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USPY.DE vs. CIBR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USPY.DE vs. CIBR - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Cyber Security UCITS ETF (USPY.DE) and First Trust NASDAQ Cybersecurity ETF (CIBR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, USPY.DE achieves a 42.98% return, which is significantly higher than CIBR's 30.06% return. Over the past 10 years, USPY.DE has underperformed CIBR with an annualized return of 17.01%, while CIBR has yielded a comparatively higher 18.24% annualized return.


USPY.DE

1D
0.57%
1M
33.91%
YTD
42.98%
6M
37.98%
1Y
37.03%
3Y*
26.40%
5Y*
13.42%
10Y*
17.01%

CIBR

1D
-2.60%
1M
32.36%
YTD
30.06%
6M
24.71%
1Y
23.27%
3Y*
24.92%
5Y*
17.37%
10Y*
18.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USPY.DE vs. CIBR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USPY.DE
L&G Cyber Security UCITS ETF
42.98%-3.37%24.35%37.43%-28.72%17.01%28.64%34.39%12.71%8.90%
CIBR
First Trust NASDAQ Cybersecurity ETF
30.06%-0.35%26.01%35.52%-21.90%28.63%38.12%31.42%6.24%4.04%

Correlation

The correlation between USPY.DE and CIBR is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2015

0.66

The correlation between USPY.DE and CIBR has been stable across timeframes, ranging from 0.65 to 0.72 - a consistent structural relationship.

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Return for Risk

USPY.DE vs. CIBR — Risk / Return Rank

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

USPY.DE
USPY.DE Risk / Return Rank: 3838
Overall Rank
USPY.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
USPY.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
USPY.DE Omega Ratio Rank: 4242
Omega Ratio Rank
USPY.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
USPY.DE Martin Ratio Rank: 3333
Martin Ratio Rank

CIBR
CIBR Risk / Return Rank: 2626
Overall Rank
CIBR Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CIBR Sortino Ratio Rank: 2828
Sortino Ratio Rank
CIBR Omega Ratio Rank: 2929
Omega Ratio Rank
CIBR Calmar Ratio Rank: 2424
Calmar Ratio Rank
CIBR Martin Ratio Rank: 2222
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.

USPY.DE vs. CIBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Cyber Security UCITS ETF (USPY.DE) 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.


USPY.DECIBRDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.55

Omega ratioGain probability vs. loss probability

1.27

1.18

+0.09

Calmar ratioReturn relative to maximum drawdown

1.88

1.02

+0.85

Martin ratioReturn relative to average drawdown

5.05

2.42

+2.63

USPY.DE vs. CIBR - Sharpe Ratio Comparison

The current USPY.DE Sharpe Ratio is 1.40, which is higher than the CIBR Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of USPY.DE and CIBR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


USPY.DECIBRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.94

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.71

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.77

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.62

+0.02

Drawdowns

USPY.DE vs. CIBR - Drawdown Comparison

The maximum USPY.DE drawdown since its inception was -34.32%, roughly equal to the maximum CIBR drawdown of -35.19%. Use the drawdown chart below to compare losses from any high point for USPY.DE and CIBR.


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Drawdown Indicators


USPY.DECIBRDifference

Max Drawdown

Largest peak-to-trough decline

-34.32%

-35.19%

+0.87%

Max Drawdown (1Y)

Largest decline over 1 year

-19.63%

-22.83%

+3.20%

Max Drawdown (3Y)

Largest decline over 3 years

-30.52%

-24.33%

-6.19%

Max Drawdown (5Y)

Largest decline over 5 years

-33.89%

-28.91%

-4.98%

Max Drawdown (10Y)

Largest decline over 10 years

-33.89%

-35.19%

+1.30%

Current Drawdown

Current decline from peak

0.00%

-2.60%

+2.60%

Average Drawdown

Average peak-to-trough decline

-9.91%

-8.75%

-1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.32%

9.66%

-2.34%

Volatility

USPY.DE vs. CIBR - Volatility Comparison

The current volatility for L&G Cyber Security UCITS ETF (USPY.DE) is 9.78%, while First Trust NASDAQ Cybersecurity ETF (CIBR) has a volatility of 10.75%. This indicates that USPY.DE 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


USPY.DECIBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.78%

10.75%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

22.76%

21.14%

+1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

26.33%

24.86%

+1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.58%

24.77%

-0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.91%

23.89%

-0.98%

USPY.DE vs. CIBR - Expense Ratio Comparison

USPY.DE has a 0.69% expense ratio, which is higher than CIBR's 0.60% expense ratio.


Dividends

USPY.DE vs. CIBR - Dividend Comparison

USPY.DE has not paid dividends to shareholders, while CIBR's dividend yield for the trailing twelve months is around 0.45%.


PositionTTM20252024202320222021202020192018201720162015
CIBR
First Trust NASDAQ Cybersecurity ETF
0.45%0.42%0.29%0.42%0.31%0.59%1.10%0.23%0.23%0.10%0.77%0.58%
USPY.DE
L&G Cyber Security UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


USPY.DE and CIBR have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CIBR is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CIBR is cheaper with a 0.60% expense ratio, compared with 0.69% for USPY.DE.

USPY.DE tracks ISE Cyber Security UCITS, while CIBR tracks Nasdaq CTA Cybersecurity Index. They also come from different issuers: Legal & General and First Trust. Their fees differ too: 0.69% for USPY.DE and 0.60% for CIBR.

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