PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VVMX.DE vs. CBRS.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VVMX.DE and CBRS.DE is 0.45, 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.


-0.50.00.51.00.5

Performance

VVMX.DE vs. CBRS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Rare Earth and Strategic Metals UCITS ETF A (VVMX.DE) and First Trust Nasdaq Cybersecurity UCITS ETF Acc (CBRS.DE). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
2.71%
20.81%
VVMX.DE
CBRS.DE

Key characteristics

Sharpe Ratio

VVMX.DE:

-0.24

CBRS.DE:

1.36

Sortino Ratio

VVMX.DE:

-0.13

CBRS.DE:

1.94

Omega Ratio

VVMX.DE:

0.99

CBRS.DE:

1.26

Calmar Ratio

VVMX.DE:

-0.11

CBRS.DE:

1.96

Martin Ratio

VVMX.DE:

-0.41

CBRS.DE:

5.55

Ulcer Index

VVMX.DE:

19.64%

CBRS.DE:

4.87%

Daily Std Dev

VVMX.DE:

33.15%

CBRS.DE:

19.84%

Max Drawdown

VVMX.DE:

-71.84%

CBRS.DE:

-28.32%

Current Drawdown

VVMX.DE:

-64.99%

CBRS.DE:

-0.81%

Returns By Period

In the year-to-date period, VVMX.DE achieves a 3.12% return, which is significantly lower than CBRS.DE's 11.13% return.


VVMX.DE

YTD

3.12%

1M

-4.92%

6M

10.55%

1Y

-9.53%

5Y*

N/A

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.


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

VVMX.DE has a 0.59% 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 VVMX.DE: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Risk-Adjusted Performance

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

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

VVMX.DE
The Risk-Adjusted Performance Rank of VVMX.DE is 55
Overall Rank
The Sharpe Ratio Rank of VVMX.DE is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of VVMX.DE is 55
Sortino Ratio Rank
The Omega Ratio Rank of VVMX.DE is 55
Omega Ratio Rank
The Calmar Ratio Rank of VVMX.DE is 55
Calmar Ratio Rank
The Martin Ratio Rank of VVMX.DE is 55
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.

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

This table presents a comparison of risk-adjusted performance metrics for VanEck Rare Earth and Strategic Metals UCITS ETF A (VVMX.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 VVMX.DE, currently valued at -0.32, compared to the broader market0.002.004.00-0.321.20
The chart of Sortino ratio for VVMX.DE, currently valued at -0.25, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.251.69
The chart of Omega ratio for VVMX.DE, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.000.971.22
The chart of Calmar ratio for VVMX.DE, currently valued at -0.15, compared to the broader market0.005.0010.0015.00-0.151.85
The chart of Martin ratio for VVMX.DE, currently valued at -0.54, compared to the broader market0.0020.0040.0060.0080.00100.00-0.545.01
VVMX.DE
CBRS.DE

The current VVMX.DE Sharpe Ratio is -0.24, which is lower than the CBRS.DE Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of VVMX.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 Ratio-2.00-1.000.001.002.00SeptemberOctoberNovemberDecember2025February
-0.32
1.20
VVMX.DE
CBRS.DE

Dividends

VVMX.DE vs. CBRS.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

VVMX.DE vs. CBRS.DE - Drawdown Comparison

The maximum VVMX.DE drawdown since its inception was -71.84%, 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 VVMX.DE and CBRS.DE. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-66.93%
-0.29%
VVMX.DE
CBRS.DE

Volatility

VVMX.DE vs. CBRS.DE - Volatility Comparison

VanEck Rare Earth and Strategic Metals UCITS ETF A (VVMX.DE) has a higher volatility of 7.03% compared to First Trust Nasdaq Cybersecurity UCITS ETF Acc (CBRS.DE) at 4.84%. This indicates that VVMX.DE's price experiences larger fluctuations and is considered to be riskier than CBRS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
7.03%
4.84%
VVMX.DE
CBRS.DE
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab