DLAG vs. CIBR
DLAG (FT Vest U.S. Equity Dual Directional Buffer ETF - August) and CIBR (First Trust NASDAQ Cybersecurity ETF) are both exchange-traded funds - DLAG is a Defined Outcome fund actively managed by First Trust, while CIBR is a Cybersecurity fund tracking the Nasdaq CTA Cybersecurity Index. DLAG is actively managed, while CIBR is passively managed. Their 0.51 correlation means they have sometimes moved together and sometimes differently. DLAG charges 0.85%/yr vs 0.60%/yr for CIBR.
Performance
DLAG vs. CIBR - Performance Comparison
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Returns By Period
In the year-to-date period, DLAG achieves a 6.56% return, which is significantly lower than CIBR's 28.86% return.
DLAG
- 1D
- 0.34%
- 1M
- 0.81%
- 6M
- 5.75%
- YTD
- 6.56%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
CIBR
- 1D
- 2.01%
- 1M
- 1.28%
- 6M
- 33.32%
- YTD
- 28.86%
- 1Y
- 29.07%
- 3Y*
- 25.07%
- 5Y*
- 13.88%
- 10Y*
- 18.23%
- ALL TIME*
- 15.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $122.47M | $134.95M | $139.60M | |
| $11.62K | $80.34K | $219.50K |
DLAG vs. CIBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DLAG FT Vest U.S. Equity Dual Directional Buffer ETF - August | 6.56% | 2.31% |
CIBR First Trust NASDAQ Cybersecurity ETF | 28.86% | -6.84% |
Correlation
The correlation between DLAG and CIBR is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 22, 2025 | 0.51 |
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Return for Risk
DLAG vs. CIBR — Risk / Return Rank
DLAG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CIBR
DLAG vs. CIBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Dual Directional Buffer ETF - August (DLAG) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DLAG | CIBR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.19 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.23 | — |
| Martin ratioReturn relative to average drawdown | — | 2.85 | — |
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Drawdowns
DLAG vs. CIBR - Drawdown Comparison
The maximum DLAG drawdown since its inception was -4.23%, smaller than the maximum CIBR drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for DLAG and CIBR.
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Drawdown Indicators
| DLAG | CIBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.23% | -33.89% | +29.66% |
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 DrawdownCurrent decline from peak | 0.00% | -3.06% | +3.06% |
Average DrawdownAverage peak-to-trough decline | -0.51% | -8.62% | +8.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 9.49% | — |
Volatility
DLAG vs. CIBR - Volatility Comparison
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Volatility by Period
| DLAG | CIBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.31% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 22.34% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 6.22% | 25.99% | -19.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.22% | 25.28% | -19.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.22% | 23.63% | -17.41% |
DLAG vs. CIBR - Expense Ratio Comparison
DLAG has a 0.85% expense ratio, which is higher than CIBR's 0.60% expense ratio.
Dividends
DLAG vs. CIBR - Dividend Comparison
DLAG has not paid dividends to shareholders, while CIBR's dividend yield for the trailing twelve months is around 0.43%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIBR First Trust NASDAQ Cybersecurity ETF | 0.43% | 0.42% | 0.29% | 0.42% | 0.31% | 0.59% | 1.10% | 0.23% | 0.23% | 0.10% | 0.77% | 0.58% |
DLAG FT Vest U.S. Equity Dual Directional Buffer ETF - August | 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
DLAG and CIBR have a correlation of 0.51, 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 0.85% for DLAG.
CIBR has the higher dividend yield at 0.43%, compared with 0.00% for DLAG.
DLAG is categorized as Defined Outcome, while CIBR is Cybersecurity. Their fees differ too: 0.85% for DLAG and 0.60% for CIBR.
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