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

Correlation

The correlation between WCBR and XDAT is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

WCBR vs. XDAT - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%NovemberDecember2025FebruaryMarchApril
13.12%
-6.64%
WCBR
XDAT

Key characteristics

Sharpe Ratio

WCBR:

0.41

XDAT:

0.30

Sortino Ratio

WCBR:

0.77

XDAT:

0.60

Omega Ratio

WCBR:

1.10

XDAT:

1.08

Calmar Ratio

WCBR:

0.47

XDAT:

0.23

Martin Ratio

WCBR:

1.52

XDAT:

0.94

Ulcer Index

WCBR:

7.65%

XDAT:

8.58%

Daily Std Dev

WCBR:

28.60%

XDAT:

27.07%

Max Drawdown

WCBR:

-52.25%

XDAT:

-54.87%

Current Drawdown

WCBR:

-14.96%

XDAT:

-23.93%

Returns By Period

In the year-to-date period, WCBR achieves a -1.88% return, which is significantly higher than XDAT's -7.36% return.


WCBR

YTD

-1.88%

1M

-3.41%

6M

6.84%

1Y

11.35%

5Y*

N/A

10Y*

N/A

XDAT

YTD

-7.36%

1M

-0.38%

6M

-3.86%

1Y

9.06%

5Y*

N/A

10Y*

N/A

*Annualized

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WCBR vs. XDAT - Expense Ratio Comparison

WCBR has a 0.45% expense ratio, which is lower than XDAT's 0.50% expense ratio.


Expense ratio chart for XDAT: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XDAT: 0.50%
Expense ratio chart for WCBR: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
WCBR: 0.45%

Risk-Adjusted Performance

WCBR vs. XDAT — Risk-Adjusted Performance Rank

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

WCBR
The Risk-Adjusted Performance Rank of WCBR is 5252
Overall Rank
The Sharpe Ratio Rank of WCBR is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of WCBR is 5454
Sortino Ratio Rank
The Omega Ratio Rank of WCBR is 5050
Omega Ratio Rank
The Calmar Ratio Rank of WCBR is 5858
Calmar Ratio Rank
The Martin Ratio Rank of WCBR is 5151
Martin Ratio Rank

XDAT
The Risk-Adjusted Performance Rank of XDAT is 4242
Overall Rank
The Sharpe Ratio Rank of XDAT is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of XDAT is 4545
Sortino Ratio Rank
The Omega Ratio Rank of XDAT is 4444
Omega Ratio Rank
The Calmar Ratio Rank of XDAT is 4040
Calmar Ratio Rank
The Martin Ratio Rank of XDAT is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WCBR vs. XDAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cybersecurity Fund (WCBR) and Franklin Exponential Data ETF (XDAT). 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.


The chart of Sharpe ratio for WCBR, currently valued at 0.41, compared to the broader market-1.000.001.002.003.004.00
WCBR: 0.41
XDAT: 0.30
The chart of Sortino ratio for WCBR, currently valued at 0.77, compared to the broader market-2.000.002.004.006.008.00
WCBR: 0.77
XDAT: 0.60
The chart of Omega ratio for WCBR, currently valued at 1.10, compared to the broader market0.501.001.502.002.50
WCBR: 1.10
XDAT: 1.08
The chart of Calmar ratio for WCBR, currently valued at 0.47, compared to the broader market0.002.004.006.008.0010.0012.00
WCBR: 0.47
XDAT: 0.23
The chart of Martin ratio for WCBR, currently valued at 1.52, compared to the broader market0.0020.0040.0060.00
WCBR: 1.52
XDAT: 0.94

The current WCBR Sharpe Ratio is 0.41, which is higher than the XDAT Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of WCBR and XDAT, 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.41
0.30
WCBR
XDAT

Dividends

WCBR vs. XDAT - Dividend Comparison

WCBR's dividend yield for the trailing twelve months is around 0.03%, less than XDAT's 0.14% yield.


TTM2024202320222021
WCBR
WisdomTree Cybersecurity Fund
0.03%0.02%0.00%0.03%0.43%
XDAT
Franklin Exponential Data ETF
0.14%0.13%0.00%0.00%0.00%

Drawdowns

WCBR vs. XDAT - Drawdown Comparison

The maximum WCBR drawdown since its inception was -52.25%, roughly equal to the maximum XDAT drawdown of -54.87%. Use the drawdown chart below to compare losses from any high point for WCBR and XDAT. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.96%
-23.93%
WCBR
XDAT

Volatility

WCBR vs. XDAT - Volatility Comparison

The current volatility for WisdomTree Cybersecurity Fund (WCBR) is 16.42%, while Franklin Exponential Data ETF (XDAT) has a volatility of 17.38%. This indicates that WCBR experiences smaller price fluctuations and is considered to be less risky than XDAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.42%
17.38%
WCBR
XDAT