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XGEN.DE vs. FBT.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XGEN.DE vs. FBT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C (XGEN.DE) and First Trust NYSE Arca Biotechnology UCITS ETF Acc (FBT.L). The values are adjusted to include any dividend payments, if applicable.

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XGEN.DE vs. FBT.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XGEN.DE
Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C
-4.14%7.38%2.95%-5.84%-9.98%
FBT.L
First Trust NYSE Arca Biotechnology UCITS ETF Acc
-1.56%11.35%12.25%0.68%3.31%
Different Trading Currencies

XGEN.DE is traded in EUR, while FBT.L is traded in GBp. To make them comparable, the FBT.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XGEN.DE achieves a -4.14% return, which is significantly lower than FBT.L's -1.56% return.


XGEN.DE

1D
2.28%
1M
-1.91%
YTD
-4.14%
6M
5.14%
1Y
11.86%
3Y*
0.68%
5Y*
10Y*

FBT.L

1D
2.04%
1M
-0.17%
YTD
-1.56%
6M
11.35%
1Y
12.89%
3Y*
7.18%
5Y*
4.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XGEN.DE vs. FBT.L - Expense Ratio Comparison

XGEN.DE has a 0.30% expense ratio, which is lower than FBT.L's 0.60% expense ratio.


Return for Risk

XGEN.DE vs. FBT.L — Risk / Return Rank

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

XGEN.DE
XGEN.DE Risk / Return Rank: 3030
Overall Rank
XGEN.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XGEN.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
XGEN.DE Omega Ratio Rank: 2626
Omega Ratio Rank
XGEN.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
XGEN.DE Martin Ratio Rank: 3030
Martin Ratio Rank

FBT.L
FBT.L Risk / Return Rank: 3838
Overall Rank
FBT.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FBT.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
FBT.L Omega Ratio Rank: 3636
Omega Ratio Rank
FBT.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
FBT.L 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.

XGEN.DE vs. FBT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C (XGEN.DE) and First Trust NYSE Arca Biotechnology UCITS ETF Acc (FBT.L). 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.


XGEN.DEFBT.LDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.58

-0.01

Sortino ratio

Return per unit of downside risk

0.89

0.97

-0.08

Omega ratio

Gain probability vs. loss probability

1.11

1.12

0.00

Calmar ratio

Return relative to maximum drawdown

0.97

0.68

+0.29

Martin ratio

Return relative to average drawdown

2.79

1.57

+1.23

XGEN.DE vs. FBT.L - Sharpe Ratio Comparison

The current XGEN.DE Sharpe Ratio is 0.57, which is comparable to the FBT.L Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of XGEN.DE and FBT.L, 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


XGEN.DEFBT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.58

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

0.23

-0.38

Correlation

The correlation between XGEN.DE and FBT.L is 0.61, 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

XGEN.DE vs. FBT.L - Dividend Comparison

Neither XGEN.DE nor FBT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XGEN.DE vs. FBT.L - Drawdown Comparison

The maximum XGEN.DE drawdown since its inception was -37.58%, which is greater than FBT.L's maximum drawdown of -26.40%. Use the drawdown chart below to compare losses from any high point for XGEN.DE and FBT.L.


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Drawdown Indicators


XGEN.DEFBT.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.58%

-30.39%

-7.19%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-13.81%

-1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-23.70%

Current Drawdown

Current decline from peak

-17.22%

-7.94%

-9.28%

Average Drawdown

Average peak-to-trough decline

-19.46%

-13.73%

-5.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.61%

6.08%

-1.47%

Volatility

XGEN.DE vs. FBT.L - Volatility Comparison

The current volatility for Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C (XGEN.DE) is 6.10%, while First Trust NYSE Arca Biotechnology UCITS ETF Acc (FBT.L) has a volatility of 7.04%. This indicates that XGEN.DE experiences smaller price fluctuations and is considered to be less risky than FBT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGEN.DEFBT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

7.04%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

13.02%

14.66%

-1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

20.88%

22.85%

-1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.50%

23.08%

-4.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.50%

24.40%

-5.90%