FTFX.L vs. CIBR.L
FTFX.L (First Trust FactorFX UCITS ETF Class A USD) and CIBR.L (First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation) are both exchange-traded funds - FTFX.L is a Global Equities fund tracking the First Trust FactorFX UCITS ETF Class A USD, 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, FTFX.L returned 5.92%/yr vs 13.75%/yr for CIBR.L. At a 0.19 correlation, their price movements are largely independent.
Performance
FTFX.L vs. CIBR.L - Performance Comparison
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Returns By Period
In the year-to-date period, FTFX.L achieves a 6.72% return, which is significantly lower than CIBR.L's 29.65% return.
FTFX.L
- 1D
- 0.81%
- 1M
- 2.12%
- 6M
- 6.59%
- YTD
- 6.72%
- 1Y
- 10.31%
- 3Y*
- 6.78%
- 5Y*
- 5.92%
- 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*
- —
FTFX.L vs. CIBR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FTFX.L First Trust FactorFX UCITS ETF Class A USD | 6.72% | 8.14% | 7.93% | 9.97% | -1.13% | -3.43% | 5.26% |
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 FTFX.L and CIBR.L is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since May 20, 2020 | 0.19 |
The correlation between FTFX.L and CIBR.L shifts across timeframes, from -0.04 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FTFX.L vs. CIBR.L — Risk / Return Rank
FTFX.L
CIBR.L
FTFX.L vs. CIBR.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust FactorFX UCITS ETF Class A USD (FTFX.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.
| FTFX.L | CIBR.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.20 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 1.12 | +2.18 |
| Martin ratioReturn relative to average drawdown | 10.01 | 2.56 | +7.46 |
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Drawdowns
FTFX.L vs. CIBR.L - Drawdown Comparison
The maximum FTFX.L drawdown since its inception was -8.13%, smaller than the maximum CIBR.L drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FTFX.L and CIBR.L.
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Drawdown Indicators
| FTFX.L | CIBR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.13% | -33.69% | +25.56% |
Max Drawdown (1Y)Largest decline over 1 year | -2.97% | -23.23% | +20.26% |
Max Drawdown (3Y)Largest decline over 3 years | -6.92% | -23.42% | +16.50% |
Max Drawdown (5Y)Largest decline over 5 years | -6.92% | -33.69% | +26.77% |
Current DrawdownCurrent decline from peak | 0.00% | -1.96% | +1.96% |
Average DrawdownAverage peak-to-trough decline | -2.08% | -10.36% | +8.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 10.22% | -9.24% |
Volatility
FTFX.L vs. CIBR.L - Volatility Comparison
The current volatility for First Trust FactorFX UCITS ETF Class A USD (FTFX.L) is 1.26%, while First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation (CIBR.L) has a volatility of 8.39%. This indicates that FTFX.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
| FTFX.L | CIBR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.26% | 8.39% | -7.13% |
Volatility (6M)Calculated over the trailing 6-month period | 4.37% | 23.52% | -19.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.34% | 26.47% | -20.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.33% | 24.52% | -17.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.18% | 24.09% | -17.91% |
Dividends
FTFX.L vs. CIBR.L - Dividend Comparison
Neither FTFX.L nor CIBR.L has paid dividends to shareholders.
Frequently Asked Questions
FTFX.L and CIBR.L have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTFX.L is categorized as Global Equities, while CIBR.L is Technology Equities. FTFX.L tracks First Trust FactorFX UCITS ETF Class A USD, while CIBR.L tracks MSCI World/Information Tech NR USD.
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