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SMOG vs. CIBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SMOG and CIBR is 0.69, 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.


Performance

SMOG vs. CIBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors 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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Key characteristics

Sharpe Ratio

SMOG:

0.40

CIBR:

1.12

Sortino Ratio

SMOG:

0.84

CIBR:

1.77

Omega Ratio

SMOG:

1.10

CIBR:

1.24

Calmar Ratio

SMOG:

0.23

CIBR:

1.50

Martin Ratio

SMOG:

1.49

CIBR:

5.23

Ulcer Index

SMOG:

7.84%

CIBR:

5.75%

Daily Std Dev

SMOG:

23.93%

CIBR:

24.44%

Max Drawdown

SMOG:

-84.39%

CIBR:

-33.89%

Current Drawdown

SMOG:

-38.92%

CIBR:

-1.25%

Returns By Period

In the year-to-date period, SMOG achieves a 12.71% return, which is significantly higher than CIBR's 11.94% return.


SMOG

YTD

12.71%

1M

12.65%

6M

14.08%

1Y

9.41%

5Y*

11.13%

10Y*

6.62%

CIBR

YTD

11.94%

1M

12.11%

6M

13.47%

1Y

27.10%

5Y*

19.38%

10Y*

N/A

*Annualized

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SMOG vs. CIBR - Expense Ratio Comparison

SMOG has a 0.63% expense ratio, which is higher than CIBR's 0.60% expense ratio.


Risk-Adjusted Performance

SMOG vs. CIBR — Risk-Adjusted Performance Rank

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

SMOG
The Risk-Adjusted Performance Rank of SMOG is 4343
Overall Rank
The Sharpe Ratio Rank of SMOG is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of SMOG is 5151
Sortino Ratio Rank
The Omega Ratio Rank of SMOG is 4646
Omega Ratio Rank
The Calmar Ratio Rank of SMOG is 3232
Calmar Ratio Rank
The Martin Ratio Rank of SMOG is 4747
Martin Ratio Rank

CIBR
The Risk-Adjusted Performance Rank of CIBR is 8787
Overall Rank
The Sharpe Ratio Rank of CIBR is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of CIBR is 8787
Sortino Ratio Rank
The Omega Ratio Rank of CIBR is 8686
Omega Ratio Rank
The Calmar Ratio Rank of CIBR is 9090
Calmar Ratio Rank
The Martin Ratio Rank of CIBR is 8686
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.

SMOG vs. CIBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors 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.


The current SMOG Sharpe Ratio is 0.40, which is lower than the CIBR Sharpe Ratio of 1.12. 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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Dividends

SMOG vs. CIBR - Dividend Comparison

SMOG's dividend yield for the trailing twelve months is around 1.46%, more than CIBR's 0.23% yield.


TTM20242023202220212020201920182017201620152014
SMOG
VanEck Vectors Low Carbon Energy ETF
1.46%1.64%1.58%1.32%0.44%0.06%0.00%0.62%1.25%2.12%0.56%0.21%
CIBR
First Trust NASDAQ Cybersecurity ETF
0.23%0.29%0.42%0.30%0.59%1.10%0.23%0.22%0.10%0.77%0.58%0.00%

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. For additional features, visit the drawdowns tool.


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Volatility

SMOG vs. CIBR - Volatility Comparison

The current volatility for VanEck Vectors Low Carbon Energy ETF (SMOG) is 5.75%, while First Trust NASDAQ Cybersecurity ETF (CIBR) has a volatility of 6.58%. This indicates that SMOG 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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