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

Performance

CYBP.L vs. FCBR.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 First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation (FCBR.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
CYBP.L
Rize Cybersecurity and Data Privacy UCITS ETF
-11.23%-5.63%11.55%39.00%-25.32%6.31%25.80%
FCBR.L
First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation
-12.23%-0.06%20.93%33.00%-18.86%21.41%27.00%

Returns By Period

In the year-to-date period, CYBP.L achieves a -11.23% return, which is significantly higher than FCBR.L's -12.23% return.


CYBP.L

1D
1.74%
1M
4.63%
YTD
-11.23%
6M
-19.38%
1Y
-14.52%
3Y*
5.85%
5Y*
2.18%
10Y*

FCBR.L

1D
1.74%
1M
1.72%
YTD
-12.23%
6M
-16.93%
1Y
-5.77%
3Y*
9.44%
5Y*
8.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

CYBP.L has a 0.45% expense ratio, which is lower than FCBR.L's 0.60% expense ratio.


Return for Risk

CYBP.L vs. FCBR.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: 33
Overall Rank
CYBP.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CYBP.L Sortino Ratio Rank: 33
Sortino Ratio Rank
CYBP.L Omega Ratio Rank: 33
Omega Ratio Rank
CYBP.L Calmar Ratio Rank: 44
Calmar Ratio Rank
CYBP.L Martin Ratio Rank: 22
Martin Ratio Rank

FCBR.L
FCBR.L Risk / Return Rank: 77
Overall Rank
FCBR.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FCBR.L Sortino Ratio Rank: 77
Sortino Ratio Rank
FCBR.L Omega Ratio Rank: 77
Omega Ratio Rank
FCBR.L Calmar Ratio Rank: 88
Calmar Ratio Rank
FCBR.L Martin Ratio Rank: 66
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. FCBR.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 First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation (FCBR.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.LFCBR.LDifference

Sharpe ratio

Return per unit of total volatility

-0.59

-0.25

-0.34

Sortino ratio

Return per unit of downside risk

-0.67

-0.19

-0.48

Omega ratio

Gain probability vs. loss probability

0.91

0.97

-0.07

Calmar ratio

Return relative to maximum drawdown

-0.50

-0.27

-0.23

Martin ratio

Return relative to average drawdown

-1.30

-0.72

-0.58

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

The current CYBP.L Sharpe Ratio is -0.59, which is lower than the FCBR.L Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of CYBP.L and FCBR.L, 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


CYBP.LFCBR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.59

-0.25

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.36

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.46

-0.16

Correlation

The correlation between CYBP.L and FCBR.L is 0.92, 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.


Dividends

CYBP.L vs. FCBR.L - Dividend Comparison

Neither CYBP.L nor FCBR.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CYBP.L vs. FCBR.L - Drawdown Comparison

The maximum CYBP.L drawdown since its inception was -34.20%, which is greater than FCBR.L's maximum drawdown of -26.10%. Use the drawdown chart below to compare losses from any high point for CYBP.L and FCBR.L.


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Drawdown Indicators


CYBP.LFCBR.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.20%

-26.10%

-8.10%

Max Drawdown (1Y)

Largest decline over 1 year

-29.52%

-24.29%

-5.23%

Max Drawdown (5Y)

Largest decline over 5 years

-34.20%

-26.10%

-8.10%

Current Drawdown

Current decline from peak

-27.06%

-21.44%

-5.62%

Average Drawdown

Average peak-to-trough decline

-12.67%

-8.95%

-3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.28%

9.14%

+2.14%

Volatility

CYBP.L vs. FCBR.L - Volatility Comparison

Rize Cybersecurity and Data Privacy UCITS ETF (CYBP.L) has a higher volatility of 6.90% compared to First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation (FCBR.L) at 6.04%. This indicates that CYBP.L's price experiences larger fluctuations and is considered to be riskier than FCBR.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.LFCBR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

6.04%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

19.05%

16.92%

+2.13%

Volatility (1Y)

Calculated over the trailing 1-year period

24.55%

23.12%

+1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.87%

21.99%

+1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.93%

22.17%

+2.76%