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XBI vs. PBPH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XBI vs. PBPH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Biotech ETF (XBI) and Portfolio Building Block World Pharma and Biotech Index ETF (PBPH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XBI achieves a 9.42% return, which is significantly higher than PBPH's 1.75% return.


XBI

1D
2.77%
1M
-0.28%
YTD
9.42%
6M
8.61%
1Y
62.35%
3Y*
15.65%
5Y*
1.14%
10Y*
8.53%

PBPH

1D
2.92%
1M
2.45%
YTD
1.75%
6M
3.89%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XBI vs. PBPH - Yearly Performance Comparison


Correlation

The correlation between XBI and PBPH is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 26, 2025

0.63

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Return for Risk

XBI vs. PBPH — Risk / Return Rank

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

XBI
XBI Risk / Return Rank: 8080
Overall Rank
XBI Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XBI Sortino Ratio Rank: 7575
Sortino Ratio Rank
XBI Omega Ratio Rank: 6767
Omega Ratio Rank
XBI Calmar Ratio Rank: 9393
Calmar Ratio Rank
XBI Martin Ratio Rank: 8989
Martin Ratio Rank

PBPH
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. PBPH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Biotech ETF (XBI) and Portfolio Building Block World Pharma and Biotech Index ETF (PBPH). 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.


XBIPBPHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

6.45

Martin ratioReturn relative to average drawdown

19.53

XBI vs. PBPH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XBIPBPHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.29

+0.07

Drawdowns

XBI vs. PBPH - Drawdown Comparison

The maximum XBI drawdown since its inception was -63.89%, which is greater than PBPH's maximum drawdown of -11.10%. Use the drawdown chart below to compare losses from any high point for XBI and PBPH.


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Drawdown Indicators


XBIPBPHDifference

Max Drawdown

Largest peak-to-trough decline

-63.89%

-11.10%

-52.79%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

Max Drawdown (3Y)

Largest decline over 3 years

-32.99%

Max Drawdown (5Y)

Largest decline over 5 years

-54.71%

Max Drawdown (10Y)

Largest decline over 10 years

-63.89%

Current Drawdown

Current decline from peak

-22.89%

-6.03%

-16.86%

Average Drawdown

Average peak-to-trough decline

-20.93%

-4.25%

-16.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

Volatility

XBI vs. PBPH - Volatility Comparison


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Volatility by Period


XBIPBPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.69%

Volatility (6M)

Calculated over the trailing 6-month period

20.31%

Volatility (1Y)

Calculated over the trailing 1-year period

25.60%

17.20%

+8.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.20%

17.20%

+15.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.00%

17.20%

+14.80%

XBI vs. PBPH - Expense Ratio Comparison

XBI has a 0.35% expense ratio, which is higher than PBPH's 0.13% expense ratio.


Dividends

XBI vs. PBPH - Dividend Comparison

XBI's dividend yield for the trailing twelve months is around 0.33%, more than PBPH's 0.09% yield.


PositionTTM20252024202320222021202020192018201720162015
PBPH
Portfolio Building Block World Pharma and Biotech Index ETF
0.09%0.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XBI
SPDR S&P Biotech ETF
0.33%0.37%0.15%0.02%0.00%0.04%0.20%0.00%0.28%0.24%0.26%0.61%

Frequently Asked Questions


XBI and PBPH have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PBPH is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBPH is cheaper with a 0.13% expense ratio, compared with 0.35% for XBI.

XBI has the higher dividend yield at 0.33%, compared with 0.09% for PBPH.

XBI tracks S&P Biotechnology Select Industry Index, while PBPH tracks BITA Global Pharma and Biotech Select Index. They also come from different issuers: State Street and Portfolio Building Block. Their fees differ too: 0.35% for XBI and 0.13% for PBPH.

Portfolio Optimizer

Find the right allocation for XBI and PBPH

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