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CIBR.L vs. IDWR.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

CIBR.L vs. IDWR.L

Last updated Apr 3, 2026

Compare and contrast key facts about First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation (CIBR.L) and iShares MSCI World UCITS (IDWR.L).

CIBR.L and IDWR.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CIBR.L is a passively managed fund by First Trust that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on May 27, 2020. IDWR.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 28, 2005. Both CIBR.L and IDWR.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

CIBR.L vs. IDWR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation (CIBR.L) and iShares MSCI World UCITS (IDWR.L). The values are adjusted to include any dividend payments, if applicable.

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CIBR.L vs. IDWR.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
CIBR.L
First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation		-12.57%7.58%18.96%40.83%-27.53%19.58%35.46%
IDWR.L
iShares MSCI World UCITS		-2.86%20.58%18.78%24.08%-18.32%21.58%24.02%

Returns By Period

In the year-to-date period, CIBR.L achieves a -12.57% return, which is significantly lower than IDWR.L's -2.86% return.

CIBR.L

1D
0.80%
1M
2.04%
YTD
-12.57%
6M
-17.55%
1Y
-3.22%
3Y*
12.69%
5Y*
7.38%
10Y*
—

IDWR.L

1D
-0.43%
1M
-2.30%
YTD
-2.86%
6M
0.28%
1Y
19.10%
3Y*
16.92%
5Y*
10.11%
10Y*
11.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation

iShares MSCI World UCITS

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Often compared with IDWR.L:
IDWR.L vs. VWRL.LIDWR.L vs. XESX.LIDWR.L vs. XESC.DEIDWR.L vs. URTHIDWR.L vs. IWDA.ASIDWR.L vs. VTIDWR.L vs. CSPX.AS

CIBR.L vs. IDWR.L - Expense Ratio Comparison

CIBR.L has a 0.60% expense ratio, which is higher than IDWR.L's 0.50% expense ratio.

CIBR.L
First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation
IDWR.L
iShares MSCI World UCITS

Return for Risk

CIBR.L vs. IDWR.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CIBR.L
CIBR.L Risk / Return Rank: 1010
Overall Rank
CIBR.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
CIBR.L Sortino Ratio Rank: 99
Sortino Ratio Rank
CIBR.L Omega Ratio Rank: 99
Omega Ratio Rank
CIBR.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
CIBR.L Martin Ratio Rank: 1212
Martin Ratio Rank
IDWR.L
IDWR.L Risk / Return Rank: 7373
Overall Rank
IDWR.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IDWR.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
IDWR.L Omega Ratio Rank: 6565
Omega Ratio Rank
IDWR.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
IDWR.L Martin Ratio Rank: 8686
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.

CIBR.L vs. IDWR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation (CIBR.L) and iShares MSCI World UCITS (IDWR.L). 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.

CIBR.LIDWR.LDifference

Sharpe ratio

Return per unit of total volatility

-0.14

1.23

-1.36

Sortino ratio

Return per unit of downside risk

-0.03

1.76

-1.79

Omega ratio

Gain probability vs. loss probability

1.00

1.25

-0.26

Calmar ratio

Return relative to maximum drawdown

0.06

2.77

-2.71

Martin ratio

Return relative to average drawdown

0.16

11.90

-11.74

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CIBR.L vs. IDWR.L - Sharpe Ratio Comparison

The current CIBR.L Sharpe Ratio is -0.14, which is lower than the IDWR.L Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of CIBR.L and IDWR.L, 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

CIBR.LIDWR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

1.23

-1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.65

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.74

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.43

+0.05

Correlation

The correlation between CIBR.L and IDWR.L is 0.72, 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

CIBR.L vs. IDWR.L - Dividend Comparison

CIBR.L has not paid dividends to shareholders, while IDWR.L's dividend yield for the trailing twelve months is around 0.96%.

TTM20252024202320222021202020192018201720162015
CIBR.L
First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDWR.L
iShares MSCI World UCITS		0.96%0.93%1.08%1.29%1.46%1.05%1.14%1.61%1.87%1.58%1.77%1.83%

Drawdowns

CIBR.L vs. IDWR.L - Drawdown Comparison

The maximum CIBR.L drawdown since its inception was -33.69%, smaller than the maximum IDWR.L drawdown of -56.75%. Use the drawdown chart below to compare losses from any high point for CIBR.L and IDWR.L.

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Drawdown Indicators

CIBR.LIDWR.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.69%

-56.75%

+23.06%

Max Drawdown (1Y)

Largest decline over 1 year

-22.94%

-8.70%

-14.24%

Max Drawdown (5Y)

Largest decline over 5 years

-33.69%

-26.04%

-7.65%

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.06%

—

Current Drawdown

Current decline from peak

-19.36%

-5.62%

-13.74%

Average Drawdown

Average peak-to-trough decline

-10.65%

-9.69%

-0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.80%

1.93%

+6.87%

Volatility

CIBR.L vs. IDWR.L - Volatility Comparison

First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation (CIBR.L) has a higher volatility of 6.17% compared to iShares MSCI World UCITS (IDWR.L) at 5.07%. This indicates that CIBR.L's price experiences larger fluctuations and is considered to be riskier than IDWR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CIBR.LIDWR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.17%

5.07%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

16.88%

8.87%

+8.01%

Volatility (1Y)

Calculated over the trailing 1-year period

23.50%

15.50%

+8.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.29%

15.56%

+7.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.56%

15.82%

+7.74%