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FTGS.DE vs. CBRS.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTGS.DE vs. CBRS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FTGS.DE) and First Trust Nasdaq Cybersecurity UCITS ETF Acc (CBRS.DE). The values are adjusted to include any dividend payments, if applicable.

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FTGS.DE vs. CBRS.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
FTGS.DE
First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation
-3.21%-0.97%16.36%8.51%-0.83%
CBRS.DE
First Trust Nasdaq Cybersecurity UCITS ETF Acc
-12.60%-3.73%25.69%36.29%-11.51%

Returns By Period

In the year-to-date period, FTGS.DE achieves a -3.21% return, which is significantly higher than CBRS.DE's -12.60% return.


FTGS.DE

1D
0.66%
1M
-5.54%
YTD
-3.21%
6M
-2.61%
1Y
-5.50%
3Y*
6.56%
5Y*
10Y*

CBRS.DE

1D
1.78%
1M
2.14%
YTD
-12.60%
6M
-16.91%
1Y
-9.36%
3Y*
9.76%
5Y*
7.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTGS.DE vs. CBRS.DE - Expense Ratio Comparison

FTGS.DE has a 0.75% expense ratio, which is higher than CBRS.DE's 0.60% expense ratio.


Return for Risk

FTGS.DE vs. CBRS.DE — Risk / Return Rank

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

FTGS.DE
FTGS.DE Risk / Return Rank: 44
Overall Rank
FTGS.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
FTGS.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
FTGS.DE Omega Ratio Rank: 44
Omega Ratio Rank
FTGS.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
FTGS.DE Martin Ratio Rank: 22
Martin Ratio Rank

CBRS.DE
CBRS.DE Risk / Return Rank: 55
Overall Rank
CBRS.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CBRS.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
CBRS.DE Omega Ratio Rank: 55
Omega Ratio Rank
CBRS.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
CBRS.DE Martin Ratio Rank: 33
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.

FTGS.DE vs. CBRS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FTGS.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.


FTGS.DECBRS.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.42

-0.38

-0.04

Sortino ratio

Return per unit of downside risk

-0.48

-0.36

-0.12

Omega ratio

Gain probability vs. loss probability

0.93

0.95

-0.02

Calmar ratio

Return relative to maximum drawdown

-0.58

-0.43

-0.15

Martin ratio

Return relative to average drawdown

-1.37

-1.15

-0.22

FTGS.DE vs. CBRS.DE - Sharpe Ratio Comparison

The current FTGS.DE Sharpe Ratio is -0.42, which is comparable to the CBRS.DE Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of FTGS.DE and CBRS.DE, 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


FTGS.DECBRS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.42

-0.38

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.44

-0.06

Correlation

The correlation between FTGS.DE and CBRS.DE is 0.46, 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

FTGS.DE vs. CBRS.DE - Dividend Comparison

Neither FTGS.DE nor CBRS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FTGS.DE vs. CBRS.DE - Drawdown Comparison

The maximum FTGS.DE drawdown since its inception was -13.82%, smaller than the maximum CBRS.DE drawdown of -28.81%. Use the drawdown chart below to compare losses from any high point for FTGS.DE and CBRS.DE.


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Drawdown Indicators


FTGS.DECBRS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.82%

-28.81%

+14.99%

Max Drawdown (1Y)

Largest decline over 1 year

-10.74%

-23.91%

+13.17%

Max Drawdown (5Y)

Largest decline over 5 years

-28.81%

Current Drawdown

Current decline from peak

-8.55%

-25.00%

+16.45%

Average Drawdown

Average peak-to-trough decline

-4.20%

-10.24%

+6.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.86%

8.88%

-5.02%

Volatility

FTGS.DE vs. CBRS.DE - Volatility Comparison

The current volatility for First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FTGS.DE) is 3.36%, while First Trust Nasdaq Cybersecurity UCITS ETF Acc (CBRS.DE) has a volatility of 6.48%. This indicates that FTGS.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


FTGS.DECBRS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

6.48%

-3.12%

Volatility (6M)

Calculated over the trailing 6-month period

6.32%

17.51%

-11.19%

Volatility (1Y)

Calculated over the trailing 1-year period

13.05%

24.44%

-11.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.75%

22.57%

-10.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.75%

22.61%

-10.86%