FCBR.L vs. FSKY.L
Compare and contrast key facts about First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation (FCBR.L) and First Trust Cloud Computing UCITS ETF Class A USD Accumulation (FSKY.L).
FCBR.L and FSKY.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FCBR.L is a passively managed fund by First Trust that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on May 27, 2020. FSKY.L is a passively managed fund by First Trust that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Dec 27, 2018. Both FCBR.L and FSKY.L 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: FCBR.L or FSKY.L.
Key characteristics
| FCBR.L | FSKY.L | |
|---|---|---|
| YTD Return | 17.03% | 34.13% |
| 1Y Return | 30.47% | 49.12% |
| 3Y Return (Ann) | 6.20% | 2.18% |
| Sharpe Ratio | 1.59 | 2.25 |
| Sortino Ratio | 2.20 | 2.91 |
| Omega Ratio | 1.29 | 1.41 |
| Calmar Ratio | 2.21 | 1.64 |
| Martin Ratio | 5.11 | 12.10 |
| Ulcer Index | 5.76% | 3.88% |
| Daily Std Dev | 18.51% | 20.79% |
| Max Drawdown | -26.10% | -47.61% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between FCBR.L and FSKY.L is 0.87, 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.
Performance
FCBR.L vs. FSKY.L - Performance Comparison
In the year-to-date period, FCBR.L achieves a 17.03% return, which is significantly lower than FSKY.L's 34.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FCBR.L vs. FSKY.L - Expense Ratio Comparison
Both FCBR.L and FSKY.L have an expense ratio of 0.60%.
Risk-Adjusted Performance
FCBR.L vs. FSKY.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation (FCBR.L) and First Trust Cloud Computing UCITS ETF Class A USD Accumulation (FSKY.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.
Dividends
FCBR.L vs. FSKY.L - Dividend Comparison
Neither FCBR.L nor FSKY.L has paid dividends to shareholders.
Drawdowns
FCBR.L vs. FSKY.L - Drawdown Comparison
The maximum FCBR.L drawdown since its inception was -26.10%, smaller than the maximum FSKY.L drawdown of -47.61%. Use the drawdown chart below to compare losses from any high point for FCBR.L and FSKY.L. For additional features, visit the drawdowns tool.
Volatility
FCBR.L vs. FSKY.L - Volatility Comparison
The current volatility for First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation (FCBR.L) is 5.14%, while First Trust Cloud Computing UCITS ETF Class A USD Accumulation (FSKY.L) has a volatility of 6.27%. This indicates that FCBR.L experiences smaller price fluctuations and is considered to be less risky than FSKY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.