CBRS.DE vs. FTGG.DE
CBRS.DE (First Trust Nasdaq Cybersecurity UCITS ETF Acc) and FTGG.DE (First Trust Germany AlphaDEX UCITS ETF) are both exchange-traded funds - CBRS.DE is a Technology Equities fund tracking the Nasdaq CTA Cybersecurity, while FTGG.DE is a Europe Equities fund tracking the Nasdaq AlphaDEX Germany NTR Index. Both are passively managed. Over the past 5 years, CBRS.DE returned 14.95%/yr vs 5.23%/yr for FTGG.DE. At a 0.39 correlation, their price movements are largely independent. CBRS.DE charges 0.60%/yr vs 0.65%/yr for FTGG.DE.
Performance
CBRS.DE vs. FTGG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CBRS.DE achieves a 35.43% return, which is significantly higher than FTGG.DE's 4.55% return.
CBRS.DE
- 1D
- 0.00%
- 1M
- 12.15%
- 6M
- 35.86%
- YTD
- 35.43%
- 1Y
- 30.95%
- 3Y*
- 25.22%
- 5Y*
- 14.95%
- 10Y*
- —
FTGG.DE
- 1D
- -0.40%
- 1M
- -1.49%
- 6M
- -1.27%
- YTD
- 4.55%
- 1Y
- 14.92%
- 3Y*
- 17.21%
- 5Y*
- 5.23%
- 10Y*
- 7.17%
CBRS.DE vs. FTGG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CBRS.DE First Trust Nasdaq Cybersecurity UCITS ETF Acc | 35.43% | -3.73% | 25.69% | 36.29% | -23.65% | 31.09% | 16.59% |
FTGG.DE First Trust Germany AlphaDEX UCITS ETF | 4.55% | 44.59% | 8.23% | 8.38% | -26.44% | 13.79% | 7.00% |
Correlation
The correlation between CBRS.DE and FTGG.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Oct 9, 2020 | 0.39 |
The correlation between CBRS.DE and FTGG.DE shifts across timeframes, from 0.23 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CBRS.DE vs. FTGG.DE — Risk / Return Rank
CBRS.DE
FTGG.DE
CBRS.DE vs. FTGG.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 Germany AlphaDEX UCITS ETF (FTGG.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CBRS.DE | FTGG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.16 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.10 | +0.20 |
| Martin ratioReturn relative to average drawdown | 2.99 | 3.31 | -0.33 |
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Drawdowns
CBRS.DE vs. FTGG.DE - Drawdown Comparison
The maximum CBRS.DE drawdown since its inception was -28.84%, smaller than the maximum FTGG.DE drawdown of -99.97%. Use the drawdown chart below to compare losses from any high point for CBRS.DE and FTGG.DE.
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Drawdown Indicators
| CBRS.DE | FTGG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.84% | -99.97% | +71.13% |
Max Drawdown (1Y)Largest decline over 1 year | -23.94% | -14.61% | -9.33% |
Max Drawdown (3Y)Largest decline over 3 years | -28.84% | -16.18% | -12.66% |
Max Drawdown (5Y)Largest decline over 5 years | -28.84% | -38.87% | +10.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -99.97% | — |
Current DrawdownCurrent decline from peak | 0.00% | -5.93% | +5.93% |
Average DrawdownAverage peak-to-trough decline | -10.24% | -12.58% | +2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.39% | 4.84% | +5.55% |
Volatility
CBRS.DE vs. FTGG.DE - Volatility Comparison
First Trust Nasdaq Cybersecurity UCITS ETF Acc (CBRS.DE) has a higher volatility of 8.30% compared to First Trust Germany AlphaDEX UCITS ETF (FTGG.DE) at 6.06%. This indicates that CBRS.DE's price experiences larger fluctuations and is considered to be riskier than FTGG.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 | FTGG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.30% | 6.06% | +2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 23.80% | 17.05% | +6.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.31% | 19.85% | +7.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.89% | 19.07% | +4.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.53% | 69,376.52% | -69,352.99% |
CBRS.DE vs. FTGG.DE - Expense Ratio Comparison
CBRS.DE has a 0.60% expense ratio, which is lower than FTGG.DE's 0.65% expense ratio.
Dividends
CBRS.DE vs. FTGG.DE - Dividend Comparison
CBRS.DE has not paid dividends to shareholders, while FTGG.DE's dividend yield for the trailing twelve months is around 1.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
CBRS.DE First Trust Nasdaq Cybersecurity UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTGG.DE First Trust Germany AlphaDEX UCITS ETF | 1.55% | 1.53% | 2.24% | 2.85% | 3.10% | 1.03% | 0.58% | 0.05% |
Frequently Asked Questions
CBRS.DE and FTGG.DE have a correlation of 0.23, 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 FTGG.DE.
CBRS.DE is categorized as Technology Equities, while FTGG.DE is Europe Equities. CBRS.DE tracks Nasdaq CTA Cybersecurity, while FTGG.DE tracks Nasdaq AlphaDEX Germany NTR Index. Their fees differ too: 0.60% for CBRS.DE and 0.65% for FTGG.DE.
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