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CBRS.DE vs. L0CK.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CBRS.DE vs. L0CK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in First Trust Nasdaq Cybersecurity UCITS ETF Acc (CBRS.DE) and iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE). The values are adjusted to include any dividend payments, if applicable.

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CBRS.DE vs. L0CK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CBRS.DE
First Trust Nasdaq Cybersecurity UCITS ETF Acc
-12.60%-3.73%25.69%36.29%-23.65%31.09%17.73%
L0CK.DE
iShares Digital Security UCITS ETF USD (Acc)
-2.50%-0.03%22.76%29.81%-25.34%27.06%11.11%

Returns By Period

In the year-to-date period, CBRS.DE achieves a -12.60% return, which is significantly lower than L0CK.DE's -2.50% return.


CBRS.DE

1D
1.78%
1M
2.14%
YTD
-12.60%
6M
-16.91%
1Y
-9.36%
3Y*
9.76%
5Y*
7.51%
10Y*

L0CK.DE

1D
3.54%
1M
2.01%
YTD
-2.50%
6M
-3.82%
1Y
5.41%
3Y*
12.57%
5Y*
6.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CBRS.DE vs. L0CK.DE - Expense Ratio Comparison

CBRS.DE has a 0.60% expense ratio, which is higher than L0CK.DE's 0.40% expense ratio.


Return for Risk

CBRS.DE vs. L0CK.DE — Risk / Return Rank

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

CBRS.DE
CBRS.DE Risk / Return Rank: 55
Overall Rank
CBRS.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CBRS.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
CBRS.DE Omega Ratio Rank: 55
Omega Ratio Rank
CBRS.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
CBRS.DE Martin Ratio Rank: 33
Martin Ratio Rank

L0CK.DE
L0CK.DE Risk / Return Rank: 1818
Overall Rank
L0CK.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
L0CK.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
L0CK.DE Omega Ratio Rank: 1717
Omega Ratio Rank
L0CK.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
L0CK.DE Martin Ratio Rank: 1919
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.

CBRS.DE vs. L0CK.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 iShares Digital Security UCITS ETF USD (Acc) (L0CK.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.DEL0CK.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.38

0.25

-0.63

Sortino ratio

Return per unit of downside risk

-0.36

0.48

-0.84

Omega ratio

Gain probability vs. loss probability

0.95

1.06

-0.11

Calmar ratio

Return relative to maximum drawdown

-0.43

0.41

-0.84

Martin ratio

Return relative to average drawdown

-1.15

1.00

-2.16

CBRS.DE vs. L0CK.DE - Sharpe Ratio Comparison

The current CBRS.DE Sharpe Ratio is -0.38, which is lower than the L0CK.DE Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of CBRS.DE and L0CK.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.


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Sharpe Ratios by Period


CBRS.DEL0CK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.38

0.25

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.35

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.47

-0.03

Correlation

The correlation between CBRS.DE and L0CK.DE is 0.90, 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

CBRS.DE vs. L0CK.DE - Dividend Comparison

Neither CBRS.DE nor L0CK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CBRS.DE vs. L0CK.DE - Drawdown Comparison

The maximum CBRS.DE drawdown since its inception was -28.81%, smaller than the maximum L0CK.DE drawdown of -32.50%. Use the drawdown chart below to compare losses from any high point for CBRS.DE and L0CK.DE.


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Drawdown Indicators


CBRS.DEL0CK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.81%

-32.50%

+3.69%

Max Drawdown (1Y)

Largest decline over 1 year

-23.91%

-13.53%

-10.38%

Max Drawdown (5Y)

Largest decline over 5 years

-28.81%

-28.54%

-0.27%

Current Drawdown

Current decline from peak

-25.00%

-11.39%

-13.61%

Average Drawdown

Average peak-to-trough decline

-10.24%

-9.14%

-1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.88%

5.05%

+3.83%

Volatility

CBRS.DE vs. L0CK.DE - Volatility Comparison

First Trust Nasdaq Cybersecurity UCITS ETF Acc (CBRS.DE) and iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) have volatilities of 6.48% and 6.45%, 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.


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Volatility by Period


CBRS.DEL0CK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.48%

6.45%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

17.51%

14.76%

+2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

24.44%

21.85%

+2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.57%

19.46%

+3.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.61%

20.02%

+2.59%