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

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.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
19.47%
13.53%
WCBR
WUGI

Returns By Period

In the year-to-date period, WCBR achieves a 14.80% return, which is significantly lower than WUGI's 45.14% return.


WCBR

YTD

14.80%

1M

13.95%

6M

19.46%

1Y

32.84%

5Y (annualized)

N/A

10Y (annualized)

N/A

WUGI

YTD

45.14%

1M

2.66%

6M

13.53%

1Y

53.81%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


WCBRWUGI
Sharpe Ratio1.422.10
Sortino Ratio1.972.77
Omega Ratio1.251.36
Calmar Ratio1.211.69
Martin Ratio3.0310.80
Ulcer Index10.86%4.98%
Daily Std Dev23.07%25.60%
Max Drawdown-52.25%-56.41%
Current Drawdown-3.75%-4.34%

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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.


WUGI
Esoterica NextG Economy ETF
Expense ratio chart for WUGI: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
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

-0.50.00.51.00.8

The correlation between WCBR and WUGI is 0.76, 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. 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.


Sharpe ratio
The chart of Sharpe ratio for WCBR, currently valued at 1.42, compared to the broader market0.002.004.001.422.10
The chart of Sortino ratio for WCBR, currently valued at 1.97, compared to the broader market-2.000.002.004.006.008.0010.0012.001.972.77
The chart of Omega ratio for WCBR, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.36
The chart of Calmar ratio for WCBR, currently valued at 1.21, compared to the broader market0.005.0010.0015.001.211.69
The chart of Martin ratio for WCBR, currently valued at 3.02, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.0310.80
WCBR
WUGI

The current WCBR Sharpe Ratio is 1.42, which is lower than the WUGI Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of WCBR and WUGI, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.42
2.10
WCBR
WUGI

Dividends

WCBR vs. WUGI - Dividend Comparison

Neither WCBR nor WUGI has paid dividends to shareholders.


TTM202320222021
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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.75%
-4.34%
WCBR
WUGI

Volatility

WCBR vs. WUGI - Volatility Comparison

WisdomTree Cybersecurity Fund (WCBR) has a higher volatility of 7.77% compared to Esoterica NextG Economy ETF (WUGI) at 7.09%. This indicates that WCBR's price experiences larger fluctuations and is considered to be riskier than WUGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
7.77%
7.09%
WCBR
WUGI