PortfoliosLab logoPortfoliosLab logo
USPY.DE vs. CYSE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USPY.DE vs. CYSE.L - Performance Comparison

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

Loading charts...

Different Trading Currencies

USPY.DE is traded in EUR, while CYSE.L is traded in GBp. To make them comparable, the CYSE.L 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 46.57% return, which is significantly higher than CYSE.L's 42.69% return.


USPY.DE

1D
-0.92%
1M
12.06%
6M
48.53%
YTD
46.57%
1Y
42.22%
3Y*
27.32%
5Y*
12.77%
10Y*
16.55%

CYSE.L

1D
-0.50%
1M
22.55%
6M
43.70%
YTD
42.69%
1Y
27.25%
3Y*
23.99%
5Y*
10.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USPY.DE vs. CYSE.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
USPY.DE
L&G Cyber Security UCITS ETF
46.57%-3.39%24.34%37.45%-28.70%5.98%
CYSE.L
WisdomTree Cybersecurity UCITS ETF USD Acc
42.69%-13.49%18.83%63.89%-39.67%17.18%

Correlation

The correlation between USPY.DE and CYSE.L is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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

0.89

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

0.90

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2021

0.90

The correlation between USPY.DE and CYSE.L has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

USPY.DE vs. CYSE.L — 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: 5252
Overall Rank
USPY.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
USPY.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
USPY.DE Omega Ratio Rank: 5656
Omega Ratio Rank
USPY.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
USPY.DE Martin Ratio Rank: 4444
Martin Ratio Rank

CYSE.L
CYSE.L Risk / Return Rank: 2525
Overall Rank
CYSE.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
CYSE.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
CYSE.L Omega Ratio Rank: 2828
Omega Ratio Rank
CYSE.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
CYSE.L Martin Ratio Rank: 2020
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. CYSE.L - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


USPY.DECYSE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.28

1.17

+0.11

Calmar ratioReturn relative to maximum drawdown

2.14

0.87

+1.27

Martin ratioReturn relative to average drawdown

5.68

1.97

+3.71

USPY.DE vs. CYSE.L - Sharpe Ratio Comparison

The current USPY.DE Sharpe Ratio is 1.48, which is higher than the CYSE.L Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of USPY.DE and CYSE.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

USPY.DE vs. CYSE.L - Drawdown Comparison

The maximum USPY.DE drawdown since its inception was -36.25%, smaller than the maximum CYSE.L drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for USPY.DE and CYSE.L.


Loading charts...

Drawdown Indicators


USPY.DECYSE.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.25%

-48.30%

+12.05%

Max Drawdown (1Y)

Largest decline over 1 year

-19.61%

-31.06%

+11.45%

Max Drawdown (3Y)

Largest decline over 3 years

-30.52%

-38.68%

+8.16%

Max Drawdown (5Y)

Largest decline over 5 years

-33.89%

-48.30%

+14.41%

Max Drawdown (10Y)

Largest decline over 10 years

-33.89%

Current Drawdown

Current decline from peak

-4.57%

-2.45%

-2.12%

Average Drawdown

Average peak-to-trough decline

-10.87%

-19.52%

+8.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.41%

13.79%

-6.38%

Volatility

USPY.DE vs. CYSE.L - Volatility Comparison

L&G Cyber Security UCITS ETF (USPY.DE) and WisdomTree Cybersecurity UCITS ETF USD Acc (CYSE.L) have volatilities of 10.53% and 10.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


USPY.DECYSE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.53%

10.98%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

25.25%

30.56%

-5.31%

Volatility (1Y)

Calculated over the trailing 1-year period

28.55%

34.38%

-5.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.15%

32.36%

-7.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.75%

32.09%

-8.34%

USPY.DE vs. CYSE.L - Expense Ratio Comparison

USPY.DE has a 0.69% expense ratio, which is higher than CYSE.L's 0.45% expense ratio.


Dividends

USPY.DE vs. CYSE.L - Dividend Comparison

Neither USPY.DE nor CYSE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


USPY.DE and CYSE.L have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CYSE.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CYSE.L is cheaper with a 0.45% expense ratio, compared with 0.69% for USPY.DE.

USPY.DE tracks ISE Cyber Security UCITS, while CYSE.L tracks MSCI World/Information Tech NR USD. They also come from different issuers: Legal & General and WisdomTree. Their fees differ too: 0.69% for USPY.DE and 0.45% for CYSE.L.

Portfolio Optimizer

Find the right allocation for USPY.DE and CYSE.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer