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XGES.L vs. BTEE.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XGES.L vs. BTEE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C (XGES.L) and iShares Nasdaq US Biotechnology UCITS ETF USD (Dist) (BTEE.L). The values are adjusted to include any dividend payments, if applicable.

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XGES.L vs. BTEE.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XGES.L
Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C
-3.32%11.22%-1.38%-7.92%-8.46%
BTEE.L
iShares Nasdaq US Biotechnology UCITS ETF USD (Dist)
5.00%23.36%0.03%0.55%3.40%
Different Trading Currencies

XGES.L is traded in GBP, while BTEE.L is traded in USD. To make them comparable, the BTEE.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XGES.L achieves a -3.32% return, which is significantly lower than BTEE.L's 5.00% return.


XGES.L

1D
2.27%
1M
-2.38%
YTD
-3.32%
6M
4.92%
1Y
16.23%
3Y*
0.30%
5Y*
10Y*

BTEE.L

1D
2.02%
1M
-0.24%
YTD
5.00%
6M
19.22%
1Y
35.84%
3Y*
10.48%
5Y*
5.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XGES.L vs. BTEE.L - Expense Ratio Comparison

Both XGES.L and BTEE.L have an expense ratio of 0.35%.


Return for Risk

XGES.L vs. BTEE.L — Risk / Return Rank

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

XGES.L
XGES.L Risk / Return Rank: 3939
Overall Rank
XGES.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
XGES.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
XGES.L Omega Ratio Rank: 3535
Omega Ratio Rank
XGES.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
XGES.L Martin Ratio Rank: 3636
Martin Ratio Rank

BTEE.L
BTEE.L Risk / Return Rank: 8686
Overall Rank
BTEE.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
BTEE.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
BTEE.L Omega Ratio Rank: 7777
Omega Ratio Rank
BTEE.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
BTEE.L Martin Ratio Rank: 9393
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.

XGES.L vs. BTEE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C (XGES.L) and iShares Nasdaq US Biotechnology UCITS ETF USD (Dist) (BTEE.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.


XGES.LBTEE.LDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.63

-0.80

Sortino ratio

Return per unit of downside risk

1.24

2.20

-0.96

Omega ratio

Gain probability vs. loss probability

1.15

1.29

-0.13

Calmar ratio

Return relative to maximum drawdown

1.25

3.52

-2.27

Martin ratio

Return relative to average drawdown

3.79

12.98

-9.19

XGES.L vs. BTEE.L - Sharpe Ratio Comparison

The current XGES.L Sharpe Ratio is 0.83, which is lower than the BTEE.L Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of XGES.L and BTEE.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


XGES.LBTEE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.63

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.33

-0.49

Correlation

The correlation between XGES.L and BTEE.L is 0.81, 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

XGES.L vs. BTEE.L - Dividend Comparison

XGES.L has not paid dividends to shareholders, while BTEE.L's dividend yield for the trailing twelve months is around 0.36%.


TTM20252024202320222021202020192018
XGES.L
Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BTEE.L
iShares Nasdaq US Biotechnology UCITS ETF USD (Dist)
0.36%0.37%0.46%0.39%0.44%0.25%0.17%0.14%0.07%

Drawdowns

XGES.L vs. BTEE.L - Drawdown Comparison

The maximum XGES.L drawdown since its inception was -35.79%, which is greater than BTEE.L's maximum drawdown of -30.88%. Use the drawdown chart below to compare losses from any high point for XGES.L and BTEE.L.


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Drawdown Indicators


XGES.LBTEE.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.79%

-38.29%

+2.50%

Max Drawdown (1Y)

Largest decline over 1 year

-13.81%

-14.02%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-38.29%

Current Drawdown

Current decline from peak

-14.80%

-2.70%

-12.10%

Average Drawdown

Average peak-to-trough decline

-18.03%

-13.78%

-4.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.55%

2.81%

+1.74%

Volatility

XGES.L vs. BTEE.L - Volatility Comparison

The current volatility for Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C (XGES.L) is 6.30%, while iShares Nasdaq US Biotechnology UCITS ETF USD (Dist) (BTEE.L) has a volatility of 7.30%. This indicates that XGES.L experiences smaller price fluctuations and is considered to be less risky than BTEE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGES.LBTEE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

7.30%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.59%

14.22%

-1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

19.58%

21.94%

-2.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.12%

20.79%

-2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.12%

22.44%

-4.32%