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WCBR vs. IHAK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

WCBR vs. IHAK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Cybersecurity Fund (WCBR) and iShares Cybersecurity & Tech ETF (IHAK). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
19.47%
10.38%
WCBR
IHAK

Returns By Period

In the year-to-date period, WCBR achieves a 14.80% return, which is significantly higher than IHAK's 10.73% return.


WCBR

YTD

14.80%

1M

13.95%

6M

19.46%

1Y

32.84%

5Y (annualized)

N/A

10Y (annualized)

N/A

IHAK

YTD

10.73%

1M

2.39%

6M

10.37%

1Y

23.45%

5Y (annualized)

13.53%

10Y (annualized)

N/A

Key characteristics


WCBRIHAK
Sharpe Ratio1.421.31
Sortino Ratio1.971.78
Omega Ratio1.251.23
Calmar Ratio1.211.48
Martin Ratio3.034.02
Ulcer Index10.86%5.84%
Daily Std Dev23.07%17.91%
Max Drawdown-52.25%-34.42%
Current Drawdown-3.75%-1.84%

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WCBR vs. IHAK - Expense Ratio Comparison

WCBR has a 0.45% expense ratio, which is lower than IHAK's 0.47% expense ratio.


IHAK
iShares Cybersecurity & Tech ETF
Expense ratio chart for IHAK: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
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%

Correlation

-0.50.00.51.00.9

The correlation between WCBR and IHAK is 0.93, 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.

Risk-Adjusted Performance

WCBR vs. IHAK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cybersecurity Fund (WCBR) and iShares Cybersecurity & Tech ETF (IHAK). 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.


Sharpe ratio
The chart of Sharpe ratio for WCBR, currently valued at 1.42, compared to the broader market0.002.004.001.421.31
The chart of Sortino ratio for WCBR, currently valued at 1.97, compared to the broader market-2.000.002.004.006.008.0010.0012.001.971.78
The chart of Omega ratio for WCBR, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.23
The chart of Calmar ratio for WCBR, currently valued at 1.21, compared to the broader market0.005.0010.0015.0020.001.211.48
The chart of Martin ratio for WCBR, currently valued at 3.02, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.034.02
WCBR
IHAK

The current WCBR Sharpe Ratio is 1.42, which is comparable to the IHAK Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of WCBR and IHAK, 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.42
1.31
WCBR
IHAK

Dividends

WCBR vs. IHAK - Dividend Comparison

WCBR has not paid dividends to shareholders, while IHAK's dividend yield for the trailing twelve months is around 0.09%.


TTM20232022202120202019
WCBR
WisdomTree Cybersecurity Fund
0.00%0.00%0.03%0.43%0.00%0.00%
IHAK
iShares Cybersecurity & Tech ETF
0.09%0.13%0.25%0.50%0.40%0.50%

Drawdowns

WCBR vs. IHAK - Drawdown Comparison

The maximum WCBR drawdown since its inception was -52.25%, which is greater than IHAK's maximum drawdown of -34.42%. Use the drawdown chart below to compare losses from any high point for WCBR and IHAK. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.75%
-1.84%
WCBR
IHAK

Volatility

WCBR vs. IHAK - Volatility Comparison

WisdomTree Cybersecurity Fund (WCBR) has a higher volatility of 7.77% compared to iShares Cybersecurity & Tech ETF (IHAK) at 5.83%. This indicates that WCBR's price experiences larger fluctuations and is considered to be riskier than IHAK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.77%
5.83%
WCBR
IHAK