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WCBR vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WCBR vs. ISCMF - Performance Comparison

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

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Returns By Period

In the year-to-date period, WCBR achieves a 26.82% return, which is significantly higher than ISCMF's 22.87% return.


WCBR

1D
-3.87%
1M
30.04%
YTD
26.82%
6M
19.91%
1Y
12.83%
3Y*
22.02%
5Y*
9.81%
10Y*

ISCMF

1D
0.00%
1M
-0.67%
YTD
22.87%
6M
27.76%
1Y
37.85%
3Y*
15.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WCBR vs. ISCMF - Yearly Performance Comparison


2026 (YTD)2025202420232022
WCBR
WisdomTree Cybersecurity Fund
26.82%-1.44%11.42%66.63%-32.34%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
22.87%19.65%3.13%-9.58%-5.08%

Correlation

The correlation between WCBR and ISCMF is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2022

-0.04

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Return for Risk

WCBR vs. ISCMF — Risk / Return Rank

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

WCBR
WCBR Risk / Return Rank: 1414
Overall Rank
WCBR Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
WCBR Sortino Ratio Rank: 1515
Sortino Ratio Rank
WCBR Omega Ratio Rank: 1616
Omega Ratio Rank
WCBR Calmar Ratio Rank: 1414
Calmar Ratio Rank
WCBR Martin Ratio Rank: 1313
Martin Ratio Rank

ISCMF
ISCMF Risk / Return Rank: 8383
Overall Rank
ISCMF Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 8383
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9999
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 9393
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 8080
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. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cybersecurity Fund (WCBR) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). 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.


WCBRISCMFDifference
Sharpe ratioReturn per unit of total volatility

-1.65

Sortino ratioReturn per unit of downside risk

-2.99

Omega ratioGain probability vs. loss probability

1.10

2.53

-1.43

Calmar ratioReturn relative to maximum drawdown

0.43

6.69

-6.26

Martin ratioReturn relative to average drawdown

0.99

15.68

-14.69

WCBR vs. ISCMF - Sharpe Ratio Comparison

The current WCBR Sharpe Ratio is 0.40, which is lower than the ISCMF Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of WCBR and ISCMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WCBRISCMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

2.05

-1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.45

-0.24

Drawdowns

WCBR vs. ISCMF - Drawdown Comparison

The maximum WCBR drawdown since its inception was -52.25%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for WCBR and ISCMF.


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Drawdown Indicators


WCBRISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-52.25%

-25.42%

-26.83%

Max Drawdown (1Y)

Largest decline over 1 year

-29.92%

-5.69%

-24.23%

Max Drawdown (3Y)

Largest decline over 3 years

-30.27%

-7.62%

-22.65%

Max Drawdown (5Y)

Largest decline over 5 years

-52.25%

Current Drawdown

Current decline from peak

-4.56%

-5.26%

+0.70%

Average Drawdown

Average peak-to-trough decline

-20.36%

-13.43%

-6.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.03%

2.42%

+10.61%

Volatility

WCBR vs. ISCMF - Volatility Comparison

WisdomTree Cybersecurity Fund (WCBR) has a higher volatility of 13.55% compared to iShares Diversified Commodity Swap UCITS ETF (ISCMF) at 7.14%. This indicates that WCBR's price experiences larger fluctuations and is considered to be riskier than ISCMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WCBRISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.55%

7.14%

+6.41%

Volatility (6M)

Calculated over the trailing 6-month period

27.26%

15.90%

+11.36%

Volatility (1Y)

Calculated over the trailing 1-year period

32.16%

18.53%

+13.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.60%

14.38%

+19.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.59%

14.38%

+19.21%

WCBR vs. ISCMF - Expense Ratio Comparison

WCBR has a 0.45% expense ratio, which is higher than ISCMF's 0.19% expense ratio.


Dividends

WCBR vs. ISCMF - Dividend Comparison

Neither WCBR nor ISCMF has paid dividends to shareholders.


PositionTTM20252024202320222021
ISCMF
iShares Diversified Commodity Swap UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%
WCBR
WisdomTree Cybersecurity Fund
0.00%0.00%0.02%0.00%0.03%0.43%

Frequently Asked Questions


WCBR and ISCMF have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WCBR has higher volatility (13.55%) compared to ISCMF (7.14%). In terms of maximum drawdown, WCBR dropped -52.25% vs ISCMF's -25.42%.

On 3-year performance, WCBR leads with 22.02% vs 15.20% for ISCMF. On fees, ISCMF is cheaper at 0.19% per year. On volatility, ISCMF has been the lower-risk option at 7.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, WCBR has performed better with a 22.02% return vs 15.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISCMF is cheaper with a 0.19% expense ratio, compared with 0.45% for WCBR.

WCBR and ISCMF have nearly identical dividend yields, around 0.00%.

WCBR is categorized as Technology Equities, while ISCMF is Commodities. WCBR tracks WisdomTree Team8 Cybersecurity Index, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.45% for WCBR and 0.19% for ISCMF.

ISCMF currently has the higher Sharpe Ratio (2.05 vs 0.40), 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.

Portfolio Optimizer

Find the right allocation for WCBR and ISCMF

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