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RCRS.DE vs. CBRS.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RCRS.DE and CBRS.DE is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

RCRS.DE vs. CBRS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rize Cybersecurity and Data Privacy UCITS ETF (RCRS.DE) and First Trust Nasdaq Cybersecurity UCITS ETF Acc (CBRS.DE). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
21.40%
20.80%
RCRS.DE
CBRS.DE

Key characteristics

Sharpe Ratio

RCRS.DE:

1.05

CBRS.DE:

1.36

Sortino Ratio

RCRS.DE:

1.61

CBRS.DE:

1.94

Omega Ratio

RCRS.DE:

1.20

CBRS.DE:

1.26

Calmar Ratio

RCRS.DE:

1.35

CBRS.DE:

1.96

Martin Ratio

RCRS.DE:

3.07

CBRS.DE:

5.55

Ulcer Index

RCRS.DE:

7.31%

CBRS.DE:

4.87%

Daily Std Dev

RCRS.DE:

21.34%

CBRS.DE:

19.84%

Max Drawdown

RCRS.DE:

-35.76%

CBRS.DE:

-28.32%

Current Drawdown

RCRS.DE:

-0.49%

CBRS.DE:

-0.81%

Returns By Period

In the year-to-date period, RCRS.DE achieves a 14.22% return, which is significantly higher than CBRS.DE's 11.13% return.


RCRS.DE

YTD

14.22%

1M

10.91%

6M

30.64%

1Y

25.99%

5Y*

14.50%

10Y*

N/A

CBRS.DE

YTD

11.13%

1M

8.91%

6M

30.00%

1Y

30.37%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

RCRS.DE has a 0.45% expense ratio, which is lower than CBRS.DE's 0.60% expense ratio.


CBRS.DE
First Trust Nasdaq Cybersecurity UCITS ETF Acc
Expense ratio chart for CBRS.DE: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for RCRS.DE: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

RCRS.DE vs. CBRS.DE — Risk-Adjusted Performance Rank

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

RCRS.DE
The Risk-Adjusted Performance Rank of RCRS.DE is 4242
Overall Rank
The Sharpe Ratio Rank of RCRS.DE is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of RCRS.DE is 4343
Sortino Ratio Rank
The Omega Ratio Rank of RCRS.DE is 4343
Omega Ratio Rank
The Calmar Ratio Rank of RCRS.DE is 5050
Calmar Ratio Rank
The Martin Ratio Rank of RCRS.DE is 3333
Martin Ratio Rank

CBRS.DE
The Risk-Adjusted Performance Rank of CBRS.DE is 5656
Overall Rank
The Sharpe Ratio Rank of CBRS.DE is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of CBRS.DE is 5454
Sortino Ratio Rank
The Omega Ratio Rank of CBRS.DE is 5757
Omega Ratio Rank
The Calmar Ratio Rank of CBRS.DE is 6262
Calmar Ratio Rank
The Martin Ratio Rank of CBRS.DE is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RCRS.DE vs. CBRS.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rize Cybersecurity and Data Privacy UCITS ETF (RCRS.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.


Sharpe ratio
The chart of Sharpe ratio for RCRS.DE, currently valued at 0.90, compared to the broader market0.002.004.000.901.20
The chart of Sortino ratio for RCRS.DE, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.0010.0012.001.371.69
The chart of Omega ratio for RCRS.DE, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.22
The chart of Calmar ratio for RCRS.DE, currently valued at 0.96, compared to the broader market0.005.0010.0015.000.961.85
The chart of Martin ratio for RCRS.DE, currently valued at 2.76, compared to the broader market0.0020.0040.0060.0080.00100.002.765.01
RCRS.DE
CBRS.DE

The current RCRS.DE Sharpe Ratio is 1.05, which is comparable to the CBRS.DE Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of RCRS.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.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.90
1.20
RCRS.DE
CBRS.DE

Dividends

RCRS.DE vs. CBRS.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

RCRS.DE vs. CBRS.DE - Drawdown Comparison

The maximum RCRS.DE drawdown since its inception was -35.76%, which is greater than CBRS.DE's maximum drawdown of -28.32%. Use the drawdown chart below to compare losses from any high point for RCRS.DE and CBRS.DE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.29%
RCRS.DE
CBRS.DE

Volatility

RCRS.DE vs. CBRS.DE - Volatility Comparison

The current volatility for Rize Cybersecurity and Data Privacy UCITS ETF (RCRS.DE) is 4.18%, while First Trust Nasdaq Cybersecurity UCITS ETF Acc (CBRS.DE) has a volatility of 4.84%. This indicates that RCRS.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.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
4.18%
4.84%
RCRS.DE
CBRS.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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