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FGD vs. CIBR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGD vs. CIBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dow Jones Global Select Dividend Index Fund (FGD) and First Trust NASDAQ Cybersecurity ETF (CIBR). The values are adjusted to include any dividend payments, if applicable.

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FGD vs. CIBR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGD
First Trust Dow Jones Global Select Dividend Index Fund
5.86%44.42%5.71%8.20%-7.25%20.83%-5.23%20.64%-12.49%17.87%
CIBR
First Trust NASDAQ Cybersecurity ETF
-12.12%13.06%18.21%39.71%-26.46%19.67%50.53%28.52%1.47%18.61%

Returns By Period

In the year-to-date period, FGD achieves a 5.86% return, which is significantly higher than CIBR's -12.12% return. Over the past 10 years, FGD has underperformed CIBR with an annualized return of 9.62%, while CIBR has yielded a comparatively higher 14.52% annualized return.


FGD

1D
2.21%
1M
-5.56%
YTD
5.86%
6M
13.83%
1Y
39.89%
3Y*
20.04%
5Y*
11.06%
10Y*
9.62%

CIBR

1D
3.11%
1M
-0.19%
YTD
-12.12%
6M
-17.17%
1Y
0.06%
3Y*
14.11%
5Y*
8.62%
10Y*
14.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGD vs. CIBR - Expense Ratio Comparison

FGD has a 0.59% expense ratio, which is lower than CIBR's 0.60% expense ratio.


Return for Risk

FGD vs. CIBR — Risk / Return Rank

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

FGD
FGD Risk / Return Rank: 9696
Overall Rank
FGD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FGD Sortino Ratio Rank: 9797
Sortino Ratio Rank
FGD Omega Ratio Rank: 9797
Omega Ratio Rank
FGD Calmar Ratio Rank: 9494
Calmar Ratio Rank
FGD Martin Ratio Rank: 9494
Martin Ratio Rank

CIBR
CIBR Risk / Return Rank: 1212
Overall Rank
CIBR Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CIBR Sortino Ratio Rank: 1313
Sortino Ratio Rank
CIBR Omega Ratio Rank: 1313
Omega Ratio Rank
CIBR Calmar Ratio Rank: 1212
Calmar Ratio Rank
CIBR Martin Ratio Rank: 1212
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.

FGD vs. CIBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones Global Select Dividend Index Fund (FGD) 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.


FGDCIBRDifference

Sharpe ratio

Return per unit of total volatility

2.66

0.00

+2.66

Sortino ratio

Return per unit of downside risk

3.49

0.17

+3.31

Omega ratio

Gain probability vs. loss probability

1.52

1.02

+0.50

Calmar ratio

Return relative to maximum drawdown

3.75

-0.03

+3.78

Martin ratio

Return relative to average drawdown

14.43

-0.07

+14.50

FGD vs. CIBR - Sharpe Ratio Comparison

The current FGD Sharpe Ratio is 2.66, which is higher than the CIBR Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of FGD and CIBR, 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


FGDCIBRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.66

0.00

+2.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.36

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.63

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.51

-0.27

Correlation

The correlation between FGD and CIBR is 0.49, 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.


Dividends

FGD vs. CIBR - Dividend Comparison

FGD's dividend yield for the trailing twelve months is around 5.34%, more than CIBR's 0.65% yield.


TTM20252024202320222021202020192018201720162015
FGD
First Trust Dow Jones Global Select Dividend Index Fund
5.34%5.62%5.87%6.44%5.74%5.35%6.17%5.19%5.88%4.01%4.36%5.07%
CIBR
First Trust NASDAQ Cybersecurity ETF
0.65%0.42%0.29%0.42%0.31%0.59%1.10%0.23%0.23%0.10%0.77%0.58%

Drawdowns

FGD vs. CIBR - Drawdown Comparison

The maximum FGD drawdown since its inception was -68.05%, which is greater than CIBR's maximum drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for FGD and CIBR.


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Drawdown Indicators


FGDCIBRDifference

Max Drawdown

Largest peak-to-trough decline

-68.05%

-33.89%

-34.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.51%

-21.96%

+11.45%

Max Drawdown (5Y)

Largest decline over 5 years

-28.68%

-33.89%

+5.21%

Max Drawdown (10Y)

Largest decline over 10 years

-44.84%

-33.89%

-10.95%

Current Drawdown

Current decline from peak

-6.66%

-19.50%

+12.84%

Average Drawdown

Average peak-to-trough decline

-12.67%

-8.66%

-4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

8.02%

-5.29%

Volatility

FGD vs. CIBR - Volatility Comparison

The current volatility for First Trust Dow Jones Global Select Dividend Index Fund (FGD) is 6.62%, while First Trust NASDAQ Cybersecurity ETF (CIBR) has a volatility of 7.04%. This indicates that FGD experiences smaller price fluctuations and is considered to be less risky than CIBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGDCIBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

7.04%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

16.45%

-6.41%

Volatility (1Y)

Calculated over the trailing 1-year period

15.05%

24.46%

-9.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.92%

24.21%

-9.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.29%

23.22%

-4.93%