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W1TB.DE vs. CBRS.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between W1TB.DE and CBRS.DE is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

W1TB.DE vs. CBRS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Cybersecurity UCITS ETF USD Acc (W1TB.DE) and First Trust Nasdaq Cybersecurity UCITS ETF Acc (CBRS.DE). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-4.67%
44.08%
W1TB.DE
CBRS.DE

Key characteristics

Sharpe Ratio

W1TB.DE:

0.81

CBRS.DE:

1.35

Sortino Ratio

W1TB.DE:

1.29

CBRS.DE:

1.93

Omega Ratio

W1TB.DE:

1.16

CBRS.DE:

1.25

Calmar Ratio

W1TB.DE:

0.99

CBRS.DE:

1.96

Martin Ratio

W1TB.DE:

1.76

CBRS.DE:

4.75

Ulcer Index

W1TB.DE:

11.45%

CBRS.DE:

5.68%

Daily Std Dev

W1TB.DE:

24.82%

CBRS.DE:

19.95%

Max Drawdown

W1TB.DE:

-48.28%

CBRS.DE:

-28.32%

Current Drawdown

W1TB.DE:

-4.00%

CBRS.DE:

-2.70%

Returns By Period

In the year-to-date period, W1TB.DE achieves a 19.23% return, which is significantly lower than CBRS.DE's 26.91% return.


W1TB.DE

YTD

19.23%

1M

2.77%

6M

25.21%

1Y

20.14%

5Y*

N/A

10Y*

N/A

CBRS.DE

YTD

26.91%

1M

7.10%

6M

22.65%

1Y

27.07%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


W1TB.DE vs. CBRS.DE - Expense Ratio Comparison

W1TB.DE has a 0.45% 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 W1TB.DE: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

W1TB.DE vs. CBRS.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cybersecurity UCITS ETF USD Acc (W1TB.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 W1TB.DE, currently valued at 0.55, compared to the broader market0.002.004.000.551.01
The chart of Sortino ratio for W1TB.DE, currently valued at 0.91, compared to the broader market-2.000.002.004.006.008.0010.000.911.47
The chart of Omega ratio for W1TB.DE, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.19
The chart of Calmar ratio for W1TB.DE, currently valued at 0.53, compared to the broader market0.005.0010.0015.000.531.60
The chart of Martin ratio for W1TB.DE, currently valued at 1.24, compared to the broader market0.0020.0040.0060.0080.00100.001.243.73
W1TB.DE
CBRS.DE

The current W1TB.DE Sharpe Ratio is 0.81, which is lower than the CBRS.DE Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of W1TB.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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.55
1.01
W1TB.DE
CBRS.DE

Dividends

W1TB.DE vs. CBRS.DE - Dividend Comparison

Neither W1TB.DE nor CBRS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

W1TB.DE vs. CBRS.DE - Drawdown Comparison

The maximum W1TB.DE drawdown since its inception was -48.28%, 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 W1TB.DE and CBRS.DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.28%
-3.27%
W1TB.DE
CBRS.DE

Volatility

W1TB.DE vs. CBRS.DE - Volatility Comparison

WisdomTree Cybersecurity UCITS ETF USD Acc (W1TB.DE) has a higher volatility of 6.97% compared to First Trust Nasdaq Cybersecurity UCITS ETF Acc (CBRS.DE) at 5.66%. This indicates that W1TB.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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.97%
5.66%
W1TB.DE
CBRS.DE
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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.

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