WCBR vs. NTSX

Last updated Jun 4, 2026

WCBR (WisdomTree Cybersecurity Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - WCBR is a Technology Equities fund tracking the WisdomTree Team8 Cybersecurity Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. WCBR is passively managed, while NTSX is actively managed. Over the past 5 years, WCBR returned 9.81%/yr vs 9.69%/yr for NTSX. A 0.62 correlation means they provide meaningful diversification when combined. WCBR charges 0.45%/yr vs 0.20%/yr for NTSX.

Performance

WCBR vs. NTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Cybersecurity Fund (WCBR) and WisdomTree U.S. Efficient Core Fund (NTSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WCBR achieves a 26.82% return, which is significantly higher than NTSX's 8.62% return.

WCBR

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

NTSX

• 1D: -1.05%
• 1M: 4.37%
• YTD: 8.62%
• 6M: 7.83%
• 1Y: 25.27%
• 3Y*: 19.38%
• 5Y*: 9.69%
• 10Y*: —

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

WCBR vs. NTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
WCBR WisdomTree Cybersecurity Fund	26.82%	-1.44%	11.42%	66.63%	-41.96%	6.99%
NTSX WisdomTree U.S. Efficient Core Fund	8.62%	18.82%	20.20%	22.70%	-25.84%	22.01%

Correlation

The correlation between WCBR and NTSX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (All Time) Calculated using the full available price history since Jan 29, 2021	0.62

The correlation between WCBR and NTSX shifts across timeframes, from 0.43 (1 year) to 0.63 (5 years), reflecting how their relationship changes across market environments.

WCBR vs. NTSX - Sectors Allocation Comparison

Sectors	WCBR	NTSX
Technology	100.0%	35.1%
Basic Materials	-	1.4%
Communication Services	-	12.5%
Consumer Cyclical	-	10.1%
Consumer Defensive	-	5.5%
Energy	-	3.5%
Financial Services	-	12.3%
Healthcare	-	8.4%
Industrials	-	7.7%
Real Estate	-	1.5%
Utilities	-	2.1%

Return for Risk

WCBR vs. NTSX — Risk / Return Rank

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

WCBR

WCBR Risk / Return Rank: 14
WCBR Sharpe Ratio Rank: 14
WCBR Sortino Ratio Rank: 15
WCBR Omega Ratio Rank: 16
WCBR Calmar Ratio Rank: 14
WCBR Martin Ratio Rank: 13

NTSX

NTSX Risk / Return Rank: 60
NTSX Sharpe Ratio Rank: 60
NTSX Sortino Ratio Rank: 58
NTSX Omega Ratio Rank: 59
NTSX Calmar Ratio Rank: 55
NTSX Martin Ratio Rank: 66

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. NTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cybersecurity Fund (WCBR) and WisdomTree U.S. Efficient Core Fund (NTSX). 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.

	WCBR	NTSX	Difference
Sharpe ratio: Return per unit of total volatility	0.40	2.06	-1.66
Sortino ratio: Return per unit of downside risk	0.75	2.81	-2.06
Omega ratio: Gain probability vs. loss probability	1.10	1.37	-0.27
Calmar ratio: Return relative to maximum drawdown	0.43	2.77	-2.34
Martin ratio: Return relative to average drawdown	0.99	12.25	-11.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WCBR vs. NTSX - Sharpe Ratio Comparison

The current WCBR Sharpe Ratio is 0.40, which is lower than the NTSX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of WCBR and NTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WCBR	NTSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.40	2.06	-1.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.29	0.57	-0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.71	-0.50

Drawdowns

WCBR vs. NTSX - Drawdown Comparison

The maximum WCBR drawdown since its inception was -52.25%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for WCBR and NTSX.

Drawdown Indicators

	WCBR	NTSX	Difference
Max Drawdown Largest peak-to-trough decline	-52.25%	-31.34%	-20.91%
Max Drawdown (1Y) Largest decline over 1 year	-29.92%	-9.16%	-20.76%
Max Drawdown (3Y) Largest decline over 3 years	-30.27%	-16.82%	-13.45%
Max Drawdown (5Y) Largest decline over 5 years	-52.25%	-31.34%	-20.91%
Current Drawdown Current decline from peak	-4.56%	-1.05%	-3.51%
Average Drawdown Average peak-to-trough decline	-20.36%	-6.79%	-13.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.03%	2.07%	+10.96%

Volatility

WCBR vs. NTSX - Volatility Comparison

WisdomTree Cybersecurity Fund (WCBR) has a higher volatility of 13.55% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 3.39%. This indicates that WCBR's price experiences larger fluctuations and is considered to be riskier than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WCBR	NTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.55%	3.39%	+10.16%
Volatility (6M) Calculated over the trailing 6-month period	27.26%	9.58%	+17.68%
Volatility (1Y) Calculated over the trailing 1-year period	32.16%	12.31%	+19.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.60%	17.04%	+16.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.59%	18.27%	+15.32%

WCBR vs. NTSX - Expense Ratio Comparison

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

Dividends

WCBR vs. NTSX - Dividend Comparison

WCBR has not paid dividends to shareholders, while NTSX's dividend yield for the trailing twelve months is around 1.08%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
NTSX WisdomTree U.S. Efficient Core Fund	1.08%	1.14%	1.14%	1.21%	1.36%	0.82%	0.92%	1.42%	0.62%
WCBR WisdomTree Cybersecurity Fund	0.00%	0.00%	0.02%	0.00%	0.03%	0.43%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WCBR and NTSX in my portfolio?

WCBR and NTSX have a correlation of 0.43, 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 NTSX?

WCBR has higher volatility (13.55%) compared to NTSX (3.39%). In terms of maximum drawdown, WCBR dropped -52.25% vs NTSX's -31.34%.

Which ETF is better, WCBR or NTSX?

On 5-year performance, WCBR leads with 9.81% vs 9.69% for NTSX. On fees, NTSX is cheaper at 0.20% per year. On volatility, NTSX has been the lower-risk option at 3.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WCBR or NTSX?

Over the 5-year period, WCBR has performed better with a 9.81% return vs 9.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WCBR or NTSX?

NTSX is cheaper with a 0.20% expense ratio, compared with 0.45% for WCBR.

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

NTSX has the higher dividend yield at 1.08%, compared with 0.00% for WCBR.

What is the main difference between WCBR and NTSX?

WCBR is categorized as Technology Equities, while NTSX is Diversified Portfolio. Their fees differ too: 0.45% for WCBR and 0.20% for NTSX.

Which has better risk-adjusted returns?

NTSX currently has the higher Sharpe Ratio (2.06 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.