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WCBR vs. HACK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WCBR vs. HACK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Cybersecurity Fund (WCBR) and ETFMG Prime Cyber Security ETF (HACK). The values are adjusted to include any dividend payments, if applicable.

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WCBR vs. HACK - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WCBR
WisdomTree Cybersecurity Fund
-10.44%-1.44%11.42%66.63%-41.96%6.99%
HACK
ETFMG Prime Cyber Security ETF
-6.57%7.97%23.49%37.44%-28.16%1.27%

Returns By Period

In the year-to-date period, WCBR achieves a -10.44% return, which is significantly lower than HACK's -6.57% return.


WCBR

1D
3.56%
1M
3.12%
YTD
-10.44%
6M
-20.50%
1Y
-7.95%
3Y*
10.69%
5Y*
2.93%
10Y*

HACK

1D
3.66%
1M
2.64%
YTD
-6.57%
6M
-13.43%
1Y
4.66%
3Y*
16.40%
5Y*
6.37%
10Y*
12.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WCBR vs. HACK - Expense Ratio Comparison

WCBR has a 0.45% expense ratio, which is lower than HACK's 0.60% expense ratio.


Return for Risk

WCBR vs. HACK — 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: 88
Sortino Ratio Rank
WCBR Omega Ratio Rank: 88
Omega Ratio Rank
WCBR Calmar Ratio Rank: 77
Calmar Ratio Rank
WCBR Martin Ratio Rank: 55
Martin Ratio Rank

HACK
HACK Risk / Return Rank: 1717
Overall Rank
HACK Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
HACK Sortino Ratio Rank: 1919
Sortino Ratio Rank
HACK Omega Ratio Rank: 1818
Omega Ratio Rank
HACK Calmar Ratio Rank: 1616
Calmar Ratio Rank
HACK Martin Ratio Rank: 1616
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. HACK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cybersecurity Fund (WCBR) and ETFMG Prime Cyber Security ETF (HACK). 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.


WCBRHACKDifference

Sharpe ratio

Return per unit of total volatility

-0.26

0.18

-0.44

Sortino ratio

Return per unit of downside risk

-0.16

0.44

-0.60

Omega ratio

Gain probability vs. loss probability

0.98

1.06

-0.08

Calmar ratio

Return relative to maximum drawdown

-0.34

0.18

-0.52

Martin ratio

Return relative to average drawdown

-0.85

0.49

-1.34

WCBR vs. HACK - Sharpe Ratio Comparison

The current WCBR Sharpe Ratio is -0.26, which is lower than the HACK Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of WCBR and HACK, 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


WCBRHACKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.26

0.18

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.27

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.46

-0.45

Correlation

The correlation between WCBR and HACK is 0.92, 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.


Dividends

WCBR vs. HACK - Dividend Comparison

WCBR has not paid dividends to shareholders, while HACK's dividend yield for the trailing twelve months is around 0.08%.


TTM2025202420232022202120202019201820172016
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%
HACK
ETFMG Prime Cyber Security ETF
0.08%0.07%0.14%0.20%0.24%0.26%1.11%0.14%0.09%0.01%1.23%

Drawdowns

WCBR vs. HACK - Drawdown Comparison

The maximum WCBR drawdown since its inception was -52.25%, which is greater than HACK's maximum drawdown of -42.68%. Use the drawdown chart below to compare losses from any high point for WCBR and HACK.


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Drawdown Indicators


WCBRHACKDifference

Max Drawdown

Largest peak-to-trough decline

-52.25%

-42.68%

-9.57%

Max Drawdown (1Y)

Largest decline over 1 year

-28.17%

-20.67%

-7.50%

Max Drawdown (5Y)

Largest decline over 5 years

-52.25%

-38.68%

-13.57%

Max Drawdown (10Y)

Largest decline over 10 years

-38.68%

Current Drawdown

Current decline from peak

-23.50%

-15.73%

-7.77%

Average Drawdown

Average peak-to-trough decline

-20.57%

-11.70%

-8.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.20%

7.75%

+3.45%

Volatility

WCBR vs. HACK - Volatility Comparison

WisdomTree Cybersecurity Fund (WCBR) has a higher volatility of 10.01% compared to ETFMG Prime Cyber Security ETF (HACK) at 8.05%. This indicates that WCBR's price experiences larger fluctuations and is considered to be riskier than HACK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WCBRHACKDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.01%

8.05%

+1.96%

Volatility (6M)

Calculated over the trailing 6-month period

21.84%

17.03%

+4.81%

Volatility (1Y)

Calculated over the trailing 1-year period

30.56%

26.02%

+4.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.85%

23.31%

+9.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.00%

22.85%

+10.15%