CIBR vs. QTUM-USD

Last updated Apr 3, 2026

Compare and contrast key facts about First Trust NASDAQ Cybersecurity ETF (CIBR) and QTUM (QTUM-USD).

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.

Performance

CIBR vs. QTUM-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust NASDAQ Cybersecurity ETF (CIBR) and QTUM (QTUM-USD). The values are adjusted to include any dividend payments, if applicable.

CIBR vs. QTUM-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CIBR First Trust NASDAQ Cybersecurity ETF	-10.01%	13.06%	18.21%	39.71%	-26.46%	19.67%	50.53%	28.52%	1.47%	6.27%
QTUM-USD QTUM	-34.44%	-55.51%	-19.33%	103.93%	-79.08%	293.16%	38.57%	-24.72%	-96.59%	422.64%

Returns By Period

In the year-to-date period, CIBR achieves a -10.01% return, which is significantly higher than QTUM-USD's -34.44% return.

CIBR

• 1D: 1.65%
• 1M: 0.61%
• YTD: -10.01%
• 6M: -16.36%
• 1Y: 0.17%
• 3Y*: 15.24%
• 5Y*: 9.14%
• 10Y*: 14.76%

QTUM-USD

• 1D: -6.53%
• 1M: -3.97%
• YTD: -34.44%
• 6M: -61.41%
• 1Y: -52.18%
• 3Y*: -34.50%
• 5Y*: -38.21%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CIBR vs. QTUM-USD — Risk / Return Rank

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

CIBR

CIBR Risk / Return Rank: 12
CIBR Sharpe Ratio Rank: 12
CIBR Sortino Ratio Rank: 12
CIBR Omega Ratio Rank: 12
CIBR Calmar Ratio Rank: 12
CIBR Martin Ratio Rank: 12

QTUM-USD

QTUM-USD Risk / Return Rank: 49
QTUM-USD Sharpe Ratio Rank: 39
QTUM-USD Sortino Ratio Rank: 42
QTUM-USD Omega Ratio Rank: 42
QTUM-USD Calmar Ratio Rank: 61
QTUM-USD Martin Ratio Rank: 60

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. QTUM-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust NASDAQ Cybersecurity ETF (CIBR) and QTUM (QTUM-USD). 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	QTUM-USD	Difference
Sharpe ratio Return per unit of total volatility	0.01	-0.64	+0.64
Sortino ratio Return per unit of downside risk	0.18	-0.69	+0.87
Omega ratio Gain probability vs. loss probability	1.02	0.93	+0.09
Calmar ratio Return relative to maximum drawdown	0.07	-1.01	+1.09
Martin ratio Return relative to average drawdown	0.20	-1.53	+1.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CIBR vs. QTUM-USD - Sharpe Ratio Comparison

The current CIBR Sharpe Ratio is 0.01, which is higher than the QTUM-USD Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of CIBR and QTUM-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CIBR	QTUM-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.01	-0.64	+0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.38	-0.36	+0.74
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	-0.22	+0.74

Correlation

The correlation between CIBR and QTUM-USD is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

CIBR vs. QTUM-USD - Drawdown Comparison

The maximum CIBR drawdown since its inception was -33.89%, smaller than the maximum QTUM-USD drawdown of -99.16%. Use the drawdown chart below to compare losses from any high point for CIBR and QTUM-USD.

Drawdown Indicators

	CIBR	QTUM-USD	Difference
Max Drawdown Largest peak-to-trough decline	-33.89%	-99.16%	+65.27%
Max Drawdown (1Y) Largest decline over 1 year	-21.96%	-74.30%	+52.34%
Max Drawdown (5Y) Largest decline over 5 years	-33.89%	-97.08%	+63.19%
Max Drawdown (10Y) Largest decline over 10 years	-33.89%	—	—
Current Drawdown Current decline from peak	-17.56%	-99.07%	+81.51%
Average Drawdown Average peak-to-trough decline	-8.66%	-93.16%	+84.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.18%	49.23%	-41.05%

Volatility

CIBR vs. QTUM-USD - Volatility Comparison

The current volatility for First Trust NASDAQ Cybersecurity ETF (CIBR) is 7.13%, while QTUM (QTUM-USD) has a volatility of 21.63%. This indicates that CIBR experiences smaller price fluctuations and is considered to be less risky than QTUM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CIBR	QTUM-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.13%	21.63%	-14.50%
Volatility (6M) Calculated over the trailing 6-month period	16.55%	62.45%	-45.90%
Volatility (1Y) Calculated over the trailing 1-year period	24.50%	68.39%	-43.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.20%	87.61%	-63.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.22%	100.20%	-76.98%