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BUG vs. WCLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUG and WCLD is 0.89, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

BUG vs. WCLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Cybersecurity ETF (BUG) and WisdomTree Cloud Computing Fund (WCLD). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
99.01%
20.93%
BUG
WCLD

Key characteristics

Sharpe Ratio

BUG:

0.09

WCLD:

-0.52

Sortino Ratio

BUG:

0.28

WCLD:

-0.56

Omega Ratio

BUG:

1.03

WCLD:

0.93

Calmar Ratio

BUG:

0.11

WCLD:

-0.25

Martin Ratio

BUG:

0.42

WCLD:

-1.51

Ulcer Index

BUG:

4.97%

WCLD:

9.44%

Daily Std Dev

BUG:

22.26%

WCLD:

27.29%

Max Drawdown

BUG:

-41.66%

WCLD:

-64.90%

Current Drawdown

BUG:

-18.08%

WCLD:

-55.59%

Returns By Period

In the year-to-date period, BUG achieves a -6.11% return, which is significantly higher than WCLD's -22.68% return.


BUG

YTD

-6.11%

1M

-11.59%

6M

-1.44%

1Y

3.78%

5Y*

17.05%

10Y*

N/A

WCLD

YTD

-22.68%

1M

-19.75%

6M

-9.46%

1Y

-13.45%

5Y*

5.64%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


BUG vs. WCLD - Expense Ratio Comparison

BUG has a 0.50% expense ratio, which is higher than WCLD's 0.45% expense ratio.


Expense ratio chart for BUG: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BUG: 0.50%
Expense ratio chart for WCLD: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
WCLD: 0.45%

Risk-Adjusted Performance

BUG vs. WCLD — Risk-Adjusted Performance Rank

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

BUG
The Risk-Adjusted Performance Rank of BUG is 3535
Overall Rank
The Sharpe Ratio Rank of BUG is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of BUG is 3535
Sortino Ratio Rank
The Omega Ratio Rank of BUG is 3535
Omega Ratio Rank
The Calmar Ratio Rank of BUG is 3636
Calmar Ratio Rank
The Martin Ratio Rank of BUG is 3535
Martin Ratio Rank

WCLD
The Risk-Adjusted Performance Rank of WCLD is 1010
Overall Rank
The Sharpe Ratio Rank of WCLD is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of WCLD is 99
Sortino Ratio Rank
The Omega Ratio Rank of WCLD is 99
Omega Ratio Rank
The Calmar Ratio Rank of WCLD is 1616
Calmar Ratio Rank
The Martin Ratio Rank of WCLD is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BUG vs. WCLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Cybersecurity ETF (BUG) and WisdomTree Cloud Computing Fund (WCLD). 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.


The chart of Sharpe ratio for BUG, currently valued at 0.09, compared to the broader market-1.000.001.002.003.004.005.00
BUG: 0.09
WCLD: -0.52
The chart of Sortino ratio for BUG, currently valued at 0.28, compared to the broader market-2.000.002.004.006.008.0010.00
BUG: 0.28
WCLD: -0.56
The chart of Omega ratio for BUG, currently valued at 1.03, compared to the broader market0.501.001.502.002.50
BUG: 1.03
WCLD: 0.93
The chart of Calmar ratio for BUG, currently valued at 0.11, compared to the broader market0.005.0010.0015.00
BUG: 0.11
WCLD: -0.25
The chart of Martin ratio for BUG, currently valued at 0.42, compared to the broader market0.0020.0040.0060.0080.00
BUG: 0.42
WCLD: -1.51

The current BUG Sharpe Ratio is 0.09, which is higher than the WCLD Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of BUG and WCLD, 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 Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.09
-0.52
BUG
WCLD

Dividends

BUG vs. WCLD - Dividend Comparison

BUG's dividend yield for the trailing twelve months is around 0.10%, while WCLD has not paid dividends to shareholders.


TTM202420232022202120202019
BUG
Global X Cybersecurity ETF
0.10%0.09%0.11%1.56%0.66%0.46%0.24%
WCLD
WisdomTree Cloud Computing Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BUG vs. WCLD - Drawdown Comparison

The maximum BUG drawdown since its inception was -41.66%, smaller than the maximum WCLD drawdown of -64.90%. Use the drawdown chart below to compare losses from any high point for BUG and WCLD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.08%
-55.59%
BUG
WCLD

Volatility

BUG vs. WCLD - Volatility Comparison

The current volatility for Global X Cybersecurity ETF (BUG) is 10.35%, while WisdomTree Cloud Computing Fund (WCLD) has a volatility of 13.66%. This indicates that BUG experiences smaller price fluctuations and is considered to be less risky than WCLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.35%
13.66%
BUG
WCLD