WCLD vs. AIS

Last updated Jun 3, 2026

WCLD (WisdomTree Cloud Computing Fund) and AIS (VistaShares Artificial Intelligence Supercycle ETF) are both Technology Equities funds. WCLD is passively managed, while AIS is actively managed. Over the past year, WCLD returned -3.15% vs 230.14% for AIS. At a 0.42 correlation, their price movements are largely independent. WCLD charges 0.45%/yr vs 0.75%/yr for AIS.

Performance

WCLD vs. AIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Cloud Computing Fund (WCLD) and VistaShares Artificial Intelligence Supercycle ETF (AIS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WCLD achieves a -0.69% return, which is significantly lower than AIS's 117.05% return.

WCLD

• 1D: -3.28%
• 1M: 20.60%
• YTD: -0.69%
• 6M: 1.46%
• 1Y: -3.15%
• 3Y*: 4.16%
• 5Y*: -6.46%
• 10Y*: —

AIS

• 1D: 4.29%
• 1M: 34.88%
• YTD: 117.05%
• 6M: 121.69%
• 1Y: 230.14%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WCLD vs. AIS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
WCLD WisdomTree Cloud Computing Fund	-0.69%	-6.69%	-5.40%
AIS VistaShares Artificial Intelligence Supercycle ETF	117.05%	58.35%	-4.92%

Correlation

The correlation between WCLD and AIS is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (All Time) Calculated using the full available price history since Dec 4, 2024	0.42

The correlation between WCLD and AIS shifts across timeframes, from 0.24 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

WCLD vs. AIS - Sectors Allocation Comparison

Sectors	WCLD	AIS
Technology	97.2%	84.6%
Healthcare	2.8%	-
Communication Services	2.5%	-
Basic Materials	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-0.0%
Industrials	-	8.9%
Real Estate	-	-
Utilities	-	3.2%

Return for Risk

WCLD vs. AIS — Risk / Return Rank

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

WCLD

WCLD Risk / Return Rank: 8
WCLD Sharpe Ratio Rank: 8
WCLD Sortino Ratio Rank: 8
WCLD Omega Ratio Rank: 8
WCLD Calmar Ratio Rank: 8
WCLD Martin Ratio Rank: 8

AIS

AIS Risk / Return Rank: 97
AIS Sharpe Ratio Rank: 99
AIS Sortino Ratio Rank: 96
AIS Omega Ratio Rank: 96
AIS Calmar Ratio Rank: 98
AIS Martin Ratio Rank: 97

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WCLD vs. AIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cloud Computing Fund (WCLD) and VistaShares Artificial Intelligence Supercycle ETF (AIS). 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.

	WCLD	AIS	Difference
Sharpe ratio Return per unit of total volatility	-0.09	6.44	-6.53
Sortino ratio Return per unit of downside risk	0.11	5.83	-5.72
Omega ratio Gain probability vs. loss probability	1.01	1.81	-0.79
Calmar ratio Return relative to maximum drawdown	-0.09	15.04	-15.13
Martin ratio Return relative to average drawdown	-0.20	49.62	-49.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WCLD vs. AIS - Sharpe Ratio Comparison

The current WCLD Sharpe Ratio is -0.09, which is lower than the AIS Sharpe Ratio of 6.44. The chart below compares the historical Sharpe Ratios of WCLD and AIS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WCLD	AIS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.09	6.44	-6.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.17	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.13	3.22	-3.09

Drawdowns

WCLD vs. AIS - Drawdown Comparison

The maximum WCLD drawdown since its inception was -64.90%, which is greater than AIS's maximum drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for WCLD and AIS.

Drawdown Indicators

	WCLD	AIS	Difference
Max Drawdown Largest peak-to-trough decline	-64.90%	-32.78%	-32.12%
Max Drawdown (1Y) Largest decline over 1 year	-34.68%	-15.84%	-18.84%
Max Drawdown (3Y) Largest decline over 3 years	-42.06%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-64.90%	—	—
Current Drawdown Current decline from peak	-46.78%	0.00%	-46.78%
Average Drawdown Average peak-to-trough decline	-35.54%	-5.46%	-30.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.71%	4.80%	+9.91%

Volatility

WCLD vs. AIS - Volatility Comparison

The current volatility for WisdomTree Cloud Computing Fund (WCLD) is 15.21%, while VistaShares Artificial Intelligence Supercycle ETF (AIS) has a volatility of 16.18%. This indicates that WCLD experiences smaller price fluctuations and is considered to be less risky than AIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WCLD	AIS	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.21%	16.18%	-0.97%
Volatility (6M) Calculated over the trailing 6-month period	29.91%	29.97%	-0.06%
Volatility (1Y) Calculated over the trailing 1-year period	34.67%	36.06%	-1.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.41%	38.09%	-0.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.46%	38.09%	-0.63%

WCLD vs. AIS - Expense Ratio Comparison

WCLD has a 0.45% expense ratio, which is lower than AIS's 0.75% expense ratio.

Dividends

WCLD vs. AIS - Dividend Comparison

Neither WCLD nor AIS has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both WCLD and AIS in my portfolio?

WCLD and AIS have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WCLD or AIS?

AIS has higher volatility (16.18%) compared to WCLD (15.21%). In terms of maximum drawdown, WCLD dropped -64.90% vs AIS's -32.78%.

Which ETF is better, WCLD or AIS?

On 1-year performance, AIS leads with 230.14% vs -3.15% for WCLD. On fees, WCLD is cheaper at 0.45% per year. On volatility, WCLD has been the lower-risk option at 15.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WCLD or AIS?

Over the 1-year period, AIS has performed better with a 230.14% return vs -3.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WCLD or AIS?

WCLD is cheaper with a 0.45% expense ratio, compared with 0.75% for AIS.

Which ETF pays a higher dividend yield, WCLD or AIS?

WCLD and AIS have nearly identical dividend yields, around 0.00%.

What is the main difference between WCLD and AIS?

They also come from different issuers: WisdomTree and VistaShares. Their fees differ too: 0.45% for WCLD and 0.75% for AIS.

Which has better risk-adjusted returns?

AIS currently has the higher Sharpe Ratio (6.44 vs -0.09), 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.