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CIBR vs. TIME
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CIBR vs. TIME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust NASDAQ Cybersecurity ETF (CIBR) and Clockwise Core Equity & Innovation ETF (TIME). The values are adjusted to include any dividend payments, if applicable.

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CIBR vs. TIME - Yearly Performance Comparison


2026 (YTD)20252024
CIBR
First Trust NASDAQ Cybersecurity ETF
-12.12%13.06%15.77%
TIME
Clockwise Core Equity & Innovation ETF
-7.92%10.17%6.75%

Returns By Period

In the year-to-date period, CIBR achieves a -12.12% return, which is significantly lower than TIME's -7.92% return.


CIBR

1D
3.11%
1M
-0.19%
YTD
-12.12%
6M
-17.17%
1Y
0.06%
3Y*
14.11%
5Y*
8.62%
10Y*
14.52%

TIME

1D
2.20%
1M
-5.68%
YTD
-7.92%
6M
-6.35%
1Y
11.40%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CIBR vs. TIME - Expense Ratio Comparison

CIBR has a 0.60% expense ratio, which is lower than TIME's 1.00% expense ratio.


Return for Risk

CIBR vs. TIME — Risk / Return Rank

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

CIBR
CIBR Risk / Return Rank: 1212
Overall Rank
CIBR Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CIBR Sortino Ratio Rank: 1313
Sortino Ratio Rank
CIBR Omega Ratio Rank: 1313
Omega Ratio Rank
CIBR Calmar Ratio Rank: 1212
Calmar Ratio Rank
CIBR Martin Ratio Rank: 1212
Martin Ratio Rank

TIME
TIME Risk / Return Rank: 4040
Overall Rank
TIME Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
TIME Sortino Ratio Rank: 4242
Sortino Ratio Rank
TIME Omega Ratio Rank: 3939
Omega Ratio Rank
TIME Calmar Ratio Rank: 3737
Calmar Ratio Rank
TIME Martin Ratio Rank: 3939
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. TIME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust NASDAQ Cybersecurity ETF (CIBR) and Clockwise Core Equity & Innovation ETF (TIME). 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.


CIBRTIMEDifference

Sharpe ratio

Return per unit of total volatility

0.00

0.76

-0.76

Sortino ratio

Return per unit of downside risk

0.17

1.13

-0.95

Omega ratio

Gain probability vs. loss probability

1.02

1.15

-0.13

Calmar ratio

Return relative to maximum drawdown

-0.03

0.90

-0.92

Martin ratio

Return relative to average drawdown

-0.07

3.48

-3.55

CIBR vs. TIME - Sharpe Ratio Comparison

The current CIBR Sharpe Ratio is 0.00, which is lower than the TIME Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of CIBR and TIME, 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


CIBRTIMEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.00

0.76

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.26

+0.25

Correlation

The correlation between CIBR and TIME is 0.66, 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 vs. TIME - Dividend Comparison

CIBR's dividend yield for the trailing twelve months is around 0.65%, less than TIME's 10.88% yield.


TTM20252024202320222021202020192018201720162015
CIBR
First Trust NASDAQ Cybersecurity ETF
0.65%0.42%0.29%0.42%0.31%0.59%1.10%0.23%0.23%0.10%0.77%0.58%
TIME
Clockwise Core Equity & Innovation ETF
10.88%10.02%15.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CIBR vs. TIME - Drawdown Comparison

The maximum CIBR drawdown since its inception was -33.89%, which is greater than TIME's maximum drawdown of -24.26%. Use the drawdown chart below to compare losses from any high point for CIBR and TIME.


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Drawdown Indicators


CIBRTIMEDifference

Max Drawdown

Largest peak-to-trough decline

-33.89%

-24.26%

-9.63%

Max Drawdown (1Y)

Largest decline over 1 year

-21.96%

-13.09%

-8.87%

Max Drawdown (5Y)

Largest decline over 5 years

-33.89%

Max Drawdown (10Y)

Largest decline over 10 years

-33.89%

Current Drawdown

Current decline from peak

-19.50%

-11.18%

-8.32%

Average Drawdown

Average peak-to-trough decline

-8.66%

-5.94%

-2.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.02%

3.39%

+4.63%

Volatility

CIBR vs. TIME - Volatility Comparison

First Trust NASDAQ Cybersecurity ETF (CIBR) has a higher volatility of 7.04% compared to Clockwise Core Equity & Innovation ETF (TIME) at 5.31%. This indicates that CIBR's price experiences larger fluctuations and is considered to be riskier than TIME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIBRTIMEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.04%

5.31%

+1.73%

Volatility (6M)

Calculated over the trailing 6-month period

16.45%

10.67%

+5.78%

Volatility (1Y)

Calculated over the trailing 1-year period

24.46%

15.02%

+9.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.21%

17.99%

+6.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.22%

17.99%

+5.23%