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

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.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.01%
7.44%
WCBR
XLK

Returns By Period

In the year-to-date period, WCBR achieves a 6.39% return, which is significantly lower than XLK's 19.83% return.


WCBR

YTD

6.39%

1M

1.43%

6M

9.01%

1Y

24.72%

5Y (annualized)

N/A

10Y (annualized)

N/A

XLK

YTD

19.83%

1M

-0.63%

6M

7.44%

1Y

26.45%

5Y (annualized)

22.59%

10Y (annualized)

20.19%

Key characteristics


WCBRXLK
Sharpe Ratio1.181.21
Sortino Ratio1.661.67
Omega Ratio1.211.22
Calmar Ratio0.941.54
Martin Ratio2.475.33
Ulcer Index10.85%4.92%
Daily Std Dev22.73%21.76%
Max Drawdown-52.25%-82.05%
Current Drawdown-10.81%-3.36%

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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.


WCBR
WisdomTree Cybersecurity Fund
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%
Expense ratio chart for XLK: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Correlation

-0.50.00.51.00.7

The correlation between WCBR and XLK is 0.69, 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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for WCBR, currently valued at 1.18, compared to the broader market0.002.004.001.181.21
The chart of Sortino ratio for WCBR, currently valued at 1.66, compared to the broader market-2.000.002.004.006.008.0010.001.661.67
The chart of Omega ratio for WCBR, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.22
The chart of Calmar ratio for WCBR, currently valued at 0.94, compared to the broader market0.005.0010.0015.000.941.54
The chart of Martin ratio for WCBR, currently valued at 2.47, compared to the broader market0.0020.0040.0060.0080.00100.002.475.33
WCBR
XLK

The current WCBR Sharpe Ratio is 1.18, which is comparable to the XLK Sharpe Ratio of 1.21. 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.18
1.21
WCBR
XLK

Dividends

WCBR vs. XLK - Dividend Comparison

WCBR has not paid dividends to shareholders, while XLK's dividend yield for the trailing twelve months is around 0.68%.


TTM20232022202120202019201820172016201520142013
WCBR
WisdomTree Cybersecurity Fund
0.00%0.00%0.03%0.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLK
Technology Select Sector SPDR Fund
0.68%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%

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%JuneJulyAugustSeptemberOctoberNovember
-10.81%
-3.36%
WCBR
XLK

Volatility

WCBR vs. XLK - Volatility Comparison

WisdomTree Cybersecurity Fund (WCBR) has a higher volatility of 7.42% compared to Technology Select Sector SPDR Fund (XLK) at 6.32%. This indicates that WCBR's price experiences larger fluctuations and is considered to be riskier than XLK 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
7.42%
6.32%
WCBR
XLK