CBRS.DE vs. FTGU.DE
CBRS.DE (First Trust Nasdaq Cybersecurity UCITS ETF Acc) and FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) are both exchange-traded funds - CBRS.DE is a Technology Equities fund tracking the Nasdaq CTA Cybersecurity, while FTGU.DE is a Large Cap Blend Equities fund tracking the Nasdaq AlphaDEX Large Cap Core NTR Index. Both are passively managed. Over the past 5 years, CBRS.DE returned 14.95%/yr vs 11.49%/yr for FTGU.DE. A 0.62 correlation means they provide meaningful diversification when combined. CBRS.DE charges 0.60%/yr vs 0.65%/yr for FTGU.DE.
Performance
CBRS.DE vs. FTGU.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 FTGU.DE's 16.48% 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*
- —
FTGU.DE
- 1D
- -0.23%
- 1M
- -1.01%
- 6M
- 12.79%
- YTD
- 16.48%
- 1Y
- 25.18%
- 3Y*
- 16.81%
- 5Y*
- 11.49%
- 10Y*
- —
CBRS.DE vs. FTGU.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% |
FTGU.DE First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD | 16.48% | 2.82% | 23.34% | 10.92% | -7.47% | 38.46% | 6.37% |
Correlation
The correlation between CBRS.DE and FTGU.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Oct 9, 2020 | 0.62 |
The correlation between CBRS.DE and FTGU.DE shifts across timeframes, from 0.43 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CBRS.DE vs. FTGU.DE — Risk / Return Rank
CBRS.DE
FTGU.DE
CBRS.DE vs. FTGU.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 US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.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 | FTGU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.41 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | 7.52 | -6.22 |
| Martin ratioReturn relative to average drawdown | 2.99 | 19.59 | -16.60 |
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Drawdowns
CBRS.DE vs. FTGU.DE - Drawdown Comparison
The maximum CBRS.DE drawdown since its inception was -28.84%, smaller than the maximum FTGU.DE drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for CBRS.DE and FTGU.DE.
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Drawdown Indicators
| CBRS.DE | FTGU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.84% | -99.98% | +71.14% |
Max Drawdown (1Y)Largest decline over 1 year | -23.94% | -3.70% | -20.24% |
Max Drawdown (3Y)Largest decline over 3 years | -28.84% | -24.38% | -4.46% |
Max Drawdown (5Y)Largest decline over 5 years | -28.84% | -24.38% | -4.46% |
Current DrawdownCurrent decline from peak | 0.00% | -3.21% | +3.21% |
Average DrawdownAverage peak-to-trough decline | -10.24% | -5.12% | -5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.39% | 1.42% | +8.97% |
Volatility
CBRS.DE vs. FTGU.DE - Volatility Comparison
First Trust Nasdaq Cybersecurity UCITS ETF Acc (CBRS.DE) has a higher volatility of 8.30% compared to First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE) at 3.76%. This indicates that CBRS.DE's price experiences larger fluctuations and is considered to be riskier than FTGU.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 | FTGU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.30% | 3.76% | +4.54% |
Volatility (6M)Calculated over the trailing 6-month period | 23.80% | 8.22% | +15.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.31% | 12.21% | +15.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.89% | 15.48% | +8.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.53% | 132,531.53% | -132,508.00% |
CBRS.DE vs. FTGU.DE - Expense Ratio Comparison
CBRS.DE has a 0.60% expense ratio, which is lower than FTGU.DE's 0.65% expense ratio.
Dividends
CBRS.DE vs. FTGU.DE - Dividend Comparison
Neither CBRS.DE nor FTGU.DE has paid dividends to shareholders.
Frequently Asked Questions
CBRS.DE and FTGU.DE have a correlation of 0.43, 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 FTGU.DE.
CBRS.DE is categorized as Technology Equities, while FTGU.DE is Large Cap Blend Equities. CBRS.DE tracks Nasdaq CTA Cybersecurity, while FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index. Their fees differ too: 0.60% for CBRS.DE and 0.65% for FTGU.DE.
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