FSKY.L vs. FCBR.L
Compare and contrast key facts about First Trust Cloud Computing UCITS ETF Class A USD Accumulation (FSKY.L) and First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation (FCBR.L).
FSKY.L and FCBR.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. 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. Both FSKY.L and FCBR.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: FSKY.L or FCBR.L.
Key characteristics
| FSKY.L | FCBR.L | |
|---|---|---|
| YTD Return | 32.12% | 16.10% |
| 1Y Return | 47.59% | 30.09% |
| 3Y Return (Ann) | 1.66% | 5.93% |
| Sharpe Ratio | 2.25 | 1.58 |
| Sortino Ratio | 2.90 | 2.20 |
| Omega Ratio | 1.41 | 1.29 |
| Calmar Ratio | 1.64 | 2.21 |
| Martin Ratio | 12.08 | 5.11 |
| Ulcer Index | 3.88% | 5.76% |
| Daily Std Dev | 20.78% | 18.54% |
| Max Drawdown | -47.61% | -26.10% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between FSKY.L and FCBR.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
FSKY.L vs. FCBR.L - Performance Comparison
In the year-to-date period, FSKY.L achieves a 32.12% return, which is significantly higher than FCBR.L's 16.10% 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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FSKY.L vs. FCBR.L - Expense Ratio Comparison
Both FSKY.L and FCBR.L have an expense ratio of 0.60%.
Risk-Adjusted Performance
FSKY.L vs. FCBR.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Cloud Computing UCITS ETF Class A USD Accumulation (FSKY.L) and First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation (FCBR.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
FSKY.L vs. FCBR.L - Dividend Comparison
Neither FSKY.L nor FCBR.L has paid dividends to shareholders.
Drawdowns
FSKY.L vs. FCBR.L - Drawdown Comparison
The maximum FSKY.L drawdown since its inception was -47.61%, which is greater than FCBR.L's maximum drawdown of -26.10%. Use the drawdown chart below to compare losses from any high point for FSKY.L and FCBR.L. For additional features, visit the drawdowns tool.
Volatility
FSKY.L vs. FCBR.L - Volatility Comparison
First Trust Cloud Computing UCITS ETF Class A USD Accumulation (FSKY.L) has a higher volatility of 6.28% compared to First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation (FCBR.L) at 5.16%. This indicates that FSKY.L's price experiences larger fluctuations and is considered to be riskier than FCBR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.