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

Performance

CIBR.L vs. QWTM.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 WisdomTree Quantum Computing UCITS ETF - USD Acc (QWTM.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CIBR.L is traded in USD, while QWTM.L is traded in GBp. To make them comparable, the QWTM.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CIBR.L achieves a 28.36% return, which is significantly lower than QWTM.L's 54.06% return.


CIBR.L

1D
-0.54%
1M
36.15%
YTD
28.36%
6M
26.26%
1Y
25.63%
3Y*
26.43%
5Y*
15.18%
10Y*

QWTM.L

1D
-2.65%
1M
26.07%
YTD
54.06%
6M
53.56%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between CIBR.L and QWTM.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 4, 2025

0.46

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Return for Risk

CIBR.L vs. QWTM.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: 2626
Overall Rank
CIBR.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CIBR.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
CIBR.L Omega Ratio Rank: 3030
Omega Ratio Rank
CIBR.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
CIBR.L Martin Ratio Rank: 2121
Martin Ratio Rank

QWTM.L
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. QWTM.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 WisdomTree Quantum Computing UCITS ETF - USD Acc (QWTM.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.LQWTM.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.10

Martin ratioReturn relative to average drawdown

2.54

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


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Sharpe Ratios by Period


CIBR.LQWTM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

3.22

-2.46

Drawdowns

CIBR.L vs. QWTM.L - Drawdown Comparison

The maximum CIBR.L drawdown since its inception was -33.69%, which is greater than QWTM.L's maximum drawdown of -25.40%. Use the drawdown chart below to compare losses from any high point for CIBR.L and QWTM.L.


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Drawdown Indicators


CIBR.LQWTM.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.69%

-25.40%

-8.29%

Max Drawdown (1Y)

Largest decline over 1 year

-23.23%

Max Drawdown (3Y)

Largest decline over 3 years

-23.42%

Max Drawdown (5Y)

Largest decline over 5 years

-33.69%

Current Drawdown

Current decline from peak

-0.74%

-2.65%

+1.91%

Average Drawdown

Average peak-to-trough decline

-10.62%

-10.25%

-0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.05%

Volatility

CIBR.L vs. QWTM.L - Volatility Comparison


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Volatility by Period


CIBR.LQWTM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.38%

Volatility (6M)

Calculated over the trailing 6-month period

21.81%

Volatility (1Y)

Calculated over the trailing 1-year period

24.92%

39.83%

-14.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.15%

39.83%

-15.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.17%

39.83%

-15.66%

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

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


Dividends

CIBR.L vs. QWTM.L - Dividend Comparison

Neither CIBR.L nor QWTM.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CIBR.L and QWTM.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QWTM.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QWTM.L is cheaper with a 0.50% expense ratio, compared with 0.60% for CIBR.L.

CIBR.L tracks MSCI World/Information Tech NR USD, while QWTM.L tracks WisdomTree Classiq Quantum Computing UCITS Index. They also come from different issuers: First Trust and WisdomTree. Their fees differ too: 0.60% for CIBR.L and 0.50% for QWTM.L.

Portfolio Optimizer

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