CIBR vs. QQQ
Compare and contrast key facts about First Trust NASDAQ Cybersecurity ETF (CIBR) and Invesco QQQ (QQQ).
CIBR and QQQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CIBR is a passively managed fund by First Trust that tracks the performance of the Nasdaq CTA Cybersecurity Index. It was launched on Jul 7, 2015. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999. Both CIBR and QQQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CIBR or QQQ.
Performance
CIBR vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, CIBR achieves a 14.30% return, which is significantly lower than QQQ's 21.78% return.
CIBR
14.30%
-1.43%
10.01%
28.77%
15.85%
N/A
QQQ
21.78%
1.15%
10.25%
29.54%
20.42%
17.95%
Key characteristics
| CIBR | QQQ | |
|---|---|---|
| Sharpe Ratio | 1.52 | 1.70 |
| Sortino Ratio | 2.03 | 2.29 |
| Omega Ratio | 1.27 | 1.31 |
| Calmar Ratio | 1.93 | 2.19 |
| Martin Ratio | 5.90 | 7.96 |
| Ulcer Index | 4.81% | 3.72% |
| Daily Std Dev | 18.65% | 17.39% |
| Max Drawdown | -33.89% | -82.98% |
| Current Drawdown | -4.92% | -3.42% |
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CIBR vs. QQQ - Expense Ratio Comparison
CIBR has a 0.60% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Correlation
The correlation between CIBR and QQQ is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
CIBR vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust NASDAQ Cybersecurity ETF (CIBR) and Invesco QQQ (QQQ). 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.
Dividends
CIBR vs. QQQ - Dividend Comparison
CIBR's dividend yield for the trailing twelve months is around 0.43%, less than QQQ's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIBR First Trust NASDAQ Cybersecurity ETF | 0.43% | 0.42% | 0.30% | 0.59% | 1.10% | 0.23% | 0.22% | 0.10% | 0.77% | 0.58% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
CIBR vs. QQQ - Drawdown Comparison
The maximum CIBR drawdown since its inception was -33.89%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for CIBR and QQQ. For additional features, visit the drawdowns tool.
Volatility
CIBR vs. QQQ - Volatility Comparison
First Trust NASDAQ Cybersecurity ETF (CIBR) has a higher volatility of 6.31% compared to Invesco QQQ (QQQ) at 5.62%. This indicates that CIBR's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.