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

Correlation

The correlation between WCBR and XLK 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. XLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Cybersecurity Fund (WCBR) and Technology Select Sector SPDR Fund (XLK). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
13.12%
63.43%
WCBR
XLK

Key characteristics

Sharpe Ratio

WCBR:

0.41

XLK:

0.22

Sortino Ratio

WCBR:

0.77

XLK:

0.51

Omega Ratio

WCBR:

1.10

XLK:

1.07

Calmar Ratio

WCBR:

0.47

XLK:

0.25

Martin Ratio

WCBR:

1.52

XLK:

0.83

Ulcer Index

WCBR:

7.65%

XLK:

7.83%

Daily Std Dev

WCBR:

28.60%

XLK:

30.22%

Max Drawdown

WCBR:

-52.25%

XLK:

-82.05%

Current Drawdown

WCBR:

-14.96%

XLK:

-13.77%

Returns By Period

In the year-to-date period, WCBR achieves a -1.88% return, which is significantly higher than XLK's -10.19% return.


WCBR

YTD

-1.88%

1M

-3.41%

6M

6.84%

1Y

11.35%

5Y*

N/A

10Y*

N/A

XLK

YTD

-10.19%

1M

-2.35%

6M

-9.17%

1Y

6.24%

5Y*

19.71%

10Y*

18.48%

*Annualized

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WCBR vs. XLK - Expense Ratio Comparison

WCBR has a 0.45% expense ratio, which is higher than XLK's 0.13% expense ratio.


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%
Expense ratio chart for XLK: current value is 0.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLK: 0.13%

Risk-Adjusted Performance

WCBR vs. XLK — 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

XLK
The Risk-Adjusted Performance Rank of XLK is 3838
Overall Rank
The Sharpe Ratio Rank of XLK is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of XLK is 3939
Sortino Ratio Rank
The Omega Ratio Rank of XLK is 3838
Omega Ratio Rank
The Calmar Ratio Rank of XLK is 4141
Calmar Ratio Rank
The Martin Ratio Rank of XLK is 3737
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. XLK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cybersecurity Fund (WCBR) and Technology Select Sector SPDR Fund (XLK). 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
XLK: 0.22
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
XLK: 0.51
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
XLK: 1.07
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
XLK: 0.25
The chart of Martin ratio for WCBR, currently valued at 1.52, compared to the broader market0.0020.0040.0060.00
WCBR: 1.52
XLK: 0.83

The current WCBR Sharpe Ratio is 0.41, which is higher than the XLK Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of WCBR and XLK, 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
0.22
WCBR
XLK

Dividends

WCBR vs. XLK - Dividend Comparison

WCBR's dividend yield for the trailing twelve months is around 0.03%, less than XLK's 0.75% yield.


TTM20242023202220212020201920182017201620152014
WCBR
WisdomTree Cybersecurity Fund
0.03%0.02%0.00%0.03%0.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLK
Technology Select Sector SPDR Fund
0.75%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%

Drawdowns

WCBR vs. XLK - Drawdown Comparison

The maximum WCBR drawdown since its inception was -52.25%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for WCBR and XLK. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.96%
-13.77%
WCBR
XLK

Volatility

WCBR vs. XLK - Volatility Comparison

The current volatility for WisdomTree Cybersecurity Fund (WCBR) is 16.42%, while Technology Select Sector SPDR Fund (XLK) has a volatility of 19.02%. This indicates that WCBR experiences smaller price fluctuations and is considered to be less risky than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
16.42%
19.02%
WCBR
XLK