FTGQ.DE vs. CBRS.DE
Compare and contrast key facts about First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation (FTGQ.DE) and First Trust Nasdaq Cybersecurity UCITS ETF Acc (CBRS.DE).
FTGQ.DE and CBRS.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTGQ.DE is an actively managed fund by First Trust. It was launched on Dec 20, 2024. CBRS.DE is a passively managed fund by First Trust that tracks the performance of the Nasdaq CTA Cybersecurity. It was launched on May 27, 2020.
Performance
FTGQ.DE vs. CBRS.DE - Performance Comparison
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FTGQ.DE vs. CBRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FTGQ.DE First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation | -1.26% | 1.05% | -3.86% |
CBRS.DE First Trust Nasdaq Cybersecurity UCITS ETF Acc | -10.91% | -3.73% | -0.54% |
Returns By Period
In the year-to-date period, FTGQ.DE achieves a -1.26% return, which is significantly higher than CBRS.DE's -10.91% return.
FTGQ.DE
- 1D
- 1.00%
- 1M
- -0.70%
- YTD
- -1.26%
- 6M
- 1.95%
- 1Y
- 7.77%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CBRS.DE
- 1D
- 1.93%
- 1M
- 2.94%
- YTD
- -10.91%
- 6M
- -16.00%
- 1Y
- -8.51%
- 3Y*
- 10.69%
- 5Y*
- 7.93%
- 10Y*
- —
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FTGQ.DE vs. CBRS.DE - Expense Ratio Comparison
FTGQ.DE has a 0.90% expense ratio, which is higher than CBRS.DE's 0.60% expense ratio.
Return for Risk
FTGQ.DE vs. CBRS.DE — Risk / Return Rank
FTGQ.DE
CBRS.DE
FTGQ.DE vs. CBRS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation (FTGQ.DE) and First Trust Nasdaq Cybersecurity UCITS ETF Acc (CBRS.DE). 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.
| FTGQ.DE | CBRS.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | -0.35 | +0.96 |
Sortino ratioReturn per unit of downside risk | 0.89 | -0.31 | +1.21 |
Omega ratioGain probability vs. loss probability | 1.14 | 0.96 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | -0.09 | +0.94 |
Martin ratioReturn relative to average drawdown | 3.29 | -0.25 | +3.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTGQ.DE | CBRS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | -0.35 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.35 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.24 | 0.46 | -0.70 |
Correlation
The correlation between FTGQ.DE and CBRS.DE is 0.56, 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
FTGQ.DE vs. CBRS.DE - Dividend Comparison
Neither FTGQ.DE nor CBRS.DE has paid dividends to shareholders.
Drawdowns
FTGQ.DE vs. CBRS.DE - Drawdown Comparison
The maximum FTGQ.DE drawdown since its inception was -19.13%, smaller than the maximum CBRS.DE drawdown of -28.81%. Use the drawdown chart below to compare losses from any high point for FTGQ.DE and CBRS.DE.
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Drawdown Indicators
| FTGQ.DE | CBRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.13% | -28.81% | +9.68% |
Max Drawdown (1Y)Largest decline over 1 year | -9.10% | -23.91% | +14.81% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.81% | — |
Current DrawdownCurrent decline from peak | -4.18% | -23.55% | +19.37% |
Average DrawdownAverage peak-to-trough decline | -6.58% | -10.25% | +3.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 8.94% | -6.60% |
Volatility
FTGQ.DE vs. CBRS.DE - Volatility Comparison
The current volatility for First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation (FTGQ.DE) is 2.65%, while First Trust Nasdaq Cybersecurity UCITS ETF Acc (CBRS.DE) has a volatility of 6.45%. This indicates that FTGQ.DE experiences smaller price fluctuations and is considered to be less risky than CBRS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTGQ.DE | CBRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 6.45% | -3.80% |
Volatility (6M)Calculated over the trailing 6-month period | 6.43% | 17.62% | -11.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.64% | 24.47% | -11.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.34% | 22.58% | -9.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.34% | 22.62% | -9.28% |