PortfoliosLab logoPortfoliosLab logo
CIBR.L vs. SHLD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CIBR.L vs. SHLD.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 Digital Security UCITS ETF USD (Dist) (SHLD.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CIBR.L achieves a 28.21% return, which is significantly higher than SHLD.L's 16.56% return.


CIBR.L

1D
-0.43%
1M
8.47%
6M
29.49%
YTD
28.21%
1Y
23.41%
3Y*
24.13%
5Y*
13.49%
10Y*

SHLD.L

1D
-0.54%
1M
3.39%
6M
16.67%
YTD
16.56%
1Y
21.82%
3Y*
19.12%
5Y*
9.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
CIBR.L
First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation
28.21%7.59%18.94%40.85%-27.53%19.58%42.96%
SHLD.L
iShares Digital Security UCITS ETF USD (Dist)
16.56%11.51%16.55%33.91%-29.11%16.50%34.67%

Correlation

The correlation between CIBR.L and SHLD.L is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.84

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (All Time)
Calculated using the full available price history since May 20, 2020

0.89

The correlation between CIBR.L and SHLD.L has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CIBR.L vs. SHLD.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: 2828
Overall Rank
CIBR.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
CIBR.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
CIBR.L Omega Ratio Rank: 3131
Omega Ratio Rank
CIBR.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
CIBR.L Martin Ratio Rank: 2424
Martin Ratio Rank

SHLD.L
SHLD.L Risk / Return Rank: 3939
Overall Rank
SHLD.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SHLD.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
SHLD.L Omega Ratio Rank: 3535
Omega Ratio Rank
SHLD.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
SHLD.L Martin Ratio Rank: 3636
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. SHLD.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 Digital Security UCITS ETF USD (Dist) (SHLD.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.

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.


CIBR.LSHLD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.18

1.18

0.00

Calmar ratioReturn relative to maximum drawdown

1.00

1.91

-0.90

Martin ratioReturn relative to average drawdown

2.28

4.12

-1.84

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

The current CIBR.L Sharpe Ratio is 0.88, which is comparable to the SHLD.L Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of CIBR.L and SHLD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CIBR.L vs. SHLD.L - Drawdown Comparison

The maximum CIBR.L drawdown since its inception was -33.69%, smaller than the maximum SHLD.L drawdown of -36.07%. Use the drawdown chart below to compare losses from any high point for CIBR.L and SHLD.L.


Loading charts...

Drawdown Indicators


CIBR.LSHLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.69%

-36.07%

+2.38%

Max Drawdown (1Y)

Largest decline over 1 year

-23.23%

-11.40%

-11.83%

Max Drawdown (3Y)

Largest decline over 3 years

-23.42%

-22.72%

-0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-33.69%

-36.07%

+2.38%

Current Drawdown

Current decline from peak

-3.05%

-5.36%

+2.31%

Average Drawdown

Average peak-to-trough decline

-10.35%

-9.27%

-1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.23%

5.28%

+4.95%

Volatility

CIBR.L vs. SHLD.L - Volatility Comparison

First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation (CIBR.L) has a higher volatility of 8.12% compared to iShares Digital Security UCITS ETF USD (Dist) (SHLD.L) at 6.81%. This indicates that CIBR.L's price experiences larger fluctuations and is considered to be riskier than SHLD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CIBR.LSHLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

6.81%

+1.31%

Volatility (6M)

Calculated over the trailing 6-month period

23.48%

18.09%

+5.39%

Volatility (1Y)

Calculated over the trailing 1-year period

26.47%

21.64%

+4.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.52%

21.39%

+3.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.07%

21.22%

+2.85%

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

CIBR.L has a 0.60% expense ratio, which is higher than SHLD.L's 0.40% expense ratio.


Dividends

CIBR.L vs. SHLD.L - Dividend Comparison

CIBR.L has not paid dividends to shareholders, while SHLD.L's dividend yield for the trailing twelve months is around 0.35%.


PositionTTM2025202420232022202120202019
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%
SHLD.L
iShares Digital Security UCITS ETF USD (Dist)
0.35%0.39%0.48%0.43%0.63%0.66%0.84%1.00%

Frequently Asked Questions


CIBR.L and SHLD.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SHLD.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SHLD.L is cheaper with a 0.40% expense ratio, compared with 0.60% for CIBR.L.

CIBR.L tracks MSCI World/Information Tech NR USD, while SHLD.L tracks STOXX Global Digital Security Open Net Index in USD. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.60% for CIBR.L and 0.40% for SHLD.L.

Portfolio Optimizer

Find the right allocation for CIBR.L and SHLD.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer