CIBR vs. VTI
Compare and contrast key facts about First Trust NASDAQ Cybersecurity ETF (CIBR) and Vanguard Total Stock Market ETF (VTI).
CIBR and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both CIBR and VTI 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 VTI.
Performance
CIBR vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, CIBR achieves a 14.30% return, which is significantly lower than VTI's 23.63% return.
CIBR
14.30%
-1.43%
10.01%
28.77%
15.85%
N/A
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| CIBR | VTI | |
|---|---|---|
| Sharpe Ratio | 1.52 | 2.58 |
| Sortino Ratio | 2.03 | 3.45 |
| Omega Ratio | 1.27 | 1.48 |
| Calmar Ratio | 1.93 | 3.76 |
| Martin Ratio | 5.90 | 16.56 |
| Ulcer Index | 4.81% | 1.95% |
| Daily Std Dev | 18.65% | 12.51% |
| Max Drawdown | -33.89% | -55.45% |
| Current Drawdown | -4.92% | -2.43% |
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CIBR vs. VTI - Expense Ratio Comparison
CIBR has a 0.60% expense ratio, which is higher than VTI's 0.03% expense ratio.
Correlation
The correlation between CIBR and VTI is 0.77, 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. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust NASDAQ Cybersecurity ETF (CIBR) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
CIBR's dividend yield for the trailing twelve months is around 0.43%, less than VTI's 1.29% 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% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
CIBR vs. VTI - Drawdown Comparison
The maximum CIBR drawdown since its inception was -33.89%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CIBR and VTI. For additional features, visit the drawdowns tool.
Volatility
CIBR vs. VTI - Volatility Comparison
First Trust NASDAQ Cybersecurity ETF (CIBR) has a higher volatility of 6.31% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that CIBR's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.