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XNNS.L vs. CYBP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XNNS.L vs. CYBP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Innovation UCITS ETF 1C (XNNS.L) and Rize Cybersecurity and Data Privacy UCITS ETF (CYBP.L). The values are adjusted to include any dividend payments, if applicable.

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XNNS.L vs. CYBP.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XNNS.L
Xtrackers MSCI Innovation UCITS ETF 1C
-8.89%6.27%24.09%26.71%-12.09%
CYBP.L
Rize Cybersecurity and Data Privacy UCITS ETF
-11.23%-5.63%11.55%39.00%-15.08%
Different Trading Currencies

XNNS.L is traded in GBP, while CYBP.L is traded in GBp. To make them comparable, the CYBP.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XNNS.L achieves a -8.89% return, which is significantly higher than CYBP.L's -11.23% return.


XNNS.L

1D
1.89%
1M
-2.98%
YTD
-8.89%
6M
-8.31%
1Y
5.61%
3Y*
10.36%
5Y*
10Y*

CYBP.L

1D
1.74%
1M
4.63%
YTD
-11.23%
6M
-19.38%
1Y
-14.52%
3Y*
5.85%
5Y*
2.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XNNS.L vs. CYBP.L - Expense Ratio Comparison

XNNS.L has a 0.35% expense ratio, which is lower than CYBP.L's 0.45% expense ratio.


Return for Risk

XNNS.L vs. CYBP.L — Risk / Return Rank

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

XNNS.L
XNNS.L Risk / Return Rank: 1919
Overall Rank
XNNS.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XNNS.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
XNNS.L Omega Ratio Rank: 1919
Omega Ratio Rank
XNNS.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
XNNS.L Martin Ratio Rank: 1919
Martin Ratio Rank

CYBP.L
CYBP.L Risk / Return Rank: 33
Overall Rank
CYBP.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CYBP.L Sortino Ratio Rank: 33
Sortino Ratio Rank
CYBP.L Omega Ratio Rank: 33
Omega Ratio Rank
CYBP.L Calmar Ratio Rank: 44
Calmar Ratio Rank
CYBP.L Martin Ratio Rank: 22
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.

XNNS.L vs. CYBP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Innovation UCITS ETF 1C (XNNS.L) and Rize Cybersecurity and Data Privacy UCITS ETF (CYBP.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.


XNNS.LCYBP.LDifference

Sharpe ratio

Return per unit of total volatility

0.33

-0.59

+0.92

Sortino ratio

Return per unit of downside risk

0.56

-0.67

+1.23

Omega ratio

Gain probability vs. loss probability

1.07

0.91

+0.16

Calmar ratio

Return relative to maximum drawdown

0.36

-0.50

+0.85

Martin ratio

Return relative to average drawdown

1.10

-1.30

+2.40

XNNS.L vs. CYBP.L - Sharpe Ratio Comparison

The current XNNS.L Sharpe Ratio is 0.33, which is higher than the CYBP.L Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of XNNS.L and CYBP.L, 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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Sharpe Ratios by Period


XNNS.LCYBP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

-0.59

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.30

+0.16

Correlation

The correlation between XNNS.L and CYBP.L 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.


Dividends

XNNS.L vs. CYBP.L - Dividend Comparison

Neither XNNS.L nor CYBP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XNNS.L vs. CYBP.L - Drawdown Comparison

The maximum XNNS.L drawdown since its inception was -23.14%, smaller than the maximum CYBP.L drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for XNNS.L and CYBP.L.


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Drawdown Indicators


XNNS.LCYBP.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.14%

-34.20%

+11.06%

Max Drawdown (1Y)

Largest decline over 1 year

-16.12%

-29.52%

+13.40%

Max Drawdown (5Y)

Largest decline over 5 years

-34.20%

Current Drawdown

Current decline from peak

-12.87%

-27.06%

+14.19%

Average Drawdown

Average peak-to-trough decline

-5.61%

-12.67%

+7.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.23%

11.28%

-6.05%

Volatility

XNNS.L vs. CYBP.L - Volatility Comparison

The current volatility for Xtrackers MSCI Innovation UCITS ETF 1C (XNNS.L) is 5.17%, while Rize Cybersecurity and Data Privacy UCITS ETF (CYBP.L) has a volatility of 6.90%. This indicates that XNNS.L experiences smaller price fluctuations and is considered to be less risky than CYBP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XNNS.LCYBP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

6.90%

-1.73%

Volatility (6M)

Calculated over the trailing 6-month period

10.62%

19.05%

-8.43%

Volatility (1Y)

Calculated over the trailing 1-year period

17.27%

24.55%

-7.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.51%

23.87%

-6.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.51%

24.93%

-7.42%