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WCLD vs. BUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WCLD and BUG 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

WCLD vs. BUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Cloud Computing Fund (WCLD) and Global X Cybersecurity ETF (BUG). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
36.36%
119.75%
WCLD
BUG

Key characteristics

Sharpe Ratio

WCLD:

0.01

BUG:

0.70

Sortino Ratio

WCLD:

0.23

BUG:

1.14

Omega Ratio

WCLD:

1.03

BUG:

1.14

Calmar Ratio

WCLD:

0.00

BUG:

0.87

Martin Ratio

WCLD:

0.02

BUG:

3.00

Ulcer Index

WCLD:

10.54%

BUG:

5.73%

Daily Std Dev

WCLD:

30.76%

BUG:

24.78%

Max Drawdown

WCLD:

-64.90%

BUG:

-41.66%

Current Drawdown

WCLD:

-49.93%

BUG:

-9.54%

Returns By Period

In the year-to-date period, WCLD achieves a -12.82% return, which is significantly lower than BUG's 3.68% return.


WCLD

YTD

-12.82%

1M

-5.27%

6M

-0.64%

1Y

1.29%

5Y*

3.57%

10Y*

N/A

BUG

YTD

3.68%

1M

-1.74%

6M

7.08%

1Y

17.75%

5Y*

15.83%

10Y*

N/A

*Annualized

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WCLD vs. BUG - Expense Ratio Comparison

WCLD has a 0.45% expense ratio, which is lower than BUG's 0.50% expense ratio.


Expense ratio chart for BUG: 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%
BUG: 0.50%
Expense ratio chart for WCLD: 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%
WCLD: 0.45%

Risk-Adjusted Performance

WCLD vs. BUG — Risk-Adjusted Performance Rank

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

WCLD
The Risk-Adjusted Performance Rank of WCLD is 2121
Overall Rank
The Sharpe Ratio Rank of WCLD is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of WCLD is 2323
Sortino Ratio Rank
The Omega Ratio Rank of WCLD is 2222
Omega Ratio Rank
The Calmar Ratio Rank of WCLD is 2020
Calmar Ratio Rank
The Martin Ratio Rank of WCLD is 1919
Martin Ratio Rank

BUG
The Risk-Adjusted Performance Rank of BUG is 7171
Overall Rank
The Sharpe Ratio Rank of BUG is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of BUG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of BUG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of BUG is 7979
Calmar Ratio Rank
The Martin Ratio Rank of BUG is 7272
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.

WCLD vs. BUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cloud Computing Fund (WCLD) and Global X Cybersecurity ETF (BUG). 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 WCLD, currently valued at 0.01, compared to the broader market-1.000.001.002.003.004.00
WCLD: 0.01
BUG: 0.70
The chart of Sortino ratio for WCLD, currently valued at 0.23, compared to the broader market-2.000.002.004.006.008.00
WCLD: 0.23
BUG: 1.14
The chart of Omega ratio for WCLD, currently valued at 1.03, compared to the broader market0.501.001.502.002.50
WCLD: 1.03
BUG: 1.14
The chart of Calmar ratio for WCLD, currently valued at 0.00, compared to the broader market0.002.004.006.008.0010.0012.00
WCLD: 0.00
BUG: 0.87
The chart of Martin ratio for WCLD, currently valued at 0.02, compared to the broader market0.0020.0040.0060.00
WCLD: 0.02
BUG: 3.00

The current WCLD Sharpe Ratio is 0.01, which is lower than the BUG Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of WCLD and BUG, 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-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.01
0.70
WCLD
BUG

Dividends

WCLD vs. BUG - Dividend Comparison

WCLD has not paid dividends to shareholders, while BUG's dividend yield for the trailing twelve months is around 0.09%.


TTM202420232022202120202019
WCLD
WisdomTree Cloud Computing Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BUG
Global X Cybersecurity ETF
0.09%0.09%0.11%1.56%0.66%0.46%0.24%

Drawdowns

WCLD vs. BUG - Drawdown Comparison

The maximum WCLD drawdown since its inception was -64.90%, which is greater than BUG's maximum drawdown of -41.66%. Use the drawdown chart below to compare losses from any high point for WCLD and BUG. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-49.93%
-9.54%
WCLD
BUG

Volatility

WCLD vs. BUG - Volatility Comparison

WisdomTree Cloud Computing Fund (WCLD) has a higher volatility of 18.49% compared to Global X Cybersecurity ETF (BUG) at 14.02%. This indicates that WCLD's price experiences larger fluctuations and is considered to be riskier than BUG 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
18.49%
14.02%
WCLD
BUG