CYSE.L vs. VWRP.L
Compare and contrast key facts about WisdomTree Cybersecurity UCITS ETF USD Acc (CYSE.L) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L).
CYSE.L and VWRP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CYSE.L is a passively managed fund by WisdomTree that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Jan 25, 2021. VWRP.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019. Both CYSE.L and VWRP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CYSE.L or VWRP.L.
Key characteristics
| CYSE.L | VWRP.L | |
|---|---|---|
| YTD Return | 11.31% | 18.96% |
| 1Y Return | 29.97% | 24.37% |
| 3Y Return (Ann) | -0.25% | 7.82% |
| Sharpe Ratio | 1.25 | 2.42 |
| Sortino Ratio | 1.80 | 3.38 |
| Omega Ratio | 1.23 | 1.46 |
| Calmar Ratio | 1.14 | 3.87 |
| Martin Ratio | 2.35 | 17.04 |
| Ulcer Index | 12.03% | 1.38% |
| Daily Std Dev | 22.64% | 9.71% |
| Max Drawdown | -46.67% | -25.10% |
| Current Drawdown | -1.17% | 0.00% |
Correlation
The correlation between CYSE.L and VWRP.L is 0.64, 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.
Performance
CYSE.L vs. VWRP.L - Performance Comparison
In the year-to-date period, CYSE.L achieves a 11.31% return, which is significantly lower than VWRP.L's 18.96% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CYSE.L vs. VWRP.L - Expense Ratio Comparison
CYSE.L has a 0.45% expense ratio, which is higher than VWRP.L's 0.22% expense ratio.
Risk-Adjusted Performance
CYSE.L vs. VWRP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cybersecurity UCITS ETF USD Acc (CYSE.L) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.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.
Dividends
CYSE.L vs. VWRP.L - Dividend Comparison
Neither CYSE.L nor VWRP.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | |
|---|---|---|---|
CYSE.L WisdomTree Cybersecurity UCITS ETF USD Acc | 0.00% | 0.00% | 0.24% |
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.00% |
Drawdowns
CYSE.L vs. VWRP.L - Drawdown Comparison
The maximum CYSE.L drawdown since its inception was -46.67%, which is greater than VWRP.L's maximum drawdown of -25.10%. Use the drawdown chart below to compare losses from any high point for CYSE.L and VWRP.L. For additional features, visit the drawdowns tool.
Volatility
CYSE.L vs. VWRP.L - Volatility Comparison
WisdomTree Cybersecurity UCITS ETF USD Acc (CYSE.L) has a higher volatility of 6.89% compared to Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) at 2.88%. This indicates that CYSE.L's price experiences larger fluctuations and is considered to be riskier than VWRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.