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LGOV vs. CIBR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LGOV vs. CIBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Long Duration Opportunities ETF (LGOV) and First Trust NASDAQ Cybersecurity ETF (CIBR). The values are adjusted to include any dividend payments, if applicable.

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LGOV vs. CIBR - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LGOV
First Trust Long Duration Opportunities ETF
-0.13%9.13%-2.05%4.91%-19.73%-1.93%11.31%11.53%
CIBR
First Trust NASDAQ Cybersecurity ETF
-12.12%13.06%18.21%39.71%-26.46%19.67%50.53%21.47%

Returns By Period

In the year-to-date period, LGOV achieves a -0.13% return, which is significantly higher than CIBR's -12.12% return.


LGOV

1D
0.65%
1M
-3.44%
YTD
-0.13%
6M
1.30%
1Y
4.59%
3Y*
2.17%
5Y*
-1.21%
10Y*

CIBR

1D
3.11%
1M
-0.19%
YTD
-12.12%
6M
-17.17%
1Y
0.06%
3Y*
14.11%
5Y*
8.62%
10Y*
14.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LGOV vs. CIBR - Expense Ratio Comparison

LGOV has a 0.70% expense ratio, which is higher than CIBR's 0.60% expense ratio.


Return for Risk

LGOV vs. CIBR — Risk / Return Rank

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

LGOV
LGOV Risk / Return Rank: 3131
Overall Rank
LGOV Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
LGOV Sortino Ratio Rank: 3030
Sortino Ratio Rank
LGOV Omega Ratio Rank: 2626
Omega Ratio Rank
LGOV Calmar Ratio Rank: 4040
Calmar Ratio Rank
LGOV Martin Ratio Rank: 2929
Martin Ratio Rank

CIBR
CIBR Risk / Return Rank: 1212
Overall Rank
CIBR Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CIBR Sortino Ratio Rank: 1313
Sortino Ratio Rank
CIBR Omega Ratio Rank: 1313
Omega Ratio Rank
CIBR Calmar Ratio Rank: 1212
Calmar Ratio Rank
CIBR Martin Ratio Rank: 1212
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.

LGOV vs. CIBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Long Duration Opportunities ETF (LGOV) 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.


LGOVCIBRDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.00

+0.59

Sortino ratio

Return per unit of downside risk

0.86

0.17

+0.69

Omega ratio

Gain probability vs. loss probability

1.11

1.02

+0.08

Calmar ratio

Return relative to maximum drawdown

1.00

-0.03

+1.02

Martin ratio

Return relative to average drawdown

2.47

-0.07

+2.54

LGOV vs. CIBR - Sharpe Ratio Comparison

The current LGOV Sharpe Ratio is 0.59, which is higher than the CIBR Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of LGOV and CIBR, 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


LGOVCIBRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.00

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.36

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.51

-0.38

Correlation

The correlation between LGOV and CIBR is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LGOV vs. CIBR - Dividend Comparison

LGOV's dividend yield for the trailing twelve months is around 4.17%, more than CIBR's 0.65% yield.


TTM20252024202320222021202020192018201720162015
LGOV
First Trust Long Duration Opportunities ETF
4.17%4.02%4.03%3.59%1.97%2.58%3.75%3.01%0.00%0.00%0.00%0.00%
CIBR
First Trust NASDAQ Cybersecurity ETF
0.65%0.42%0.29%0.42%0.31%0.59%1.10%0.23%0.23%0.10%0.77%0.58%

Drawdowns

LGOV vs. CIBR - Drawdown Comparison

The maximum LGOV drawdown since its inception was -30.86%, smaller than the maximum CIBR drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for LGOV and CIBR.


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Drawdown Indicators


LGOVCIBRDifference

Max Drawdown

Largest peak-to-trough decline

-30.86%

-33.89%

+3.03%

Max Drawdown (1Y)

Largest decline over 1 year

-5.01%

-21.96%

+16.95%

Max Drawdown (5Y)

Largest decline over 5 years

-28.14%

-33.89%

+5.75%

Max Drawdown (10Y)

Largest decline over 10 years

-33.89%

Current Drawdown

Current decline from peak

-14.91%

-19.50%

+4.59%

Average Drawdown

Average peak-to-trough decline

-13.03%

-8.66%

-4.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

8.02%

-6.00%

Volatility

LGOV vs. CIBR - Volatility Comparison

The current volatility for First Trust Long Duration Opportunities ETF (LGOV) is 2.77%, while First Trust NASDAQ Cybersecurity ETF (CIBR) has a volatility of 7.04%. This indicates that LGOV 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


LGOVCIBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.77%

7.04%

-4.27%

Volatility (6M)

Calculated over the trailing 6-month period

4.69%

16.45%

-11.76%

Volatility (1Y)

Calculated over the trailing 1-year period

7.84%

24.46%

-16.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.01%

24.21%

-15.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.27%

23.22%

-13.95%