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CIBR vs. USPY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CIBR vs. USPY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust NASDAQ Cybersecurity ETF (CIBR) and L&G Cyber Security UCITS ETF (USPY.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CIBR is traded in USD, while USPY.DE is traded in EUR. To make them comparable, the USPY.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CIBR achieves a 28.52% return, which is significantly lower than USPY.DE's 41.25% return. Over the past 10 years, CIBR has outperformed USPY.DE with an annualized return of 18.49%, while USPY.DE has yielded a comparatively lower 17.26% annualized 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%

USPY.DE

1D
0.31%
1M
32.92%
YTD
41.25%
6M
37.21%
1Y
39.88%
3Y*
29.84%
5Y*
12.36%
10Y*
17.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CIBR vs. USPY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CIBR
First Trust NASDAQ Cybersecurity ETF
28.52%13.06%18.21%39.71%-26.46%19.67%50.53%28.52%1.47%18.61%
USPY.DE
L&G Cyber Security UCITS ETF
41.25%9.09%17.24%41.77%-32.65%7.78%41.21%31.55%7.41%24.30%

Correlation

The correlation between CIBR and USPY.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.76

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

0.69

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

0.69

Correlation (10Y)
Calculated over the trailing 10-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2015

0.65

The correlation between CIBR and USPY.DE shifts across timeframes, from 0.65 (all time) to 0.76 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CIBR vs. USPY.DE — 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

USPY.DE
USPY.DE Risk / Return Rank: 3838
Overall Rank
USPY.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
USPY.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
USPY.DE Omega Ratio Rank: 4242
Omega Ratio Rank
USPY.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
USPY.DE Martin Ratio Rank: 3333
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. USPY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust NASDAQ Cybersecurity ETF (CIBR) and L&G Cyber Security UCITS ETF (USPY.DE). 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.


CIBRUSPY.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.20

1.29

-0.09

Calmar ratioReturn relative to maximum drawdown

1.18

2.18

-1.00

Martin ratioReturn relative to average drawdown

2.79

5.88

-3.09

CIBR vs. USPY.DE - Sharpe Ratio Comparison

The current CIBR Sharpe Ratio is 1.06, which is lower than the USPY.DE Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of CIBR and USPY.DE, 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


CIBRUSPY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.53

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.48

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.74

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.65

+0.01

Drawdowns

CIBR vs. USPY.DE - Drawdown Comparison

The maximum CIBR drawdown since its inception was -33.89%, smaller than the maximum USPY.DE drawdown of -39.34%. Use the drawdown chart below to compare losses from any high point for CIBR and USPY.DE.


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Drawdown Indicators


CIBRUSPY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.89%

-39.34%

+5.45%

Max Drawdown (1Y)

Largest decline over 1 year

-21.99%

-18.22%

-3.77%

Max Drawdown (3Y)

Largest decline over 3 years

-21.99%

-27.47%

+5.48%

Max Drawdown (5Y)

Largest decline over 5 years

-33.89%

-39.34%

+5.45%

Max Drawdown (10Y)

Largest decline over 10 years

-33.89%

-39.34%

+5.45%

Current Drawdown

Current decline from peak

-2.81%

0.00%

-2.81%

Average Drawdown

Average peak-to-trough decline

-8.66%

-9.97%

+1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.25%

6.76%

+2.49%

Volatility

CIBR vs. USPY.DE - Volatility Comparison

First Trust NASDAQ Cybersecurity ETF (CIBR) has a higher volatility of 10.90% compared to L&G Cyber Security UCITS ETF (USPY.DE) at 9.69%. This indicates that CIBR's price experiences larger fluctuations and is considered to be riskier than USPY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIBRUSPY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.90%

9.69%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

20.90%

22.44%

-1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

24.50%

26.06%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.95%

25.23%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.60%

23.17%

+0.43%

CIBR vs. USPY.DE - Expense Ratio Comparison

CIBR has a 0.60% expense ratio, which is lower than USPY.DE's 0.69% expense ratio.


Dividends

CIBR vs. USPY.DE - Dividend Comparison

CIBR's dividend yield for the trailing twelve months is around 0.45%, while USPY.DE has not paid dividends to shareholders.


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%
USPY.DE
L&G Cyber Security UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CIBR and USPY.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CIBR is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CIBR is cheaper with a 0.60% expense ratio, compared with 0.69% for USPY.DE.

CIBR tracks Nasdaq CTA Cybersecurity Index, while USPY.DE tracks ISE Cyber Security UCITS. They also come from different issuers: First Trust and Legal & General. Their fees differ too: 0.60% for CIBR and 0.69% for USPY.DE.

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