WCBR vs. WUGI

Last updated Jun 23, 2026

WCBR (WisdomTree Cybersecurity Fund) and WUGI (Esoterica NextG Economy ETF) are both exchange-traded funds - WCBR is a Technology Equities fund tracking the WisdomTree Team8 Cybersecurity Index, while WUGI is a Large Cap Growth Equities fund actively managed by Esoterica. WCBR is passively managed, while WUGI is actively managed. Over the past 5 years, WCBR returned 5.22%/yr vs 17.00%/yr for WUGI. A 0.72 correlation means they provide meaningful diversification when combined. WCBR charges 0.45%/yr vs 0.75%/yr for WUGI.

Performance

WCBR vs. WUGI - Performance Comparison

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

Returns By Period

In the year-to-date period, WCBR achieves a 13.66% return, which is significantly lower than WUGI's 32.31% return.

WCBR

• 1D: -1.65%
• 1M: -3.17%
• YTD: 13.66%
• 6M: 10.28%
• 1Y: 2.64%
• 3Y*: 18.88%
• 5Y*: 5.22%
• 10Y*: —

WUGI

• 1D: 0.11%
• 1M: 13.21%
• YTD: 32.31%
• 6M: 32.65%
• 1Y: 52.26%
• 3Y*: 38.08%
• 5Y*: 17.00%
• 10Y*: —

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

WCBR vs. WUGI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
WCBR WisdomTree Cybersecurity Fund	13.66%	-1.44%	11.42%	66.63%	-41.96%	7.65%
WUGI Esoterica NextG Economy ETF	32.31%	22.66%	47.14%	61.30%	-49.55%	19.48%

Correlation

The correlation between WCBR and WUGI is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.60
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021	0.72

Over the past year, the correlation between WCBR and WUGI has dropped to 0.48 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.

WCBR vs. WUGI - Sectors Allocation Comparison

Sectors	WCBR	WUGI
Technology	100.0%	76.3%
Basic Materials	-	0.0%
Communication Services	-	8.8%
Consumer Cyclical	-	5.6%
Consumer Defensive	-	0.1%
Energy	-	0.0%
Financial Services	-	2.0%
Healthcare	-	0.2%
Industrials	-	7.3%
Real Estate	-	0.1%
Utilities	-	-

Return for Risk

WCBR vs. WUGI — Risk / Return Rank

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

WCBR

WCBR Risk / Return Rank: 10
WCBR Sharpe Ratio Rank: 9
WCBR Sortino Ratio Rank: 10
WCBR Omega Ratio Rank: 10
WCBR Calmar Ratio Rank: 9
WCBR Martin Ratio Rank: 9

WUGI

WUGI Risk / Return Rank: 59
WUGI Sharpe Ratio Rank: 63
WUGI Sortino Ratio Rank: 56
WUGI Omega Ratio Rank: 59
WUGI Calmar Ratio Rank: 61
WUGI Martin Ratio Rank: 56

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. WUGI - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	WCBR	WUGI	Difference
Sharpe ratio: Return per unit of total volatility	0.08	2.01	-1.92
Sortino ratio: Return per unit of downside risk	0.34	2.60	-2.27
Omega ratio: Gain probability vs. loss probability	1.04	1.35	-0.31
Calmar ratio: Return relative to maximum drawdown	0.09	2.92	-2.83
Martin ratio: Return relative to average drawdown	0.20	9.45	-9.25

WCBR vs. WUGI - Sharpe Ratio Comparison

The current WCBR Sharpe Ratio is 0.08, which is lower than the WUGI Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of WCBR and WUGI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	WCBR	WUGI	Difference
Max Drawdown Largest peak-to-trough decline	-52.25%	-56.41%	+4.16%
Max Drawdown (1Y) Largest decline over 1 year	-29.92%	-17.99%	-11.93%
Max Drawdown (3Y) Largest decline over 3 years	-30.27%	-27.49%	-2.78%
Max Drawdown (5Y) Largest decline over 5 years	-52.25%	-56.41%	+4.16%
Current Drawdown Current decline from peak	-14.46%	0.00%	-14.46%
Average Drawdown Average peak-to-trough decline	-20.27%	-16.56%	-3.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.28%	5.54%	+7.74%

Volatility

WCBR vs. WUGI - Volatility Comparison

WisdomTree Cybersecurity Fund (WCBR) and Esoterica NextG Economy ETF (WUGI) have volatilities of 14.04% and 13.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WCBR	WUGI	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.04%	13.66%	+0.38%
Volatility (6M) Calculated over the trailing 6-month period	27.70%	22.76%	+4.94%
Volatility (1Y) Calculated over the trailing 1-year period	32.66%	26.23%	+6.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.66%	31.22%	+2.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.53%	31.17%	+2.36%

WCBR vs. WUGI - Expense Ratio Comparison

WCBR has a 0.45% expense ratio, which is lower than WUGI's 0.75% expense ratio.

Dividends

WCBR vs. WUGI - Dividend Comparison

WCBR has not paid dividends to shareholders, while WUGI's dividend yield for the trailing twelve months is around 17.26%.

Position	TTM	2025	2024	2023	2022	2021
WCBR WisdomTree Cybersecurity Fund	0.00%	0.00%	0.02%	0.00%	0.03%	0.43%
WUGI Esoterica NextG Economy ETF	17.26%	22.83%	4.09%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WCBR and WUGI in my portfolio?

WCBR and WUGI have a correlation of 0.48, 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 WUGI?

WCBR has higher volatility (14.04%) compared to WUGI (13.66%). In terms of maximum drawdown, WCBR dropped -52.25% vs WUGI's -56.41%.

Which ETF is better, WCBR or WUGI?

On 5-year performance, WUGI leads with 17.00% vs 5.22% for WCBR. On fees, WCBR is cheaper at 0.45% per year. On volatility, WUGI has been the lower-risk option at 13.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WCBR or WUGI?

Over the 5-year period, WUGI has performed better with a 17.00% return vs 5.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WCBR or WUGI?

WCBR is cheaper with a 0.45% expense ratio, compared with 0.75% for WUGI.

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

WUGI has the higher dividend yield at 17.26%, compared with 0.00% for WCBR.

What is the main difference between WCBR and WUGI?

WCBR is categorized as Technology Equities, while WUGI is Large Cap Growth Equities. They also come from different issuers: WisdomTree and Esoterica. Their fees differ too: 0.45% for WCBR and 0.75% for WUGI.

Which has better risk-adjusted returns?

WUGI currently has the higher Sharpe Ratio (2.01 vs 0.08), 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.