower 0.90% annualized return.


XBI

YTD

-10.18%

1M

-7.11%

6M

-16.82%

1Y

-3.49%

5Y*

-3.50%

10Y*

1.11%

IBB

YTD

-5.97%

1M

-6.60%

6M

-12.16%

1Y

-2.52%

5Y*

-0.04%

10Y*

0.90%

*Annualized

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XBI vs. IBB - Expense Ratio Comparison

XBI has a 0.35% expense ratio, which is lower than IBB's 0.47% expense ratio.


Expense ratio chart for IBB: current value is 0.47%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IBB: 0.47%
Expense ratio chart for XBI: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XBI: 0.35%

Risk-Adjusted Performance

XBI vs. IBB — Risk-Adjusted Performance Rank

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

XBI
The Risk-Adjusted Performance Rank of XBI is 1717
Overall Rank
The Sharpe Ratio Rank of XBI is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of XBI is 1818
Sortino Ratio Rank
The Omega Ratio Rank of XBI is 1818
Omega Ratio Rank
The Calmar Ratio Rank of XBI is 1818
Calmar Ratio Rank
The Martin Ratio Rank of XBI is 1717
Martin Ratio Rank

IBB
The Risk-Adjusted Performance Rank of IBB is 2020
Overall Rank
The Sharpe Ratio Rank of IBB is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of IBB is 2020
Sortino Ratio Rank
The Omega Ratio Rank of IBB is 1919
Omega Ratio Rank
The Calmar Ratio Rank of IBB is 2020
Calmar Ratio Rank
The Martin Ratio Rank of IBB is 1919
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.

XBI vs. IBB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Biotech ETF (XBI) and iShares Nasdaq Biotechnology ETF (IBB). 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.


The chart of Sharpe ratio for XBI, currently valued at -0.12, compared to the broader market-1.000.001.002.003.004.00
XBI: -0.12
IBB: -0.06
The chart of Sortino ratio for XBI, currently valued at 0.02, compared to the broader market-2.000.002.004.006.008.00
XBI: 0.02
IBB: 0.06
The chart of Omega ratio for XBI, currently valued at 1.00, compared to the broader market0.501.001.502.00
XBI: 1.00
IBB: 1.01
The chart of Calmar ratio for XBI, currently valued at -0.05, compared to the broader market0.002.004.006.008.0010.0012.00
XBI: -0.05
IBB: -0.03
The chart of Martin ratio for XBI, currently valued at -0.30, compared to the broader market0.0020.0040.0060.00
XBI: -0.30
IBB: -0.16

The current XBI Sharpe Ratio is -0.12, which is lower than the IBB Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of XBI and IBB, 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 Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.12
-0.06
XBI
IBB

Dividends

XBI vs. IBB - Dividend Comparison

XBI's dividend yield for the trailing twelve months is around 0.17%, less than IBB's 0.31% yield.


TTM20242023202220212020201920182017201620152014
XBI
SPDR S&P Biotech ETF
0.17%0.15%0.02%0.00%0.04%0.20%0.00%0.28%0.24%0.26%0.61%1.07%
IBB
iShares Nasdaq Biotechnology ETF
0.31%0.29%0.26%0.31%0.21%0.20%0.17%0.19%0.30%0.19%0.03%0.15%

Drawdowns

XBI vs. IBB - Drawdown Comparison

The maximum XBI drawdown since its inception was -63.89%, roughly equal to the maximum IBB drawdown of -62.85%. Use the drawdown chart below to compare losses from any high point for XBI and IBB. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-53.42%
-28.76%
XBI
IBB

Volatility

XBI vs. IBB - Volatility Comparison

SPDR S&P Biotech ETF (XBI) has a higher volatility of 15.26% compared to iShares Nasdaq Biotechnology ETF (IBB) at 12.79%. This indicates that XBI's price experiences larger fluctuations and is considered to be riskier than IBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.26%
12.79%
XBI
IBB