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CIBR vs. IGLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CIBR vs. IGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust NASDAQ Cybersecurity ETF (CIBR) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CIBR achieves a 28.52% return, which is significantly higher than IGLD's 1.69% return.


CIBR

1D
-2.81%
1M
31.43%
YTD
28.52%
6M
24.03%
1Y
25.78%
3Y*
28.32%
5Y*
16.28%
10Y*
18.49%

IGLD

1D
-0.81%
1M
-1.33%
YTD
1.69%
6M
4.44%
1Y
24.53%
3Y*
23.01%
5Y*
13.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CIBR vs. IGLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CIBR
First Trust NASDAQ Cybersecurity ETF
28.52%13.06%18.21%39.71%-26.46%27.58%
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
1.69%47.46%19.36%9.24%-2.34%4.30%

Correlation

The correlation between CIBR and IGLD is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

0.10

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

0.10

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2021

0.11

The correlation between CIBR and IGLD shifts across timeframes, from 0.01 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CIBR vs. IGLD — Risk / Return Rank

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

CIBR
CIBR Risk / Return Rank: 2626
Overall Rank
CIBR Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CIBR Sortino Ratio Rank: 2828
Sortino Ratio Rank
CIBR Omega Ratio Rank: 2929
Omega Ratio Rank
CIBR Calmar Ratio Rank: 2424
Calmar Ratio Rank
CIBR Martin Ratio Rank: 2222
Martin Ratio Rank

IGLD
IGLD Risk / Return Rank: 2828
Overall Rank
IGLD Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IGLD Sortino Ratio Rank: 2727
Sortino Ratio Rank
IGLD Omega Ratio Rank: 3232
Omega Ratio Rank
IGLD Calmar Ratio Rank: 2828
Calmar Ratio Rank
IGLD Martin Ratio Rank: 2727
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 vs. IGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust NASDAQ Cybersecurity ETF (CIBR) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD). 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.


CIBRIGLDDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.20

1.22

-0.02

Calmar ratioReturn relative to maximum drawdown

1.18

1.40

-0.23

Martin ratioReturn relative to average drawdown

2.79

3.82

-1.03

CIBR vs. IGLD - Sharpe Ratio Comparison

The current CIBR Sharpe Ratio is 1.06, which is comparable to the IGLD Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of CIBR and IGLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CIBRIGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.06

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.86

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.94

-0.27

Drawdowns

CIBR vs. IGLD - Drawdown Comparison

The maximum CIBR drawdown since its inception was -33.89%, which is greater than IGLD's maximum drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for CIBR and IGLD.


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Drawdown Indicators


CIBRIGLDDifference

Max Drawdown

Largest peak-to-trough decline

-33.89%

-18.59%

-15.30%

Max Drawdown (1Y)

Largest decline over 1 year

-21.99%

-17.56%

-4.43%

Max Drawdown (3Y)

Largest decline over 3 years

-21.99%

-17.56%

-4.43%

Max Drawdown (5Y)

Largest decline over 5 years

-33.89%

-18.59%

-15.30%

Max Drawdown (10Y)

Largest decline over 10 years

-33.89%

Current Drawdown

Current decline from peak

-2.81%

-15.16%

+12.35%

Average Drawdown

Average peak-to-trough decline

-8.66%

-5.24%

-3.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.25%

6.43%

+2.82%

Volatility

CIBR vs. IGLD - Volatility Comparison

First Trust NASDAQ Cybersecurity ETF (CIBR) has a higher volatility of 10.90% compared to FT Cboe Vest Gold Strategy Target Income ETF (IGLD) at 5.12%. This indicates that CIBR's price experiences larger fluctuations and is considered to be riskier than IGLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIBRIGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.90%

5.12%

+5.78%

Volatility (6M)

Calculated over the trailing 6-month period

20.90%

21.01%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

24.50%

23.24%

+1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.95%

15.17%

+9.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.60%

15.00%

+8.60%

CIBR vs. IGLD - Expense Ratio Comparison

CIBR has a 0.60% expense ratio, which is lower than IGLD's 0.85% expense ratio.


Dividends

CIBR vs. IGLD - Dividend Comparison

CIBR's dividend yield for the trailing twelve months is around 0.45%, less than IGLD's 17.92% yield.


PositionTTM20252024202320222021202020192018201720162015
CIBR
First Trust NASDAQ Cybersecurity ETF
0.45%0.42%0.29%0.42%0.31%0.59%1.10%0.23%0.23%0.10%0.77%0.58%
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
17.92%9.91%20.81%7.85%4.45%2.24%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CIBR and IGLD have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CIBR has higher volatility (10.90%) compared to IGLD (5.12%). In terms of maximum drawdown, CIBR dropped -33.89% vs IGLD's -18.59%.

On 5-year performance, CIBR leads with 16.28% vs 13.02% for IGLD. On fees, CIBR is cheaper at 0.60% per year. On volatility, IGLD has been the lower-risk option at 5.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, CIBR has performed better with a 16.28% return vs 13.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CIBR is cheaper with a 0.60% expense ratio, compared with 0.85% for IGLD.

IGLD has the higher dividend yield at 17.92%, compared with 0.45% for CIBR.

CIBR is categorized as Technology Equities, while IGLD is Precious Metals. Their fees differ too: 0.60% for CIBR and 0.85% for IGLD.

IGLD currently has the higher Sharpe Ratio (1.06 vs 1.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CIBR and IGLD

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