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DGLO vs. CIBR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGLO vs. CIBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust RBA Deglobalization ETF (DGLO) and First Trust NASDAQ Cybersecurity ETF (CIBR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DGLO achieves a 15.52% return, which is significantly lower than CIBR's 21.55% return.


DGLO

1D
-1.20%
1M
0.86%
YTD
15.52%
6M
14.88%
1Y
3Y*
5Y*
10Y*

CIBR

1D
-4.41%
1M
23.56%
YTD
21.55%
6M
16.15%
1Y
18.97%
3Y*
25.83%
5Y*
14.99%
10Y*
17.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGLO vs. CIBR - Yearly Performance Comparison


Correlation

The correlation between DGLO and CIBR is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 8, 2025

0.36

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Return for Risk

DGLO vs. CIBR — Risk / Return Rank

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

DGLO

CIBR
CIBR Risk / Return Rank: 2222
Overall Rank
CIBR Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
CIBR Sortino Ratio Rank: 2222
Sortino Ratio Rank
CIBR Omega Ratio Rank: 2323
Omega Ratio Rank
CIBR Calmar Ratio Rank: 2020
Calmar Ratio Rank
CIBR Martin Ratio Rank: 1919
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.

DGLO vs. CIBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust RBA Deglobalization ETF (DGLO) and First Trust NASDAQ Cybersecurity ETF (CIBR). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DGLO vs. CIBR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DGLOCIBRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

1.52

0.64

+0.88

Drawdowns

DGLO vs. CIBR - Drawdown Comparison

The maximum DGLO drawdown since its inception was -7.74%, smaller than the maximum CIBR drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for DGLO and CIBR.


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Drawdown Indicators


DGLOCIBRDifference

Max Drawdown

Largest peak-to-trough decline

-7.74%

-33.89%

+26.15%

Max Drawdown (1Y)

Largest decline over 1 year

-21.99%

Max Drawdown (3Y)

Largest decline over 3 years

-21.99%

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

-1.20%

-8.08%

+6.88%

Average Drawdown

Average peak-to-trough decline

-2.05%

-8.66%

+6.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.27%

Volatility

DGLO vs. CIBR - Volatility Comparison


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Volatility by Period


DGLOCIBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.36%

Volatility (6M)

Calculated over the trailing 6-month period

21.41%

Volatility (1Y)

Calculated over the trailing 1-year period

15.45%

24.91%

-9.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.45%

25.02%

-9.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.45%

23.64%

-8.19%

DGLO vs. CIBR - Expense Ratio Comparison

DGLO has a 0.70% expense ratio, which is higher than CIBR's 0.60% expense ratio.


Dividends

DGLO vs. CIBR - Dividend Comparison

DGLO's dividend yield for the trailing twelve months is around 0.48%, more than CIBR's 0.47% yield.


PositionTTM20252024202320222021202020192018201720162015
CIBR
First Trust NASDAQ Cybersecurity ETF
0.47%0.42%0.29%0.42%0.31%0.59%1.10%0.23%0.23%0.10%0.77%0.58%
DGLO
First Trust RBA Deglobalization ETF
0.48%0.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DGLO and CIBR have a correlation of 0.36, 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 0.70% for DGLO.

DGLO and CIBR have nearly identical dividend yields, around 0.48%.

DGLO is categorized as Large Cap Blend Equities, while CIBR is Cybersecurity. Their fees differ too: 0.70% for DGLO and 0.60% for CIBR.

Portfolio Optimizer

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