First Trust NASDAQ Cybersecurity ETF

10-Year Study

CIBR.US · · US · ETF

Executive Summary: First Trust NASDAQ Cybersecurity ETF has compounded at 14.9% annually over the last 10 years, with a maximum drawdown of 28.3% and an annualized volatility of 18.5%.

1Y CAGR
-8.5%
3Y CAGR
+15.2%
5Y CAGR
+8.8%
10Y CAGR
+14.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
28.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.65
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +50.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -26.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.3-8.9-0.45.2————————-7.7%
20256.5-2.2-4.75.67.95.4-3.80.63.91.7-4.7-2.713.1%
20243.53.5-2.2-4.3-1.25.9-1.06.3-0.11.55.10.618.2%
20234.42.13.7-7.011.03.03.60.2-3.6-1.811.58.639.7%
2022-9.55.05.9-11.6-9.7-5.14.81.6-10.18.3-2.2-4.9-26.5%
2021-1.0-3.9-0.95.31.05.24.95.1-5.510.9-4.02.419.7%
20203.7-8.6-8.011.613.71.18.11.8-4.2-4.315.915.150.5%
201910.68.8-0.35.4-8.55.63.7-4.6-2.33.36.5-1.228.5%
20184.43.10.73.22.4-0.3-0.99.6-0.5-12.62.1-7.81.5%
20176.52.91.5-1.62.0-0.9-1.31.31.42.21.12.518.6%
2016———-0.93.6-1.26.92.35.6-1.92.5-2.015.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 18.5%. The dominant macroeconomic risk driver is QQQ.US, accounting for 41.3% of variance. Idiosyncratic stock-specific factors contribute 23.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019911.487467935842
2016-05-0110271.347776369874
2016-06-0110144.265537596193
2016-07-0110840.374571190161
2016-08-0111088.976110269803
2016-09-0111706.771332323764
2016-10-0111488.209660969806
2016-11-0111777.60608214606
2016-12-0111541.490249405075
2017-01-0112289.952715023024
2017-02-0112646.784312513522
2017-03-0112835.986030843402
2017-04-0112629.106530271656
2017-05-0112877.399017214204
2017-06-0112759.155669561454
2017-07-0112593.503724078251
2017-08-0112753.221868529221
2017-09-0112934.820904286555
2017-10-0113218.839818277344
2017-11-0113360.818370059029
2017-12-0113689.217170936736
2018-01-0114286.985814506907
2018-02-0114736.780294835738
2018-03-0114840.250950335321
2018-04-0115307.908644188276
2018-05-0115674.938962202925
2018-06-0115620.298544364436
2018-07-0115478.19637172791
2018-08-0116970.30008962512
2018-09-0116887.4123064561
2018-10-0114761.68989708564
2018-11-0115069.629446487625
2018-12-0113890.533733040764
2019-01-0115367.370275365454
2019-02-0116719.596996013228
2019-03-0116666.25459715054
2019-04-0117573.693482090428
2019-05-0116079.055536669035
2019-06-0116973.576042278335
2019-07-0117608.616373582223
2019-08-0116801.495812343543
2019-09-0116415.180640974133
2019-10-0116964.18085731063
2019-11-0118074.110702475507
2019-12-0117851.778595048985
2020-01-0118507.030936118925
2020-02-0116913.74354853664
2020-03-0115565.34907438885
2020-04-0117371.326142720274
2020-05-0119757.146830670332
2020-06-0119974.904966467842
2020-07-0121595.203510832278
2020-08-0121982.074976048458
2020-09-0121059.24529468121
2020-10-0120157.61658991872
2020-11-0123352.783014494544
2020-12-0126872.639614302934
2021-01-0126594.06001792502
2021-02-0125558.673548227584
2021-03-0125322.495905059186
2021-04-0126660.69165868282
2021-05-0126939.20944463331
2021-06-0128333.652687208334
2021-07-0129715.17755045276
2021-08-0131236.084927527274
2021-09-0129521.27823963903
2021-10-0132726.70519516642
2021-11-0131411.811972679792
2021-12-0132159.965386160646
2022-01-0129113.885712519703
