WCBR vs. WUGI
Compare and contrast key facts about WisdomTree Cybersecurity Fund (WCBR) and Esoterica NextG Economy ETF (WUGI).
WCBR and WUGI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WCBR is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Team8 Cybersecurity Index. It was launched on Jan 28, 2021. WUGI is an actively managed fund by Esoterica. It was launched on Mar 31, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WCBR or WUGI.
Key characteristics
| WCBR | WUGI | |
|---|---|---|
| YTD Return | 8.08% | 48.62% |
| 1Y Return | 34.61% | 66.65% |
| 3Y Return (Ann) | -3.24% | 3.89% |
| Sharpe Ratio | 1.49 | 2.55 |
| Sortino Ratio | 2.05 | 3.25 |
| Omega Ratio | 1.26 | 1.43 |
| Calmar Ratio | 1.04 | 1.93 |
| Martin Ratio | 3.15 | 13.41 |
| Ulcer Index | 10.83% | 4.90% |
| Daily Std Dev | 22.93% | 25.73% |
| Max Drawdown | -52.25% | -56.41% |
| Current Drawdown | -9.39% | -2.04% |
Correlation
The correlation between WCBR and WUGI is 0.77, 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.
Performance
WCBR vs. WUGI - Performance Comparison
In the year-to-date period, WCBR achieves a 8.08% return, which is significantly lower than WUGI's 48.62% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WCBR vs. WUGI - Expense Ratio Comparison
WCBR has a 0.45% expense ratio, which is lower than WUGI's 0.75% expense ratio.
Risk-Adjusted Performance
WCBR vs. WUGI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cybersecurity Fund (WCBR) and Esoterica NextG Economy ETF (WUGI). 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.
Dividends
WCBR vs. WUGI - Dividend Comparison
Neither WCBR nor WUGI has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
WCBR WisdomTree Cybersecurity Fund | 0.00% | 0.00% | 0.03% | 0.43% |
WUGI Esoterica NextG Economy ETF | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WCBR vs. WUGI - Drawdown Comparison
The maximum WCBR drawdown since its inception was -52.25%, smaller than the maximum WUGI drawdown of -56.41%. Use the drawdown chart below to compare losses from any high point for WCBR and WUGI. For additional features, visit the drawdowns tool.
Volatility
WCBR vs. WUGI - Volatility Comparison
The current volatility for WisdomTree Cybersecurity Fund (WCBR) is 6.86%, while Esoterica NextG Economy ETF (WUGI) has a volatility of 8.12%. This indicates that WCBR experiences smaller price fluctuations and is considered to be less risky than WUGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.