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L0CK.DE vs. CIBR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

L0CK.DE vs. CIBR - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) and First Trust NASDAQ Cybersecurity ETF (CIBR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

L0CK.DE is traded in EUR, while CIBR is traded in USD. To make them comparable, the CIBR values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, L0CK.DE achieves a 19.85% return, which is significantly lower than CIBR's 28.61% return.


L0CK.DE

1D
-2.66%
1M
10.58%
YTD
19.85%
6M
21.05%
1Y
22.61%
3Y*
18.48%
5Y*
10.97%
10Y*

CIBR

1D
-1.20%
1M
28.83%
YTD
28.61%
6M
22.28%
1Y
22.96%
3Y*
24.42%
5Y*
17.11%
10Y*
18.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

L0CK.DE vs. CIBR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
L0CK.DE
iShares Digital Security UCITS ETF USD (Acc)
19.85%-0.03%22.76%29.81%-25.34%27.06%14.71%33.01%-11.70%
CIBR
First Trust NASDAQ Cybersecurity ETF
28.61%-0.35%26.01%35.52%-21.90%28.63%38.12%31.42%-16.47%

Correlation

The correlation between L0CK.DE and CIBR is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2018

0.62

The correlation between L0CK.DE and CIBR has been stable across timeframes, ranging from 0.62 to 0.65 - a consistent structural relationship.

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Return for Risk

L0CK.DE vs. CIBR — Risk / Return Rank

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

L0CK.DE
L0CK.DE Risk / Return Rank: 3232
Overall Rank
L0CK.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
L0CK.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
L0CK.DE Omega Ratio Rank: 3131
Omega Ratio Rank
L0CK.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
L0CK.DE Martin Ratio Rank: 3131
Martin Ratio Rank

CIBR
CIBR Risk / Return Rank: 2727
Overall Rank
CIBR Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CIBR Sortino Ratio Rank: 2929
Sortino Ratio Rank
CIBR Omega Ratio Rank: 2929
Omega Ratio Rank
CIBR Calmar Ratio Rank: 2525
Calmar Ratio Rank
CIBR Martin Ratio Rank: 2323
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.

L0CK.DE vs. CIBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) and First Trust NASDAQ Cybersecurity ETF (CIBR). 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.


L0CK.DECIBRDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.20

1.18

+0.02

Calmar ratioReturn relative to maximum drawdown

1.81

1.01

+0.79

Martin ratioReturn relative to average drawdown

4.44

2.38

+2.05

L0CK.DE vs. CIBR - Sharpe Ratio Comparison

The current L0CK.DE Sharpe Ratio is 1.09, which is comparable to the CIBR Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of L0CK.DE and CIBR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


L0CK.DECIBRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.93

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.69

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.62

-0.02

Drawdowns

L0CK.DE vs. CIBR - Drawdown Comparison

The maximum L0CK.DE drawdown since its inception was -32.50%, smaller than the maximum CIBR drawdown of -35.19%. Use the drawdown chart below to compare losses from any high point for L0CK.DE and CIBR.


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Drawdown Indicators


L0CK.DECIBRDifference

Max Drawdown

Largest peak-to-trough decline

-32.50%

-35.19%

+2.69%

Max Drawdown (1Y)

Largest decline over 1 year

-12.47%

-22.83%

+10.36%

Max Drawdown (3Y)

Largest decline over 3 years

-27.07%

-24.33%

-2.74%

Max Drawdown (5Y)

Largest decline over 5 years

-28.54%

-28.91%

+0.37%

Max Drawdown (10Y)

Largest decline over 10 years

-35.19%

Current Drawdown

Current decline from peak

-3.17%

-3.70%

+0.53%

Average Drawdown

Average peak-to-trough decline

-9.03%

-8.74%

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.08%

9.66%

-4.58%

Volatility

L0CK.DE vs. CIBR - Volatility Comparison

The current volatility for iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) is 8.18%, while First Trust NASDAQ Cybersecurity ETF (CIBR) has a volatility of 11.17%. This indicates that L0CK.DE experiences smaller price fluctuations and is considered to be less risky than CIBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


L0CK.DECIBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.18%

11.17%

-2.99%

Volatility (6M)

Calculated over the trailing 6-month period

16.31%

21.25%

-4.94%

Volatility (1Y)

Calculated over the trailing 1-year period

20.67%

24.92%

-4.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.90%

24.78%

-4.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.21%

23.90%

-3.69%

L0CK.DE vs. CIBR - Expense Ratio Comparison

L0CK.DE has a 0.40% expense ratio, which is lower than CIBR's 0.60% expense ratio.


Dividends

L0CK.DE vs. CIBR - Dividend Comparison

L0CK.DE has not paid dividends to shareholders, while CIBR's dividend yield for the trailing twelve months is around 0.45%.


PositionTTM20252024202320222021202020192018201720162015
CIBR
First Trust NASDAQ Cybersecurity ETF
0.45%0.42%0.29%0.42%0.31%0.59%1.10%0.23%0.23%0.10%0.77%0.58%
L0CK.DE
iShares Digital Security UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


L0CK.DE and CIBR have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, L0CK.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

L0CK.DE is cheaper with a 0.40% expense ratio, compared with 0.60% for CIBR.

L0CK.DE is categorized as Technology Equities, while CIBR is Cybersecurity. L0CK.DE tracks STOXX® Global Digital Security, while CIBR tracks Nasdaq CTA Cybersecurity Index. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.40% for L0CK.DE and 0.60% for CIBR.

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