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CYBP.L vs. DRVG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CYBP.L vs. DRVG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Rize Cybersecurity and Data Privacy UCITS ETF (CYBP.L) and Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CYBP.L is traded in GBp, while DRVG.L is traded in GBP. To make them comparable, the DRVG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CYBP.L achieves a 22.52% return, which is significantly lower than DRVG.L's 39.92% return.


CYBP.L

1D
-0.23%
1M
27.31%
YTD
22.52%
6M
17.95%
1Y
9.95%
3Y*
17.11%
5Y*
9.08%
10Y*

DRVG.L

1D
-1.69%
1M
9.10%
YTD
39.92%
6M
38.63%
1Y
89.51%
3Y*
17.58%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CYBP.L vs. DRVG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CYBP.L
Rize Cybersecurity and Data Privacy UCITS ETF
22.52%-5.63%11.55%39.00%-25.32%-6.65%
DRVG.L
Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing
39.92%20.43%-4.12%19.60%-26.53%-3.79%

Correlation

The correlation between CYBP.L and DRVG.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.47

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2021

0.53

Over the past year, the correlation between CYBP.L and DRVG.L has dropped to 0.28 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

CYBP.L vs. DRVG.L - Sectors Allocation Comparison


Sectors
CYBP.L
DRVG.L

Technology

98.0%
37.7%

Communication Services

2.0%
5.7%

Basic Materials

-

13.4%

Consumer Cyclical

-

25.2%

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

18.0%

Real Estate

-

-

Utilities

-

-

Technology

CYBP.L
98.0%
DRVG.L
37.7%

Communication Services

CYBP.L
2.0%
DRVG.L
5.7%

Basic Materials

CYBP.L

-

DRVG.L
13.4%

Consumer Cyclical

CYBP.L

-

DRVG.L
25.2%

Consumer Defensive

CYBP.L

-

DRVG.L

-

Energy

CYBP.L

-

DRVG.L

-

Financial Services

CYBP.L

-

DRVG.L

-

Healthcare

CYBP.L

-

DRVG.L

-

Industrials

CYBP.L

-

DRVG.L
18.0%

Real Estate

CYBP.L

-

DRVG.L

-

Utilities

CYBP.L

-

DRVG.L

-

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Return for Risk

CYBP.L vs. DRVG.L — Risk / Return Rank

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

CYBP.L
CYBP.L Risk / Return Rank: 1515
Overall Rank
CYBP.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
CYBP.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
CYBP.L Omega Ratio Rank: 1717
Omega Ratio Rank
CYBP.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
CYBP.L Martin Ratio Rank: 1313
Martin Ratio Rank

DRVG.L
DRVG.L Risk / Return Rank: 9494
Overall Rank
DRVG.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DRVG.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
DRVG.L Omega Ratio Rank: 9292
Omega Ratio Rank
DRVG.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
DRVG.L Martin Ratio Rank: 9393
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.

CYBP.L vs. DRVG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rize Cybersecurity and Data Privacy UCITS ETF (CYBP.L) and Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.L). 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.


CYBP.LDRVG.LDifference
Sharpe ratioReturn per unit of total volatility

-3.55

Sortino ratioReturn per unit of downside risk

-4.17

Omega ratioGain probability vs. loss probability

1.10

1.61

-0.51

Calmar ratioReturn relative to maximum drawdown

0.36

8.53

-8.18

Martin ratioReturn relative to average drawdown

0.82

24.30

-23.48

CYBP.L vs. DRVG.L - Sharpe Ratio Comparison

The current CYBP.L Sharpe Ratio is 0.39, which is lower than the DRVG.L Sharpe Ratio of 3.95. The chart below compares the historical Sharpe Ratios of CYBP.L and DRVG.L, 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


CYBP.LDRVG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

3.95

-3.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.28

+0.23

Drawdowns

CYBP.L vs. DRVG.L - Drawdown Comparison

The maximum CYBP.L drawdown since its inception was -34.20%, smaller than the maximum DRVG.L drawdown of -40.24%. Use the drawdown chart below to compare losses from any high point for CYBP.L and DRVG.L.


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Drawdown Indicators


CYBP.LDRVG.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.20%

-40.24%

+6.04%

Max Drawdown (1Y)

Largest decline over 1 year

-29.52%

-10.43%

-19.09%

Max Drawdown (3Y)

Largest decline over 3 years

-34.20%

-34.13%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-34.20%

Current Drawdown

Current decline from peak

-2.72%

-2.16%

-0.56%

Average Drawdown

Average peak-to-trough decline

-12.80%

-17.78%

+4.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.87%

3.67%

+9.20%

Volatility

CYBP.L vs. DRVG.L - Volatility Comparison

Rize Cybersecurity and Data Privacy UCITS ETF (CYBP.L) has a higher volatility of 11.25% compared to Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.L) at 9.22%. This indicates that CYBP.L's price experiences larger fluctuations and is considered to be riskier than DRVG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CYBP.LDRVG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.25%

9.22%

+2.03%

Volatility (6M)

Calculated over the trailing 6-month period

24.01%

16.49%

+7.52%

Volatility (1Y)

Calculated over the trailing 1-year period

26.80%

22.57%

+4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.74%

25.06%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.50%

25.06%

+0.44%

CYBP.L vs. DRVG.L - Expense Ratio Comparison

CYBP.L has a 0.45% expense ratio, which is lower than DRVG.L's 0.50% expense ratio.


Dividends

CYBP.L vs. DRVG.L - Dividend Comparison

CYBP.L has not paid dividends to shareholders, while DRVG.L's dividend yield for the trailing twelve months is around 0.44%.


PositionTTM2025202420232022
CYBP.L
Rize Cybersecurity and Data Privacy UCITS ETF
0.00%0.00%0.00%0.00%0.00%
DRVG.L
Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing
0.44%0.94%0.58%0.01%0.01%

Frequently Asked Questions


CYBP.L and DRVG.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CYBP.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CYBP.L is cheaper with a 0.45% expense ratio, compared with 0.50% for DRVG.L.

Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: Davy and Global X. Their fees differ too: 0.45% for CYBP.L and 0.50% for DRVG.L.

Portfolio Optimizer

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