WCLD vs. CRTC

Last updated Jul 14, 2026

WCLD (WisdomTree Cloud Computing Fund) and CRTC (Xtrackers US National Critical Technologies ETF) are both Technology Equities funds - WCLD tracks the BVP Nasdaq Emerging Cloud Index while CRTC tracks the Solactive Whitney U.S. Critical Technologies Index. Both are passively managed. Over the past year, WCLD returned -0.35% vs 14.98% for CRTC. A 0.65 correlation means they provide meaningful diversification when combined. WCLD charges 0.45%/yr vs 0.35%/yr for CRTC.

Performance

WCLD vs. CRTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Cloud Computing Fund (WCLD) and Xtrackers US National Critical Technologies ETF (CRTC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WCLD achieves a -1.20% return, which is significantly lower than CRTC's 6.92% return.

WCLD

• 1D: 2.16%
• 1M: 13.00%
• 6M: -0.14%
• YTD: -1.20%
• 1Y: -0.35%
• 3Y*: 1.37%
• 5Y*: -8.91%
• 10Y*: —

CRTC

• 1D: -0.62%
• 1M: 1.31%
• 6M: 3.88%
• YTD: 6.92%
• 1Y: 14.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WCLD vs. CRTC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
WCLD WisdomTree Cloud Computing Fund	-1.20%	-6.69%	7.35%	15.27%
CRTC Xtrackers US National Critical Technologies ETF	6.92%	18.69%	18.05%	7.16%

Correlation

The correlation between WCLD and CRTC is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (All Time) Calculated using the full available price history since Nov 16, 2023	0.65

The correlation between WCLD and CRTC shifts across timeframes, from 0.49 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.

WCLD vs. CRTC - Sectors Allocation Comparison

Sectors	WCLD	CRTC
Technology	97.3%	39.5%
Healthcare	2.7%	12.7%
Communication Services	2.5%	15.0%
Basic Materials	-	3.1%
Consumer Cyclical	-	5.4%
Consumer Defensive	-	0.0%
Energy	-	6.0%
Financial Services	-	0.2%
Industrials	-	12.6%
Real Estate	-	0.1%
Utilities	-	5.3%

Return for Risk

WCLD vs. CRTC — Risk / Return Rank

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

WCLD

WCLD Risk / Return Rank: 10
WCLD Sharpe Ratio Rank: 9
WCLD Sortino Ratio Rank: 10
WCLD Omega Ratio Rank: 10
WCLD Calmar Ratio Rank: 9
WCLD Martin Ratio Rank: 9

CRTC

CRTC Risk / Return Rank: 39
CRTC Sharpe Ratio Rank: 39
CRTC Sortino Ratio Rank: 36
CRTC Omega Ratio Rank: 35
CRTC Calmar Ratio Rank: 41
CRTC Martin Ratio Rank: 43

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. CRTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cloud Computing Fund (WCLD) and Xtrackers US National Critical Technologies ETF (CRTC). 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.

	WCLD	CRTC	Difference
Sharpe ratio: Return per unit of total volatility	-0.01	1.10	-1.11
Sortino ratio: Return per unit of downside risk	0.24	1.54	-1.30
Omega ratio: Gain probability vs. loss probability	1.03	1.19	-0.17
Calmar ratio: Return relative to maximum drawdown	-0.01	1.66	-1.67
Martin ratio: Return relative to average drawdown	-0.02	5.49	-5.51

WCLD vs. CRTC - Sharpe Ratio Comparison

The current WCLD Sharpe Ratio is -0.01, which is lower than the CRTC Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of WCLD and CRTC, 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

WCLD vs. CRTC - Drawdown Comparison

The maximum WCLD drawdown since its inception was -64.90%, which is greater than CRTC's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for WCLD and CRTC.

Drawdown Indicators

	WCLD	CRTC	Difference
Max Drawdown Largest peak-to-trough decline	-64.90%	-19.07%	-45.83%
Max Drawdown (1Y) Largest decline over 1 year	-34.68%	-9.05%	-25.63%
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	-47.05%	-2.79%	-44.26%
Average Drawdown Average peak-to-trough decline	-35.77%	-2.20%	-33.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.42%	2.74%	+12.68%

Volatility

WCLD vs. CRTC - Volatility Comparison

WisdomTree Cloud Computing Fund (WCLD) has a higher volatility of 9.75% compared to Xtrackers US National Critical Technologies ETF (CRTC) at 4.15%. This indicates that WCLD's price experiences larger fluctuations and is considered to be riskier than CRTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WCLD	CRTC	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.75%	4.15%	+5.60%
Volatility (6M) Calculated over the trailing 6-month period	31.29%	10.71%	+20.58%
Volatility (1Y) Calculated over the trailing 1-year period	35.98%	13.65%	+22.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.65%	15.82%	+21.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.42%	15.82%	+21.60%

WCLD vs. CRTC - Expense Ratio Comparison

WCLD has a 0.45% expense ratio, which is higher than CRTC's 0.35% expense ratio.

Dividends

WCLD vs. CRTC - Dividend Comparison

WCLD has not paid dividends to shareholders, while CRTC's dividend yield for the trailing twelve months is around 0.89%.

Position	TTM	2025	2024	2023
CRTC Xtrackers US National Critical Technologies ETF	0.89%	1.03%	1.13%	0.16%
WCLD WisdomTree Cloud Computing Fund	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WCLD and CRTC in my portfolio?

WCLD and CRTC have a correlation of 0.49, 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 CRTC?

WCLD has higher volatility (9.75%) compared to CRTC (4.15%). In terms of maximum drawdown, WCLD dropped -64.90% vs CRTC's -19.07%.

Which ETF is better, WCLD or CRTC?

On 1-year performance, CRTC leads with 14.98% vs -0.35% for WCLD. On fees, CRTC is cheaper at 0.35% per year. On volatility, CRTC has been the lower-risk option at 4.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WCLD or CRTC?

Over the 1-year period, CRTC has performed better with a 14.98% return vs -0.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WCLD or CRTC?

CRTC is cheaper with a 0.35% expense ratio, compared with 0.45% for WCLD.

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

CRTC has the higher dividend yield at 0.89%, compared with 0.00% for WCLD.

What is the main difference between WCLD and CRTC?

WCLD tracks BVP Nasdaq Emerging Cloud Index, while CRTC tracks Solactive Whitney U.S. Critical Technologies Index. They also come from different issuers: WisdomTree and Xtrackers. Their fees differ too: 0.45% for WCLD and 0.35% for CRTC.

Which has better risk-adjusted returns?

CRTC currently has the higher Sharpe Ratio (1.10 vs -0.01), 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.