2022-02-0130569.892140804157
2022-03-0132367.09212844207
2022-04-0128612.97400871527
2022-05-0125833.97719195228
2022-06-0124525.450443489815
2022-07-0125695.645455388327
2022-08-0126116.203603547918
2022-09-0123471.026362147295
2022-10-0125421.392588929753
2022-11-0124866.767623698117
2022-12-0123651.389189356243
2023-01-0124683.9323793924
2023-02-0125191.086936366166
2023-03-0126119.788608338225
2023-04-0124286.80038322465
2023-05-0126969.063881076738
2023-06-0127778.533238557346
2023-07-0128781.77828599685
2023-08-0128849.08984145625
2023-09-0127796.334641654048
2023-10-0127288.500169978677
2023-11-0130421.114442006365
2023-12-0133043.60725654419
2024-01-0134191.30327286213
2024-02-0135400.37704360726
2024-03-0134623.296350094264
2024-04-0133137.43548536638
2024-05-0132750.625830577617
2024-06-0134683.376085545635
2024-07-0134326.85354019223
2024-08-0136472.29347590939
2024-09-0136417.591247643475
2024-10-0136970.91819389931
2024-11-0138840.06551905307
2024-12-0139061.037797076366
2025-01-0141615.84819359025
2025-02-0140698.58145069073
2025-03-0138786.41406805328
2025-04-0140965.787928423524
2025-05-0144216.460116821705
2025-06-0146587.69354390086
2025-07-0144806.31702568224
2025-08-0145083.66041351175
2025-09-0146853.107519238496
2025-10-0147660.59894304169
2025-11-0145398.39910992985
2025-12-0144163.55039095096
2026-01-0142686.281175634336
2026-02-0138884.93988935934
2026-03-0138742.77590629539
2026-04-0140745.433754674414
Annual Return Matrix
YearAnnual Return
20170.1860874874145797
20180.014706214357635972
20190.2851758570360614
20200.5053200145421812
20210.19675498379561995
2022-0.26457044013069386
20230.3971106302463909
20240.18210573966135168
20250.13062921216743772
2026-0.07739678096571034
Total Factor Risk
0.1845690808621243
VTI.US Exposure
0.2874028153007297
VEA.US Exposure
-0.13497527186299352
VWO.US Exposure
0.01082022007529515
QQQ.US Exposure
0.41270519531919253
VTV.US Exposure
-0.03817938582997792
IJR.US Exposure
-0.0052556413273554935
QUAL.US Exposure
-0.03474063999049701
SHV.US Exposure
0.06014244289665867
TLT.US Exposure
-0.017962583532458668
LQD.US Exposure
-0.029556079586300875
HYG.US Exposure
0.08702660980483581
GLD.US Exposure
0.002754714966725814
USO.US Exposure
0.004828094789180618
VNQ.US Exposure
0.11412214117318936
BTC-USD.CC Exposure
-0.012632763836551455
CPER.US Exposure
0.010380997865145094
VIX.INDX Exposure
0.008098650968259435
UUP.US Exposure
0.024148376026404836
TIP.US Exposure
0.016547626891074
Idiosyncratic Exposure
0.23432447988944408
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
18.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$68
Avg Yield on Cost
0.68%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$67.990.68%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-7.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
15.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.84
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust NASDAQ Cybersecurity ETF a high-risk investment?

First Trust NASDAQ Cybersecurity ETF (CIBR.US) has an annualized volatility of 18.5% and experienced a maximum drawdown of 28.3% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of CIBR.US?

Over the past 10 years, CIBR.US has generated a Compound Annual Growth Rate (CAGR) of 14.9%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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