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2B78.DE vs. CBRS.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 2B78.DE and CBRS.DE is 0.47, 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.


Performance

2B78.DE vs. CBRS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Healthcare Innovation UCITS ETF (2B78.DE) and First Trust Nasdaq Cybersecurity UCITS ETF Acc (CBRS.DE). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%December2025FebruaryMarchAprilMay
-18.48%
84.96%
2B78.DE
CBRS.DE

Key characteristics

Sharpe Ratio

2B78.DE:

-0.43

CBRS.DE:

0.75

Sortino Ratio

2B78.DE:

-0.43

CBRS.DE:

1.14

Omega Ratio

2B78.DE:

0.94

CBRS.DE:

1.16

Calmar Ratio

2B78.DE:

-0.19

CBRS.DE:

0.68

Martin Ratio

2B78.DE:

-1.01

CBRS.DE:

2.18

Ulcer Index

2B78.DE:

7.06%

CBRS.DE:

8.30%

Daily Std Dev

2B78.DE:

17.26%

CBRS.DE:

23.86%

Max Drawdown

2B78.DE:

-38.58%

CBRS.DE:

-28.32%

Current Drawdown

2B78.DE:

-31.28%

CBRS.DE:

-14.43%

Returns By Period

In the year-to-date period, 2B78.DE achieves a -12.32% return, which is significantly lower than CBRS.DE's -4.01% return.


2B78.DE

YTD

-12.32%

1M

2.40%

6M

-13.75%

1Y

-7.45%

5Y*

-0.32%

10Y*

N/A

CBRS.DE

YTD

-4.01%

1M

11.01%

6M

1.81%

1Y

17.99%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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2B78.DE vs. CBRS.DE - Expense Ratio Comparison

2B78.DE has a 0.40% expense ratio, which is lower than CBRS.DE's 0.60% expense ratio.


Risk-Adjusted Performance

2B78.DE vs. CBRS.DE — Risk-Adjusted Performance Rank

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

2B78.DE
The Risk-Adjusted Performance Rank of 2B78.DE is 77
Overall Rank
The Sharpe Ratio Rank of 2B78.DE is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of 2B78.DE is 77
Sortino Ratio Rank
The Omega Ratio Rank of 2B78.DE is 66
Omega Ratio Rank
The Calmar Ratio Rank of 2B78.DE is 1010
Calmar Ratio Rank
The Martin Ratio Rank of 2B78.DE is 66
Martin Ratio Rank

CBRS.DE
The Risk-Adjusted Performance Rank of CBRS.DE is 7171
Overall Rank
The Sharpe Ratio Rank of CBRS.DE is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of CBRS.DE is 7373
Sortino Ratio Rank
The Omega Ratio Rank of CBRS.DE is 7171
Omega Ratio Rank
The Calmar Ratio Rank of CBRS.DE is 7373
Calmar Ratio Rank
The Martin Ratio Rank of CBRS.DE is 6363
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.

2B78.DE vs. CBRS.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Healthcare Innovation UCITS ETF (2B78.DE) and First Trust Nasdaq Cybersecurity UCITS ETF Acc (CBRS.DE). 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 current 2B78.DE Sharpe Ratio is -0.43, which is lower than the CBRS.DE Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of 2B78.DE and CBRS.DE, 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-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
-0.18
0.99
2B78.DE
CBRS.DE

Dividends

2B78.DE vs. CBRS.DE - Dividend Comparison

Neither 2B78.DE nor CBRS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

2B78.DE vs. CBRS.DE - Drawdown Comparison

The maximum 2B78.DE drawdown since its inception was -38.58%, which is greater than CBRS.DE's maximum drawdown of -28.32%. Use the drawdown chart below to compare losses from any high point for 2B78.DE and CBRS.DE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-36.39%
-8.36%
2B78.DE
CBRS.DE

Volatility

2B78.DE vs. CBRS.DE - Volatility Comparison

iShares Healthcare Innovation UCITS ETF (2B78.DE) and First Trust Nasdaq Cybersecurity UCITS ETF Acc (CBRS.DE) have volatilities of 11.53% and 11.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
11.53%
11.48%
2B78.DE
CBRS.DE