L0CK.DE vs. CYBR

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) and CyberArk Software Ltd. (CYBR).

L0CK.DE is a passively managed fund by iShares that tracks the performance of the STOXX® Global Digital Security. It was launched on Sep 7, 2018.

Performance

L0CK.DE vs. CYBR - 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 CyberArk Software Ltd. (CYBR). The values are adjusted to include any dividend payments, if applicable.

L0CK.DE vs. CYBR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
L0CK.DE iShares Digital Security UCITS ETF USD (Acc)	-2.50%	-0.03%	22.76%	29.81%	-25.34%	27.06%	14.71%	33.01%	-11.70%
CYBR CyberArk Software Ltd.	-9.30%	18.00%	62.13%	63.89%	-20.54%	15.26%	27.18%	60.80%	-0.22%

Different Trading Currencies

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

Returns By Period

L0CK.DE

• 1D: 3.54%
• 1M: 2.01%
• YTD: -2.50%
• 6M: -3.82%
• 1Y: 5.41%
• 3Y*: 12.57%
• 5Y*: 6.83%
• 10Y*: —

CYBR

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

L0CK.DE vs. CYBR — 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: 18
L0CK.DE Sharpe Ratio Rank: 18
L0CK.DE Sortino Ratio Rank: 18
L0CK.DE Omega Ratio Rank: 17
L0CK.DE Calmar Ratio Rank: 20
L0CK.DE Martin Ratio Rank: 19

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. CYBR - 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 CyberArk Software Ltd. (CYBR). 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.DE	CYBR	Difference
Sharpe ratio Return per unit of total volatility	0.25	—	—
Sortino ratio Return per unit of downside risk	0.48	—	—
Omega ratio Gain probability vs. loss probability	1.06	—	—
Calmar ratio Return relative to maximum drawdown	0.41	—	—
Martin ratio Return relative to average drawdown	1.00	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	L0CK.DE	CYBR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.25	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.35	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	—	—

Correlation

The correlation between L0CK.DE and CYBR is 0.47, 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

L0CK.DE vs. CYBR - Dividend Comparison

Neither L0CK.DE nor CYBR has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	L0CK.DE	CYBR	Difference
Max Drawdown Largest peak-to-trough decline	-32.50%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-13.53%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-28.54%	—	—
Current Drawdown Current decline from peak	-11.39%	—	—
Average Drawdown Average peak-to-trough decline	-9.14%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	5.05%	—	—

Volatility

Volatility by Period

	L0CK.DE	CYBR	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.45%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.76%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	21.85%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.46%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.02%	—	—