CBRS.DE vs. FTGE.DE
CBRS.DE (First Trust Nasdaq Cybersecurity UCITS ETF Acc) and FTGE.DE (First Trust Eurozone AlphaDEX UCITS ETF Acc) are both exchange-traded funds - CBRS.DE is a Technology Equities fund tracking the Nasdaq CTA Cybersecurity, while FTGE.DE is a Europe Equities fund tracking the Nasdaq AlphaDEX® Eurozone. Both are passively managed. Over the past 5 years, CBRS.DE returned 15.64%/yr vs 11.59%/yr for FTGE.DE. At a 0.41 correlation, their price movements are largely independent. CBRS.DE charges 0.60%/yr vs 0.65%/yr for FTGE.DE.
Performance
CBRS.DE vs. FTGE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CBRS.DE achieves a 25.88% return, which is significantly higher than FTGE.DE's 13.73% return.
CBRS.DE
- 1D
- -2.53%
- 1M
- 29.58%
- YTD
- 25.88%
- 6M
- 21.83%
- 1Y
- 19.50%
- 3Y*
- 22.06%
- 5Y*
- 15.64%
- 10Y*
- —
FTGE.DE
- 1D
- 0.51%
- 1M
- 3.08%
- YTD
- 13.73%
- 6M
- 16.86%
- 1Y
- 30.85%
- 3Y*
- 22.56%
- 5Y*
- 11.59%
- 10Y*
- —
CBRS.DE vs. FTGE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CBRS.DE First Trust Nasdaq Cybersecurity UCITS ETF Acc | 25.88% | -3.73% | 25.69% | 36.29% | -23.65% | 31.09% | 17.73% |
FTGE.DE First Trust Eurozone AlphaDEX UCITS ETF Acc | 13.73% | 39.79% | 9.52% | 12.43% | -14.37% | 20.47% | 9.25% |
Correlation
The correlation between CBRS.DE and FTGE.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2020 | 0.41 |
The correlation between CBRS.DE and FTGE.DE shifts across timeframes, from 0.24 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CBRS.DE vs. FTGE.DE — Risk / Return Rank
CBRS.DE
FTGE.DE
CBRS.DE vs. FTGE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Cybersecurity UCITS ETF Acc (CBRS.DE) and First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.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.
| CBRS.DE | FTGE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.40 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 3.27 | -2.46 |
| Martin ratioReturn relative to average drawdown | 1.89 | 12.30 | -10.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CBRS.DE | FTGE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 2.16 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.65 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.88 | -0.16 |
Drawdowns
CBRS.DE vs. FTGE.DE - Drawdown Comparison
The maximum CBRS.DE drawdown since its inception was -28.84%, which is greater than FTGE.DE's maximum drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for CBRS.DE and FTGE.DE.
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Drawdown Indicators
| CBRS.DE | FTGE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.84% | -26.63% | -2.21% |
Max Drawdown (1Y)Largest decline over 1 year | -23.94% | -9.38% | -14.56% |
Max Drawdown (3Y)Largest decline over 3 years | -28.84% | -16.12% | -12.72% |
Max Drawdown (5Y)Largest decline over 5 years | -28.84% | -26.63% | -2.21% |
Current DrawdownCurrent decline from peak | -3.23% | 0.00% | -3.23% |
Average DrawdownAverage peak-to-trough decline | -10.34% | -5.40% | -4.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.27% | 2.50% | +7.77% |
Volatility
CBRS.DE vs. FTGE.DE - Volatility Comparison
First Trust Nasdaq Cybersecurity UCITS ETF Acc (CBRS.DE) has a higher volatility of 11.76% compared to First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) at 3.83%. This indicates that CBRS.DE's price experiences larger fluctuations and is considered to be riskier than FTGE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CBRS.DE | FTGE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.76% | 3.83% | +7.93% |
Volatility (6M)Calculated over the trailing 6-month period | 22.50% | 11.63% | +10.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.84% | 14.23% | +11.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.56% | 17.58% | +5.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.34% | 18.41% | +4.93% |
CBRS.DE vs. FTGE.DE - Expense Ratio Comparison
CBRS.DE has a 0.60% expense ratio, which is lower than FTGE.DE's 0.65% expense ratio.
Dividends
CBRS.DE vs. FTGE.DE - Dividend Comparison
Neither CBRS.DE nor FTGE.DE has paid dividends to shareholders.
Frequently Asked Questions
CBRS.DE and FTGE.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CBRS.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CBRS.DE is cheaper with a 0.60% expense ratio, compared with 0.65% for FTGE.DE.
CBRS.DE is categorized as Technology Equities, while FTGE.DE is Europe Equities. CBRS.DE tracks Nasdaq CTA Cybersecurity, while FTGE.DE tracks Nasdaq AlphaDEX® Eurozone. Their fees differ too: 0.60% for CBRS.DE and 0.65% for FTGE.DE.
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