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SMOG vs. CIBR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMOG vs. CIBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Low Carbon Energy ETF (SMOG) and First Trust NASDAQ Cybersecurity ETF (CIBR). The values are adjusted to include any dividend payments, if applicable.

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SMOG vs. CIBR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMOG
VanEck Low Carbon Energy ETF
7.05%33.36%-9.33%1.42%-29.92%-2.75%118.38%38.86%-10.18%22.69%
CIBR
First Trust NASDAQ Cybersecurity ETF
-12.12%13.06%18.21%39.71%-26.46%19.67%50.53%28.52%1.47%18.61%

Returns By Period

In the year-to-date period, SMOG achieves a 7.05% return, which is significantly higher than CIBR's -12.12% return. Over the past 10 years, SMOG has underperformed CIBR with an annualized return of 11.23%, while CIBR has yielded a comparatively higher 14.52% annualized return.


SMOG

1D
4.10%
1M
-2.17%
YTD
7.05%
6M
10.90%
1Y
39.38%
3Y*
6.20%
5Y*
-1.46%
10Y*
11.23%

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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SMOG vs. CIBR - Expense Ratio Comparison

SMOG has a 0.61% expense ratio, which is higher than CIBR's 0.60% expense ratio.


Return for Risk

SMOG vs. CIBR — Risk / Return Rank

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

SMOG
SMOG Risk / Return Rank: 8686
Overall Rank
SMOG Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SMOG Sortino Ratio Rank: 8686
Sortino Ratio Rank
SMOG Omega Ratio Rank: 8181
Omega Ratio Rank
SMOG Calmar Ratio Rank: 9090
Calmar Ratio Rank
SMOG Martin Ratio Rank: 9090
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.

SMOG vs. CIBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Low Carbon Energy ETF (SMOG) 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.


SMOGCIBRDifference

Sharpe ratio

Return per unit of total volatility

1.69

0.00

+1.69

Sortino ratio

Return per unit of downside risk

2.31

0.17

+2.13

Omega ratio

Gain probability vs. loss probability

1.31

1.02

+0.29

Calmar ratio

Return relative to maximum drawdown

2.96

-0.03

+2.99

Martin ratio

Return relative to average drawdown

11.47

-0.07

+11.54

SMOG vs. CIBR - Sharpe Ratio Comparison

The current SMOG Sharpe Ratio is 1.69, which is higher than the CIBR Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of SMOG 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


SMOGCIBRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

0.00

+1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.36

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.63

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.51

-0.46

Correlation

The correlation between SMOG and CIBR is 0.59, 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

SMOG vs. CIBR - Dividend Comparison

SMOG's dividend yield for the trailing twelve months is around 1.47%, more than CIBR's 0.65% yield.


TTM20252024202320222021202020192018201720162015
SMOG
VanEck Low Carbon Energy ETF
1.47%1.57%1.64%1.58%1.32%0.44%0.06%0.00%0.62%1.25%2.12%0.56%
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

SMOG vs. CIBR - Drawdown Comparison

The maximum SMOG drawdown since its inception was -84.39%, which is greater than CIBR's maximum drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for SMOG and CIBR.


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Drawdown Indicators


SMOGCIBRDifference

Max Drawdown

Largest peak-to-trough decline

-84.39%

-33.89%

-50.50%

Max Drawdown (1Y)

Largest decline over 1 year

-13.04%

-21.96%

+8.92%

Max Drawdown (5Y)

Largest decline over 5 years

-47.86%

-33.89%

-13.97%

Max Drawdown (10Y)

Largest decline over 10 years

-51.10%

-33.89%

-17.21%

Current Drawdown

Current decline from peak

-22.64%

-19.50%

-3.14%

Average Drawdown

Average peak-to-trough decline

-52.81%

-8.66%

-44.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

8.02%

-4.65%

Volatility

SMOG vs. CIBR - Volatility Comparison

VanEck Low Carbon Energy ETF (SMOG) has a higher volatility of 10.07% compared to First Trust NASDAQ Cybersecurity ETF (CIBR) at 7.04%. This indicates that SMOG's price experiences larger fluctuations and is considered to be riskier 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


SMOGCIBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.07%

7.04%

+3.03%

Volatility (6M)

Calculated over the trailing 6-month period

15.75%

16.45%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

23.40%

24.46%

-1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.27%

24.21%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.66%

23.22%

+2.44%