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WCBR vs. DGIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WCBR vs. DGIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Cybersecurity Fund (WCBR) and Disciplined Growth Investors Fund (DGIFX). The values are adjusted to include any dividend payments, if applicable.

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WCBR vs. DGIFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WCBR
WisdomTree Cybersecurity Fund
-9.67%-1.44%11.42%66.63%-41.96%6.99%
DGIFX
Disciplined Growth Investors Fund
1.50%3.54%21.13%33.10%-18.35%5.12%

Returns By Period

In the year-to-date period, WCBR achieves a -9.67% return, which is significantly lower than DGIFX's 1.50% return.


WCBR

1D
0.86%
1M
1.59%
YTD
-9.67%
6M
-20.38%
1Y
-8.51%
3Y*
11.00%
5Y*
3.11%
10Y*

DGIFX

1D
2.43%
1M
-5.63%
YTD
1.50%
6M
-3.53%
1Y
12.64%
3Y*
15.77%
5Y*
7.15%
10Y*
11.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WCBR vs. DGIFX - Expense Ratio Comparison

WCBR has a 0.45% expense ratio, which is lower than DGIFX's 0.78% expense ratio.


Return for Risk

WCBR vs. DGIFX — Risk / Return Rank

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

WCBR
WCBR Risk / Return Rank: 77
Overall Rank
WCBR Sharpe Ratio Rank: 77
Sharpe Ratio Rank
WCBR Sortino Ratio Rank: 77
Sortino Ratio Rank
WCBR Omega Ratio Rank: 77
Omega Ratio Rank
WCBR Calmar Ratio Rank: 88
Calmar Ratio Rank
WCBR Martin Ratio Rank: 77
Martin Ratio Rank

DGIFX
DGIFX Risk / Return Rank: 2626
Overall Rank
DGIFX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
DGIFX Sortino Ratio Rank: 2727
Sortino Ratio Rank
DGIFX Omega Ratio Rank: 2323
Omega Ratio Rank
DGIFX Calmar Ratio Rank: 3333
Calmar Ratio Rank
DGIFX Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WCBR vs. DGIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cybersecurity Fund (WCBR) and Disciplined Growth Investors Fund (DGIFX). 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.


WCBRDGIFXDifference

Sharpe ratio

Return per unit of total volatility

-0.28

0.70

-0.98

Sortino ratio

Return per unit of downside risk

-0.19

1.09

-1.28

Omega ratio

Gain probability vs. loss probability

0.98

1.14

-0.17

Calmar ratio

Return relative to maximum drawdown

-0.25

1.02

-1.27

Martin ratio

Return relative to average drawdown

-0.63

2.85

-3.48

WCBR vs. DGIFX - Sharpe Ratio Comparison

The current WCBR Sharpe Ratio is -0.28, which is lower than the DGIFX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of WCBR and DGIFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WCBRDGIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.28

0.70

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.34

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.65

-0.63

Correlation

The correlation between WCBR and DGIFX is 0.66, 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.


Dividends

WCBR vs. DGIFX - Dividend Comparison

WCBR has not paid dividends to shareholders, while DGIFX's dividend yield for the trailing twelve months is around 8.12%.


TTM202520242023202220212020201920182017
WCBR
WisdomTree Cybersecurity Fund
0.00%0.00%0.02%0.00%0.03%0.43%0.00%0.00%0.00%0.00%
DGIFX
Disciplined Growth Investors Fund
8.12%8.29%20.95%2.78%2.21%11.12%10.09%3.53%3.74%4.29%

Drawdowns

WCBR vs. DGIFX - Drawdown Comparison

The maximum WCBR drawdown since its inception was -52.25%, which is greater than DGIFX's maximum drawdown of -30.93%. Use the drawdown chart below to compare losses from any high point for WCBR and DGIFX.


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Drawdown Indicators


WCBRDGIFXDifference

Max Drawdown

Largest peak-to-trough decline

-52.25%

-30.93%

-21.32%

Max Drawdown (1Y)

Largest decline over 1 year

-28.17%

-10.94%

-17.23%

Max Drawdown (5Y)

Largest decline over 5 years

-52.25%

-30.93%

-21.32%

Max Drawdown (10Y)

Largest decline over 10 years

-30.93%

Current Drawdown

Current decline from peak

-22.85%

-13.43%

-9.42%

Average Drawdown

Average peak-to-trough decline

-20.57%

-5.89%

-14.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.29%

3.92%

+7.37%

Volatility

WCBR vs. DGIFX - Volatility Comparison

WisdomTree Cybersecurity Fund (WCBR) has a higher volatility of 10.01% compared to Disciplined Growth Investors Fund (DGIFX) at 6.13%. This indicates that WCBR's price experiences larger fluctuations and is considered to be riskier than DGIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WCBRDGIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.01%

6.13%

+3.88%

Volatility (6M)

Calculated over the trailing 6-month period

21.84%

12.07%

+9.77%

Volatility (1Y)

Calculated over the trailing 1-year period

30.52%

18.98%

+11.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.83%

21.06%

+11.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.99%

18.60%

+14.39%