First Trust NASDAQ Cybersecurity ETF (CIBR) Performance
CIBR total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +48.9% since Dec 31, 2025
- 1 year
- +37.9% total return
- 5 years
- +15.2% a year
- 10 years
- +19.3% a year
- Since first price
- +16.5% a year since 2015
CIBR trailing returns vs SPY, QQQ, AGG
| Period | CIBR total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +2.0% | +2.0% | −1.0% | −5.0% | +0.9% |
| 3 months | +21.0% | +21.0% | +3.2% | +1.9% | −0.4% |
| 6 months | +59.5% | +59.4% | +7.8% | +8.4% | −1.5% |
| YTD | +48.9% | +48.5% | +12.3% | +15.1% | −1.0% |
| 1 year | +37.9% | +37.2% | +14.4% | +15.9% | −1.1% |
| 3 years | +141.7%+34.2%/yr | +138.6% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +103.1%+15.2%/yr | +98.5% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +483.6%+19.3%/yr | +456.2% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionJul 7, 2015 | +463.7%+16.5%/yr | +430.1% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: CIBR vs SPY
From Jul 7, 2015: CIBR grew to $56,368, SPY to $43,928.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
CIBR returns by calendar year
9 of 10 full years positive. Best 2020 (+50.5%), worst 2022 (−26.5%). 2026 is year to date.
CIBR annual returns table
| Year | CIBR | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +48.9% | −17.2% | +12.3% | +15.1% | −1.0% |
| 2025 | +13.1% | −20.1% | +17.7% | +20.8% | +7.2% |
| 2024 | +18.2% | −11.8% | +24.9% | +25.6% | +1.3% |
| 2023 | +39.7% | −10.4% | +26.2% | +54.9% | +5.7% |
| 2022 | −26.5% | −31.6% | −18.2% | −32.6% | −13.0% |
| 2021 | +19.7% | −13.3% | +28.7% | +27.4% | −1.8% |
| 2020 | +50.5% | −33.0% | +18.3% | +48.6% | +7.5% |
| 2019 | +28.5% | −11.3% | +31.2% | +39.0% | +8.5% |
| 2018 | +1.5% | −23.9% | −4.6% | −0.1% | +0.1% |
| 2017 | +18.6% | −7.7% | +21.7% | +32.7% | +3.6% |
| 2016 | +10.9% | −19.8% | +12.0% | +7.1% | +2.4% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
CIBR largest drawdowns
Now 3.5% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Nov 12, 2021 | −33.9% | Oct 14, 2022 | Jan 19, 2024 | 11 months | 2.2 years |
| Feb 19, 2020 | −33.0% | Mar 18, 2020 | May 29, 2020 | 28 days | 3 months |
| Jul 14, 2015 | −31.6% | Feb 9, 2016 | Nov 21, 2016 | 7 months | 1.4 years |
| Sep 14, 2018 | −23.9% | Dec 24, 2018 | Apr 12, 2019 | 3 months | 7 months |
| Oct 8, 2025 | −22.0% | Apr 10, 2026 | May 14, 2026 | 6 months | 7 months |
| Feb 18, 2025 | −20.1% | Apr 8, 2025 | May 27, 2025 | 49 days | 3 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
CIBR risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2015 |
|---|---|---|---|---|
| Annualized return | +32.0% | +16.7% | +18.5% | +16.5% |
| Volatility (annualized) | 23.8% | 23.7% | 21.7% | 21.6% |
| Sharpe ratio | 1.10 | 0.62 | 0.79 | 0.72 |
| Sortino ratio | 3.05 | 1.16 | 1.46 | 1.28 |
| Best month | +32.0% | +32.0% | +32.0% | +32.0% |
| Worst month | −8.9% | −11.6% | −12.6% | −12.6% |
| Best 12 months | +37.7% | +40.5% | +62.7% | +62.7% |
| Worst 12 months | −4.5% | −26.5% | −26.5% | −26.5% |
| Positive months | 61% | 60% | 61% | 60% |
| Beta vs S&P 500 | 1.06 | 0.92 | 0.97 | — |
| Correlation with S&P 500 | 0.55 | 0.61 | 0.69 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
CIBR rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 124 | −26.5% | +19.0% | +62.7% | 85% |
| 3-year (a year) | 100 | +4.1% | +15.7% | +34.1% | 100% |
| 5-year (a year) | 76 | +8.8% | +15.7% | +23.6% | 100% |
| 10-year (a year) | 16 | +14.4% | +16.5% | +19.1% | 100% |
Every holding period starting at a month-end since 2015. Returns for 3 years and longer are annualized.
CIBR performance overview
First Trust NASDAQ Cybersecurity ETF (CIBR) returned +37.9% over the past year and +19.3% a year over ten years, with distributions reinvested. Since its first recorded price in 2015 it has returned +16.5% a year, turning $10,000 into about $56,368. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −33.9%, from Nov 12, 2021 to Oct 14, 2022, and it took 1.3 years to get back to the old high. CIBR finished 9 of its 10 full calendar years with a gain; the best year was 2020 (+50.5%) and the worst 2022 (−26.5%). Volatility has been 21.6% a year.
Related: CIBR chart, CIBR holdings, CIBR dividends, CIBR valuation. See the CIBR overview for the latest quote and fund facts.
CIBR performance FAQ
What is the CIBR return over the past year?
CIBR returned +37.9% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 37.2%.
What is the average annual return of CIBR?
CIBR has returned +15.2% a year over 5 years, +19.3% a year over 10 years, +16.5% a year since July 7, 2015 (total return, distributions reinvested).
How much would $10,000 invested in CIBR be worth?
$10,000 invested in CIBR at its first recorded close on July 7, 2015 would be worth about $56,368 on October 23, 2026 with distributions reinvested.
What was the worst year for CIBR?
The worst calendar year was 2022, with a total return of −26.5%. The best was 2020 at +50.5%.
What is the biggest drawdown of CIBR?
The largest peak-to-trough decline was −33.9% between November 12, 2021 and October 14, 2022. It recovered to the old high on January 19, 2024, 1.3 years after the bottom.
How volatile is CIBR?
Over the past 3 years CIBR had an annualized volatility of 23.8% and a Sharpe ratio of 1.10 (excess return over 1–3 month T-bills per unit of risk).