FTCS.L vs. CIBR.L
FTCS.L (First Trust Capital Strength UCITS ETF Class A USD Accumulation) and CIBR.L (First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation) are both exchange-traded funds - FTCS.L is a Global Equities fund tracking the First Trust Capital Strength UCITS ETF Class A USD Accumulation, while CIBR.L is a Technology Equities fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 5 years, FTCS.L returned 5.52%/yr vs 13.75%/yr for CIBR.L. At a 0.44 correlation, their price movements are largely independent.
Performance
FTCS.L vs. CIBR.L - Performance Comparison
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Returns By Period
In the year-to-date period, FTCS.L achieves a 3.44% return, which is significantly lower than CIBR.L's 29.65% return.
FTCS.L
- 1D
- -0.55%
- 1M
- 1.78%
- 6M
- 0.59%
- YTD
- 3.44%
- 1Y
- 7.18%
- 3Y*
- 9.29%
- 5Y*
- 5.52%
- 10Y*
- —
CIBR.L
- 1D
- -1.96%
- 1M
- 8.41%
- 6M
- 30.61%
- YTD
- 29.65%
- 1Y
- 26.20%
- 3Y*
- 25.02%
- 5Y*
- 13.75%
- 10Y*
- —
FTCS.L vs. CIBR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FTCS.L First Trust Capital Strength UCITS ETF Class A USD Accumulation | 3.44% | 6.62% | 11.16% | 8.19% | -10.23% | 25.79% | 20.92% |
CIBR.L First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation | 29.65% | 7.59% | 18.94% | 40.85% | -27.53% | 19.58% | 42.96% |
Correlation
The correlation between FTCS.L and CIBR.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since May 20, 2020 | 0.44 |
Over the past year, the correlation between FTCS.L and CIBR.L has dropped to 0.14 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
FTCS.L vs. CIBR.L — Risk / Return Rank
FTCS.L
CIBR.L
FTCS.L vs. CIBR.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Capital Strength UCITS ETF Class A USD Accumulation (FTCS.L) and First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation (CIBR.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.
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.
| FTCS.L | CIBR.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.20 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.12 | -0.21 |
| Martin ratioReturn relative to average drawdown | 1.88 | 2.56 | -0.67 |
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Drawdowns
FTCS.L vs. CIBR.L - Drawdown Comparison
The maximum FTCS.L drawdown since its inception was -31.99%, smaller than the maximum CIBR.L drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FTCS.L and CIBR.L.
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Drawdown Indicators
| FTCS.L | CIBR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.99% | -33.69% | +1.70% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -23.23% | +14.55% |
Max Drawdown (3Y)Largest decline over 3 years | -12.77% | -23.42% | +10.65% |
Max Drawdown (5Y)Largest decline over 5 years | -20.63% | -33.69% | +13.06% |
Current DrawdownCurrent decline from peak | -4.30% | -1.96% | -2.34% |
Average DrawdownAverage peak-to-trough decline | -5.78% | -10.36% | +4.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 10.22% | -6.01% |
Volatility
FTCS.L vs. CIBR.L - Volatility Comparison
The current volatility for First Trust Capital Strength UCITS ETF Class A USD Accumulation (FTCS.L) is 4.50%, while First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation (CIBR.L) has a volatility of 8.39%. This indicates that FTCS.L experiences smaller price fluctuations and is considered to be less risky than CIBR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTCS.L | CIBR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 8.39% | -3.89% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 23.52% | -15.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 26.47% | -15.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.92% | 24.52% | -10.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 24.09% | -6.44% |
Dividends
FTCS.L vs. CIBR.L - Dividend Comparison
Neither FTCS.L nor CIBR.L has paid dividends to shareholders.
Frequently Asked Questions
FTCS.L and CIBR.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTCS.L is categorized as Global Equities, while CIBR.L is Technology Equities. FTCS.L tracks First Trust Capital Strength UCITS ETF Class A USD Accumulation, while CIBR.L tracks MSCI World/Information Tech NR USD.
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