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WCBR vs. CYSE.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


WCBRCYSE.L
YTD Return8.99%5.42%
1Y Return35.21%27.91%
3Y Return (Ann)-2.84%-1.64%
Sharpe Ratio1.521.16
Sortino Ratio2.091.69
Omega Ratio1.271.22
Calmar Ratio1.071.02
Martin Ratio3.222.18
Ulcer Index10.83%12.01%
Daily Std Dev22.92%22.42%
Max Drawdown-52.25%-46.67%
Current Drawdown-8.63%-6.40%

Correlation

-0.50.00.51.00.8

The correlation between WCBR and CYSE.L is 0.76, 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.

Performance

WCBR vs. CYSE.L - Performance Comparison

In the year-to-date period, WCBR achieves a 8.99% return, which is significantly higher than CYSE.L's 5.42% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.92%
14.13%
WCBR
CYSE.L

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


WCBR vs. CYSE.L - Expense Ratio Comparison

Both WCBR and CYSE.L have an expense ratio of 0.45%.


WCBR
WisdomTree Cybersecurity Fund
Expense ratio chart for WCBR: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for CYSE.L: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

WCBR vs. CYSE.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cybersecurity Fund (WCBR) and WisdomTree Cybersecurity UCITS ETF USD Acc (CYSE.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.


WCBR
Sharpe ratio
The chart of Sharpe ratio for WCBR, currently valued at 1.28, compared to the broader market-2.000.002.004.006.001.28
Sortino ratio
The chart of Sortino ratio for WCBR, currently valued at 1.78, compared to the broader market-2.000.002.004.006.008.0010.0012.001.78
Omega ratio
The chart of Omega ratio for WCBR, currently valued at 1.23, compared to the broader market1.001.502.002.503.001.23
Calmar ratio
The chart of Calmar ratio for WCBR, currently valued at 0.97, compared to the broader market0.005.0010.0015.000.97
Martin ratio
The chart of Martin ratio for WCBR, currently valued at 2.63, compared to the broader market0.0020.0040.0060.0080.00100.002.63
CYSE.L
Sharpe ratio
The chart of Sharpe ratio for CYSE.L, currently valued at 1.18, compared to the broader market-2.000.002.004.006.001.18
Sortino ratio
The chart of Sortino ratio for CYSE.L, currently valued at 1.69, compared to the broader market-2.000.002.004.006.008.0010.0012.001.69
Omega ratio
The chart of Omega ratio for CYSE.L, currently valued at 1.22, compared to the broader market1.001.502.002.503.001.22
Calmar ratio
The chart of Calmar ratio for CYSE.L, currently valued at 0.87, compared to the broader market0.005.0010.0015.000.87
Martin ratio
The chart of Martin ratio for CYSE.L, currently valued at 2.47, compared to the broader market0.0020.0040.0060.0080.00100.002.47

WCBR vs. CYSE.L - Sharpe Ratio Comparison

The current WCBR Sharpe Ratio is 1.52, which is higher than the CYSE.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of WCBR and CYSE.L, 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 Ratio0.600.801.001.201.401.601.80JuneJulyAugustSeptemberOctoberNovember
1.28
1.18
WCBR
CYSE.L

Dividends

WCBR vs. CYSE.L - Dividend Comparison

Neither WCBR nor CYSE.L has paid dividends to shareholders.


TTM202320222021
WCBR
WisdomTree Cybersecurity Fund
0.00%0.00%0.03%0.43%
CYSE.L
WisdomTree Cybersecurity UCITS ETF USD Acc
0.00%0.00%0.24%0.00%

Drawdowns

WCBR vs. CYSE.L - Drawdown Comparison

The maximum WCBR drawdown since its inception was -52.25%, which is greater than CYSE.L's maximum drawdown of -46.67%. Use the drawdown chart below to compare losses from any high point for WCBR and CYSE.L. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-8.63%
-9.85%
WCBR
CYSE.L

Volatility

WCBR vs. CYSE.L - Volatility Comparison

WisdomTree Cybersecurity Fund (WCBR) has a higher volatility of 7.22% compared to WisdomTree Cybersecurity UCITS ETF USD Acc (CYSE.L) at 6.83%. This indicates that WCBR's price experiences larger fluctuations and is considered to be riskier than CYSE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.22%
6.83%
WCBR
CYSE.L