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WCLD vs. QGRW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WCLD vs. QGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Cloud Computing Fund (WCLD) and WisdomTree U.S. Quality Growth Fund (QGRW). The values are adjusted to include any dividend payments, if applicable.

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WCLD vs. QGRW - Yearly Performance Comparison


2026 (YTD)2025202420232022
WCLD
WisdomTree Cloud Computing Fund
-21.55%-6.69%7.35%39.35%-3.13%
QGRW
WisdomTree U.S. Quality Growth Fund
-7.80%19.20%34.85%56.05%-3.30%

Returns By Period

In the year-to-date period, WCLD achieves a -21.55% return, which is significantly lower than QGRW's -7.80% return.


WCLD

1D
0.53%
1M
-0.99%
YTD
-21.55%
6M
-21.01%
1Y
-16.42%
3Y*
-2.57%
5Y*
-11.12%
10Y*

QGRW

1D
1.24%
1M
-4.85%
YTD
-7.80%
6M
-6.06%
1Y
22.02%
3Y*
24.11%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WCLD vs. QGRW - Expense Ratio Comparison

WCLD has a 0.45% expense ratio, which is higher than QGRW's 0.28% expense ratio.


Return for Risk

WCLD vs. QGRW — Risk / Return Rank

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

WCLD
WCLD Risk / Return Rank: 44
Overall Rank
WCLD Sharpe Ratio Rank: 44
Sharpe Ratio Rank
WCLD Sortino Ratio Rank: 44
Sortino Ratio Rank
WCLD Omega Ratio Rank: 44
Omega Ratio Rank
WCLD Calmar Ratio Rank: 44
Calmar Ratio Rank
WCLD Martin Ratio Rank: 22
Martin Ratio Rank

QGRW
QGRW Risk / Return Rank: 5353
Overall Rank
QGRW Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
QGRW Sortino Ratio Rank: 5353
Sortino Ratio Rank
QGRW Omega Ratio Rank: 5252
Omega Ratio Rank
QGRW Calmar Ratio Rank: 5656
Calmar Ratio Rank
QGRW Martin Ratio Rank: 5555
Martin Ratio Rank
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. QGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cloud Computing Fund (WCLD) and WisdomTree U.S. Quality Growth Fund (QGRW). 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.


WCLDQGRWDifference

Sharpe ratio

Return per unit of total volatility

-0.50

0.91

-1.41

Sortino ratio

Return per unit of downside risk

-0.51

1.45

-1.97

Omega ratio

Gain probability vs. loss probability

0.94

1.20

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.49

1.51

-2.00

Martin ratio

Return relative to average drawdown

-1.35

5.66

-7.01

WCLD vs. QGRW - Sharpe Ratio Comparison

The current WCLD Sharpe Ratio is -0.50, which is lower than the QGRW Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of WCLD and QGRW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WCLDQGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.50

0.91

-1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

1.32

-1.28

Correlation

The correlation between WCLD and QGRW 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.


Dividends

WCLD vs. QGRW - Dividend Comparison

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


TTM202520242023
WCLD
WisdomTree Cloud Computing Fund
0.00%0.00%0.00%0.00%
QGRW
WisdomTree U.S. Quality Growth Fund
0.09%0.09%0.14%0.11%

Drawdowns

WCLD vs. QGRW - Drawdown Comparison

The maximum WCLD drawdown since its inception was -64.90%, which is greater than QGRW's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for WCLD and QGRW.


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Drawdown Indicators


WCLDQGRWDifference

Max Drawdown

Largest peak-to-trough decline

-64.90%

-24.40%

-40.50%

Max Drawdown (1Y)

Largest decline over 1 year

-31.40%

-15.44%

-15.96%

Max Drawdown (5Y)

Largest decline over 5 years

-64.90%

Current Drawdown

Current decline from peak

-57.96%

-10.67%

-47.29%

Average Drawdown

Average peak-to-trough decline

-35.01%

-3.33%

-31.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.39%

4.12%

+7.27%

Volatility

WCLD vs. QGRW - Volatility Comparison

WisdomTree Cloud Computing Fund (WCLD) has a higher volatility of 9.80% compared to WisdomTree U.S. Quality Growth Fund (QGRW) at 7.91%. This indicates that WCLD's price experiences larger fluctuations and is considered to be riskier than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WCLDQGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.80%

7.91%

+1.89%

Volatility (6M)

Calculated over the trailing 6-month period

23.18%

13.96%

+9.22%

Volatility (1Y)

Calculated over the trailing 1-year period

33.20%

24.20%

+9.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.51%

21.23%

+15.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.96%

21.23%

+15.73%