CIBR vs. IGLD
CIBR (First Trust NASDAQ Cybersecurity ETF) and IGLD (FT Cboe Vest Gold Strategy Target Income ETF) are both exchange-traded funds - CIBR is a Technology Equities fund tracking the Nasdaq CTA Cybersecurity Index, while IGLD is a Precious Metals fund actively managed by First Trust. CIBR is passively managed, while IGLD is actively managed. Over the past 5 years, CIBR returned 16.28%/yr vs 13.02%/yr for IGLD. At a 0.11 correlation, their price movements are largely independent. CIBR charges 0.60%/yr vs 0.85%/yr for IGLD.
Performance
CIBR vs. IGLD - Performance Comparison
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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*
- —
CIBR vs. IGLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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
CIBR
IGLD
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.
| CIBR | IGLD | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CIBR | IGLD | Difference | |
|---|---|---|---|
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
| CIBR | IGLD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.81% | -15.16% | +12.35% |
Average DrawdownAverage peak-to-trough decline | -8.66% | -5.24% | -3.42% |
Ulcer IndexDepth 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
| CIBR | IGLD | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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