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

Performance

CIBR.L vs. VUAG.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 Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
CIBR.L
First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation
-13.27%7.58%18.96%40.83%-27.53%19.58%35.46%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
-4.15%17.61%25.21%25.98%-18.62%29.78%220.89%
Different Trading Currencies

CIBR.L is traded in USD, while VUAG.L is traded in GBP. To make them comparable, the VUAG.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 -13.27% return, which is significantly lower than VUAG.L's -4.15% return.


CIBR.L

1D
2.60%
1M
1.52%
YTD
-13.27%
6M
-17.70%
1Y
-2.75%
3Y*
12.26%
5Y*
7.21%
10Y*

VUAG.L

1D
2.27%
1M
-4.01%
YTD
-4.15%
6M
-1.05%
1Y
18.26%
3Y*
18.76%
5Y*
11.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

CIBR.L has a 0.60% expense ratio, which is higher than VUAG.L's 0.07% expense ratio.


Return for Risk

CIBR.L vs. VUAG.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: 99
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: 99
Calmar Ratio Rank
CIBR.L Martin Ratio Rank: 99
Martin Ratio Rank

VUAG.L
VUAG.L Risk / Return Rank: 5959
Overall Rank
VUAG.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VUAG.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
VUAG.L Omega Ratio Rank: 5151
Omega Ratio Rank
VUAG.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
VUAG.L Martin Ratio Rank: 6767
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. VUAG.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 Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.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.LVUAG.LDifference

Sharpe ratio

Return per unit of total volatility

-0.12

1.13

-1.24

Sortino ratio

Return per unit of downside risk

-0.00

1.64

-1.64

Omega ratio

Gain probability vs. loss probability

1.00

1.23

-0.23

Calmar ratio

Return relative to maximum drawdown

-0.17

1.99

-2.16

Martin ratio

Return relative to average drawdown

-0.46

8.04

-8.50

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

The current CIBR.L Sharpe Ratio is -0.12, which is lower than the VUAG.L Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of CIBR.L and VUAG.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.LVUAG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

1.13

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.75

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.85

-0.38

Correlation

The correlation between CIBR.L and VUAG.L is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CIBR.L vs. VUAG.L - Dividend Comparison

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


TTM202520242023202220212020
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%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%71.39%

Drawdowns

CIBR.L vs. VUAG.L - Drawdown Comparison

The maximum CIBR.L drawdown since its inception was -33.69%, roughly equal to the maximum VUAG.L drawdown of -33.59%. Use the drawdown chart below to compare losses from any high point for CIBR.L and VUAG.L.


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Drawdown Indicators


CIBR.LVUAG.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.69%

-25.61%

-8.08%

Max Drawdown (1Y)

Largest decline over 1 year

-22.94%

-10.53%

-12.41%

Max Drawdown (5Y)

Largest decline over 5 years

-33.69%

-20.88%

-12.81%

Current Drawdown

Current decline from peak

-20.00%

-4.74%

-15.26%

Average Drawdown

Average peak-to-trough decline

-10.64%

-3.57%

-7.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.74%

2.08%

+6.66%

Volatility

CIBR.L vs. VUAG.L - Volatility Comparison

First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation (CIBR.L) has a higher volatility of 6.63% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 4.56%. This indicates that CIBR.L's price experiences larger fluctuations and is considered to be riskier than VUAG.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.LVUAG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

4.56%

+2.07%

Volatility (6M)

Calculated over the trailing 6-month period

16.87%

8.68%

+8.19%

Volatility (1Y)

Calculated over the trailing 1-year period

23.55%

16.17%

+7.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.29%

15.71%

+7.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.57%

36.89%

-13.32%