WCBR vs. FXU

Last updated Jul 17, 2026

WCBR (WisdomTree Cybersecurity Fund) and FXU (First Trust Utilities AlphaDEX Fund) are both exchange-traded funds - WCBR is a Technology Equities fund tracking the WisdomTree Team8 Cybersecurity Index, while FXU is a Utilities Equities fund tracking the StrataQuant Utilities Index. Both are passively managed. Over the past 5 years, WCBR returned 9.95%/yr vs 12.64%/yr for FXU. At a 0.13 correlation, their price movements are largely independent. WCBR charges 0.45%/yr vs 0.62%/yr for FXU.

Performance

WCBR vs. FXU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Cybersecurity Fund (WCBR) and First Trust Utilities AlphaDEX Fund (FXU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WCBR achieves a 40.63% return, which is significantly higher than FXU's 12.12% return.

WCBR

• 1D: -0.46%
• 1M: 20.82%
• 6M: 42.07%
• YTD: 40.63%
• 1Y: 27.59%
• 3Y*: 25.00%
• 5Y*: 9.95%
• 10Y*: —

FXU

• 1D: 1.07%
• 1M: 2.99%
• 6M: 8.95%
• YTD: 12.12%
• 1Y: 20.25%
• 3Y*: 18.58%
• 5Y*: 12.64%
• 10Y*: 9.14%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WCBR vs. FXU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
WCBR WisdomTree Cybersecurity Fund	40.63%	-1.44%	11.42%	66.63%	-41.96%	7.65%
FXU First Trust Utilities AlphaDEX Fund	12.12%	21.86%	22.50%	-2.12%	3.68%	20.26%

Correlation

The correlation between WCBR and FXU is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021	0.13

The correlation between WCBR and FXU shifts across timeframes, from -0.13 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.

WCBR vs. FXU - Sectors Allocation Comparison

Sectors	WCBR	FXU
Technology	100.0%	-
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	3.6%
Financial Services	-	-
Healthcare	-	-
Industrials	-	4.0%
Real Estate	-	-
Utilities	-	92.4%

Return for Risk

WCBR vs. FXU — Risk / Return Rank

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

WCBR

WCBR Risk / Return Rank: 26
WCBR Sharpe Ratio Rank: 27
WCBR Sortino Ratio Rank: 28
WCBR Omega Ratio Rank: 28
WCBR Calmar Ratio Rank: 24
WCBR Martin Ratio Rank: 22

FXU

FXU Risk / Return Rank: 51
FXU Sharpe Ratio Rank: 54
FXU Sortino Ratio Rank: 51
FXU Omega Ratio Rank: 48
FXU Calmar Ratio Rank: 59
FXU Martin Ratio Rank: 45

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. FXU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cybersecurity Fund (WCBR) and First Trust Utilities AlphaDEX Fund (FXU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	WCBR	FXU	Difference
Sharpe ratio: Return per unit of total volatility	0.82	1.49	-0.68
Sortino ratio: Return per unit of downside risk	1.28	2.06	-0.77
Omega ratio: Gain probability vs. loss probability	1.16	1.25	-0.09
Calmar ratio: Return relative to maximum drawdown	0.93	2.36	-1.43
Martin ratio: Return relative to average drawdown	2.09	5.98	-3.88

WCBR vs. FXU - Sharpe Ratio Comparison

The current WCBR Sharpe Ratio is 0.82, which is lower than the FXU Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of WCBR and FXU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WCBR vs. FXU - Drawdown Comparison

The maximum WCBR drawdown since its inception was -52.25%, which is greater than FXU's maximum drawdown of -49.00%. Use the drawdown chart below to compare losses from any high point for WCBR and FXU.

Drawdown Indicators

	WCBR	FXU	Difference
Max Drawdown Largest peak-to-trough decline	-52.25%	-49.00%	-3.25%
Max Drawdown (1Y) Largest decline over 1 year	-29.92%	-8.63%	-21.29%
Max Drawdown (3Y) Largest decline over 3 years	-30.27%	-17.46%	-12.81%
Max Drawdown (5Y) Largest decline over 5 years	-52.25%	-21.87%	-30.38%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.81%	—
Current Drawdown Current decline from peak	-3.16%	-2.14%	-1.02%
Average Drawdown Average peak-to-trough decline	-20.07%	-7.61%	-12.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.23%	3.40%	+9.83%

Volatility

WCBR vs. FXU - Volatility Comparison

WisdomTree Cybersecurity Fund (WCBR) has a higher volatility of 11.46% compared to First Trust Utilities AlphaDEX Fund (FXU) at 4.63%. This indicates that WCBR's price experiences larger fluctuations and is considered to be riskier than FXU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WCBR	FXU	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.46%	4.63%	+6.83%
Volatility (6M) Calculated over the trailing 6-month period	29.49%	10.79%	+18.70%
Volatility (1Y) Calculated over the trailing 1-year period	34.00%	13.61%	+20.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.02%	16.61%	+17.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.69%	18.36%	+15.33%

WCBR vs. FXU - Expense Ratio Comparison

WCBR has a 0.45% expense ratio, which is lower than FXU's 0.62% expense ratio.

Dividends

WCBR vs. FXU - Dividend Comparison

WCBR has not paid dividends to shareholders, while FXU's dividend yield for the trailing twelve months is around 2.13%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FXU First Trust Utilities AlphaDEX Fund	2.13%	2.29%	2.41%	2.52%	2.03%	2.00%	3.97%	2.34%	2.40%	3.81%	2.62%	3.90%
WCBR WisdomTree Cybersecurity Fund	0.00%	0.00%	0.02%	0.00%	0.03%	0.43%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WCBR and FXU in my portfolio?

WCBR and FXU have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WCBR or FXU?

WCBR has higher volatility (11.46%) compared to FXU (4.63%). In terms of maximum drawdown, WCBR dropped -52.25% vs FXU's -49.00%.

Which ETF is better, WCBR or FXU?

On 5-year performance, FXU leads with 12.64% vs 9.95% for WCBR. On fees, WCBR is cheaper at 0.45% per year. On volatility, FXU has been the lower-risk option at 4.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WCBR or FXU?

Over the 5-year period, FXU has performed better with a 12.64% return vs 9.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WCBR or FXU?

WCBR is cheaper with a 0.45% expense ratio, compared with 0.62% for FXU.

Which ETF pays a higher dividend yield, WCBR or FXU?

FXU has the higher dividend yield at 2.13%, compared with 0.00% for WCBR.

What is the main difference between WCBR and FXU?

WCBR is categorized as Technology Equities, while FXU is Utilities Equities. WCBR tracks WisdomTree Team8 Cybersecurity Index, while FXU tracks StrataQuant Utilities Index. They also come from different issuers: WisdomTree and First Trust. Their fees differ too: 0.45% for WCBR and 0.62% for FXU.

Which has better risk-adjusted returns?

FXU currently has the higher Sharpe Ratio (1.49 vs 0.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.