WCBR vs. XOMO

Last updated Aug 4, 2026

WCBR (WisdomTree Cybersecurity Fund) and XOMO (YieldMax XOM Option Income Strategy ETF) are both exchange-traded funds - WCBR is a Technology Equities fund tracking the WisdomTree Team8 Cybersecurity Index, while XOMO is a Derivative Income fund actively managed by YieldMax. WCBR is passively managed, while XOMO is actively managed. Over the past year, WCBR returned 27.65% vs 29.81% for XOMO. Their -0.00 correlation means they have often moved in opposite directions in the past. WCBR charges 0.45%/yr vs 1.01%/yr for XOMO.

Performance

WCBR vs. XOMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Cybersecurity Fund (WCBR) and YieldMax XOM Option Income Strategy ETF (XOMO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WCBR achieves a 38.04% return, which is significantly higher than XOMO's 20.15% return.

WCBR

• 1D: 3.28%
• 1M: 3.11%
• 6M: 45.67%
• YTD: 38.04%
• 1Y: 27.65%
• 3Y*: 24.81%
• 5Y*: 8.16%
• 10Y*: —
• ALL TIME*: 8.63%

XOMO

• 1D: -0.09%
• 1M: 10.85%
• 6M: 7.87%
• YTD: 20.15%
• 1Y: 29.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 7.81%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
WCBR WisdomTree Cybersecurity Fund	$2.26M	$1.99M	$1.49M
XOMO YieldMax XOM Option Income Strategy ETF	$559.24K	$694.66K	$715.05K

WCBR vs. XOMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
WCBR WisdomTree Cybersecurity Fund	38.04%	-1.44%	11.42%	25.19%
XOMO YieldMax XOM Option Income Strategy ETF	20.15%	6.90%	6.11%	-8.59%

Correlation

The correlation between WCBR and XOMO is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.14
Correlation (All Time) Calculated using the full available price history since Aug 31, 2023	-0.00

The correlation between WCBR and XOMO shifts across timeframes, from -0.14 (1 year) to -0.00 (all time), reflecting how their relationship changes across market environments.

Return for Risk

WCBR vs. XOMO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WCBR

WCBR Risk / Return Rank: 30
WCBR Sharpe Ratio Rank: 32
WCBR Sortino Ratio Rank: 33
WCBR Omega Ratio Rank: 32
WCBR Calmar Ratio Rank: 29
WCBR Martin Ratio Rank: 26

XOMO

XOMO Risk / Return Rank: 52
XOMO Sharpe Ratio Rank: 59
XOMO Sortino Ratio Rank: 55
XOMO Omega Ratio Rank: 57
XOMO Calmar Ratio Rank: 46
XOMO Martin Ratio Rank: 40

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WCBR vs. XOMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cybersecurity Fund (WCBR) and YieldMax XOM Option Income Strategy ETF (XOMO). 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	XOMO	Difference
Sharpe ratio: Return per unit of total volatility	0.81	1.45	-0.65
Sortino ratio: Return per unit of downside risk	1.27	1.96	-0.69
Omega ratio: Gain probability vs. loss probability	1.16	1.26	-0.10
Calmar ratio: Return relative to maximum drawdown	0.93	1.74	-0.81
Martin ratio: Return relative to average drawdown	2.09	4.35	-2.26

WCBR vs. XOMO - Sharpe Ratio Comparison

The current WCBR Sharpe Ratio is 0.81, which is lower than the XOMO Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of WCBR and XOMO, 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. XOMO - Drawdown Comparison

The maximum WCBR drawdown since its inception was -52.25%, which is greater than XOMO's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for WCBR and XOMO.

Drawdown Indicators

	WCBR	XOMO	Difference
Max Drawdown Largest peak-to-trough decline	-52.25%	-18.90%	-33.35%
Max Drawdown (1Y) Largest decline over 1 year	-29.92%	-17.25%	-12.67%
Max Drawdown (3Y) Largest decline over 3 years	-30.27%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-52.25%	—	—
Current Drawdown Current decline from peak	-4.94%	-7.65%	+2.71%
Average Drawdown Average peak-to-trough decline	-19.96%	-7.50%	-12.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.27%	6.89%	+6.38%

Volatility

WCBR vs. XOMO - Volatility Comparison

WisdomTree Cybersecurity Fund (WCBR) has a higher volatility of 11.32% compared to YieldMax XOM Option Income Strategy ETF (XOMO) at 6.21%. This indicates that WCBR's price experiences larger fluctuations and is considered to be riskier than XOMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WCBR	XOMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.32%	6.21%	+5.11%
Volatility (6M) Calculated over the trailing 6-month period	29.53%	17.24%	+12.29%
Volatility (1Y) Calculated over the trailing 1-year period	34.51%	20.67%	+13.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.10%	19.19%	+14.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.67%	19.19%	+14.48%

WCBR vs. XOMO - Expense Ratio Comparison

WCBR has a 0.45% expense ratio, which is lower than XOMO's 1.01% expense ratio.

Dividends

WCBR vs. XOMO - Dividend Comparison

WCBR has not paid dividends to shareholders, while XOMO's dividend yield for the trailing twelve months is around 37.07%.

Position	TTM	2025	2024	2023	2022	2021
WCBR WisdomTree Cybersecurity Fund	0.00%	0.00%	0.02%	0.00%	0.03%	0.43%
XOMO YieldMax XOM Option Income Strategy ETF	37.07%	31.64%	26.94%	5.13%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WCBR and XOMO in my portfolio?

WCBR and XOMO have a correlation of -0.14, 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 XOMO?

WCBR has higher volatility (11.32%) compared to XOMO (6.21%). In terms of maximum drawdown, WCBR dropped -52.25% vs XOMO's -18.90%.

Which ETF is better, WCBR or XOMO?

On 1-year performance, XOMO leads with 29.81% vs 27.65% for WCBR. On fees, WCBR is cheaper at 0.45% per year. On volatility, XOMO has been the lower-risk option at 6.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WCBR or XOMO?

Over the 1-year period, XOMO has performed better with a 29.81% return vs 27.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WCBR or XOMO?

WCBR is cheaper with a 0.45% expense ratio, compared with 1.01% for XOMO.

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

XOMO has the higher dividend yield at 37.07%, compared with 0.00% for WCBR.

What is the main difference between WCBR and XOMO?

WCBR is categorized as Technology Equities, while XOMO is Derivative Income. They also come from different issuers: WisdomTree and YieldMax. Their fees differ too: 0.45% for WCBR and 1.01% for XOMO.

Which has better risk-adjusted returns?

XOMO currently has the higher Sharpe Ratio (1.45 vs 0.81), 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.