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WCBR vs. GDE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WCBR vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Cybersecurity Fund (WCBR) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

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WCBR vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
WCBR
WisdomTree Cybersecurity Fund
-9.67%-1.44%11.42%66.63%-32.34%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
3.73%73.76%44.79%33.85%-18.67%

Returns By Period

In the year-to-date period, WCBR achieves a -9.67% return, which is significantly lower than GDE's 3.73% return.


WCBR

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

GDE

1D
1.62%
1M
-13.97%
YTD
3.73%
6M
15.80%
1Y
62.68%
3Y*
44.97%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WCBR vs. GDE - Expense Ratio Comparison

WCBR has a 0.45% expense ratio, which is higher than GDE's 0.20% expense ratio.


Return for Risk

WCBR vs. GDE — 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

GDE
GDE Risk / Return Rank: 8888
Overall Rank
GDE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 8888
Sortino Ratio Rank
GDE Omega Ratio Rank: 8888
Omega Ratio Rank
GDE Calmar Ratio Rank: 8787
Calmar Ratio Rank
GDE Martin Ratio Rank: 8787
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. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cybersecurity Fund (WCBR) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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.


WCBRGDEDifference

Sharpe ratio

Return per unit of total volatility

-0.28

1.95

-2.23

Sortino ratio

Return per unit of downside risk

-0.19

2.47

-2.66

Omega ratio

Gain probability vs. loss probability

0.98

1.37

-0.39

Calmar ratio

Return relative to maximum drawdown

-0.25

2.77

-3.03

Martin ratio

Return relative to average drawdown

-0.63

10.77

-11.41

WCBR vs. GDE - Sharpe Ratio Comparison

The current WCBR Sharpe Ratio is -0.28, which is lower than the GDE Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of WCBR and GDE, 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


WCBRGDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.28

1.95

-2.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

1.13

-1.12

Correlation

The correlation between WCBR and GDE is 0.46, 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. GDE - Dividend Comparison

WCBR has not paid dividends to shareholders, while GDE's dividend yield for the trailing twelve months is around 4.16%.


TTM20252024202320222021
WCBR
WisdomTree Cybersecurity Fund
0.00%0.00%0.02%0.00%0.03%0.43%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
4.16%4.32%7.14%2.22%0.81%0.00%

Drawdowns

WCBR vs. GDE - Drawdown Comparison

The maximum WCBR drawdown since its inception was -52.25%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for WCBR and GDE.


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Drawdown Indicators


WCBRGDEDifference

Max Drawdown

Largest peak-to-trough decline

-52.25%

-32.01%

-20.24%

Max Drawdown (1Y)

Largest decline over 1 year

-28.17%

-22.66%

-5.51%

Max Drawdown (5Y)

Largest decline over 5 years

-52.25%

Current Drawdown

Current decline from peak

-22.85%

-16.07%

-6.78%

Average Drawdown

Average peak-to-trough decline

-20.57%

-7.75%

-12.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.29%

5.84%

+5.45%

Volatility

WCBR vs. GDE - Volatility Comparison

The current volatility for WisdomTree Cybersecurity Fund (WCBR) is 10.01%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 12.02%. This indicates that WCBR experiences smaller price fluctuations and is considered to be less risky than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WCBRGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.01%

12.02%

-2.01%

Volatility (6M)

Calculated over the trailing 6-month period

21.84%

25.26%

-3.42%

Volatility (1Y)

Calculated over the trailing 1-year period

30.52%

32.25%

-1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.83%

26.19%

+6.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.99%

26.19%

+6.80%