FCBR.L vs. XDJP.L
Compare and contrast key facts about First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation (FCBR.L) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L).
FCBR.L and XDJP.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. XDJP.L is a passively managed fund by Xtrackers that tracks the performance of the TOPIX TR JPY. It was launched on Jan 25, 2013. Both FCBR.L and XDJP.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 XDJP.L.
Key characteristics
| FCBR.L | XDJP.L | |
|---|---|---|
| YTD Return | 17.03% | 8.63% |
| 1Y Return | 30.47% | 14.44% |
| 3Y Return (Ann) | 6.20% | 2.48% |
| Sharpe Ratio | 1.59 | 0.84 |
| Sortino Ratio | 2.20 | 1.24 |
| Omega Ratio | 1.29 | 1.16 |
| Calmar Ratio | 2.21 | 0.98 |
| Martin Ratio | 5.11 | 2.34 |
| Ulcer Index | 5.76% | 6.10% |
| Daily Std Dev | 18.51% | 17.03% |
| Max Drawdown | -26.10% | -23.69% |
| Current Drawdown | 0.00% | -5.87% |
Correlation
The correlation between FCBR.L and XDJP.L is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FCBR.L vs. XDJP.L - Performance Comparison
In the year-to-date period, FCBR.L achieves a 17.03% return, which is significantly higher than XDJP.L's 8.63% 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. XDJP.L - Expense Ratio Comparison
FCBR.L has a 0.60% expense ratio, which is higher than XDJP.L's 0.09% expense ratio.
Risk-Adjusted Performance
FCBR.L vs. XDJP.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 Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.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. XDJP.L - Dividend Comparison
FCBR.L has not paid dividends to shareholders, while XDJP.L's dividend yield for the trailing twelve months is around 1.43%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FCBR.L First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDJP.L Xtrackers Nikkei 225 UCITS ETF 1D | 1.43% | 1.59% | 2.47% | 1.20% | 1.11% | 1.13% | 1.24% | 0.72% | 0.83% | 0.16% | 1.42% |
Drawdowns
FCBR.L vs. XDJP.L - Drawdown Comparison
The maximum FCBR.L drawdown since its inception was -26.10%, which is greater than XDJP.L's maximum drawdown of -23.69%. Use the drawdown chart below to compare losses from any high point for FCBR.L and XDJP.L. For additional features, visit the drawdowns tool.
Volatility
FCBR.L vs. XDJP.L - Volatility Comparison
First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation (FCBR.L) and Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) have volatilities of 5.14% and 5.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.