I can't climax. Is there something wrong with me?

So, I am currently in a relationship for more than 2 years. My boyfriend and I have an active sex life ever since. But, I couldn't get myself to climax everytime we have sex, not even once!!! So I have to fake it ALWAYS. I'm confused though why everytime I masturbate I can actually climax really good but I couldn't when I'm actually having sex with my boyfriend. What's wrong?

P.S. He's my first boyfriend and the only guy I had experience sex with.