WCLD vs. QGRW

Last updated Jun 3, 2026

WCLD (WisdomTree Cloud Computing Fund) and QGRW (WisdomTree U.S. Quality Growth Fund) are both exchange-traded funds - WCLD is a Technology Equities fund tracking the BVP Nasdaq Emerging Cloud Index, while QGRW is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Quality Growth Index. Both are passively managed. Over the past 3 years, WCLD returned 4.16%/yr vs 29.55%/yr for QGRW. A 0.65 correlation means they provide meaningful diversification when combined. WCLD charges 0.45%/yr vs 0.28%/yr for QGRW.

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.

Returns By Period

In the year-to-date period, WCLD achieves a -0.69% return, which is significantly lower than QGRW's 16.64% return.

WCLD

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

QGRW

• 1D: -0.29%
• 1M: 10.37%
• YTD: 16.64%
• 6M: 15.80%
• 1Y: 38.14%
• 3Y*: 29.55%
• 5Y*: —
• 10Y*: —

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

WCLD vs. QGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
WCLD WisdomTree Cloud Computing Fund	-0.69%	-6.69%	7.35%	39.35%	-3.13%
QGRW WisdomTree U.S. Quality Growth Fund	16.64%	19.20%	34.85%	56.05%	-3.30%

Correlation

The correlation between WCLD and QGRW is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.62
Correlation (All Time) Calculated using the full available price history since Dec 16, 2022	0.65

The correlation between WCLD and QGRW shifts across timeframes, from 0.45 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.

WCLD vs. QGRW - Sectors Allocation Comparison

Sectors	WCLD	QGRW
Technology	97.2%	52.1%
Healthcare	2.8%	4.3%
Communication Services	2.5%	17.8%
Basic Materials	-	-
Consumer Cyclical	-	12.4%
Consumer Defensive	-	0.5%
Energy	-	0.6%
Financial Services	-	4.1%
Industrials	-	8.0%
Real Estate	-	-
Utilities	-	0.4%

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: 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

QGRW

QGRW Risk / Return Rank: 59
QGRW Sharpe Ratio Rank: 66
QGRW Sortino Ratio Rank: 62
QGRW Omega Ratio Rank: 62
QGRW Calmar Ratio Rank: 51
QGRW Martin Ratio Rank: 56

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.

	WCLD	QGRW	Difference
Sharpe ratio Return per unit of total volatility	-0.09	2.21	-2.30
Sortino ratio Return per unit of downside risk	0.11	2.92	-2.80
Omega ratio Gain probability vs. loss probability	1.01	1.38	-0.37
Calmar ratio Return relative to maximum drawdown	-0.09	2.55	-2.64
Martin ratio Return relative to average drawdown	-0.20	10.01	-10.21
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. QGRW - Sharpe Ratio Comparison

The current WCLD Sharpe Ratio is -0.09, which is lower than the QGRW Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of WCLD and QGRW, 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	QGRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.09	2.21	-2.30
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	1.68	-1.55

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.

Drawdown Indicators

	WCLD	QGRW	Difference
Max Drawdown Largest peak-to-trough decline	-64.90%	-24.40%	-40.50%
Max Drawdown (1Y) Largest decline over 1 year	-34.68%	-15.44%	-19.24%
Max Drawdown (3Y) Largest decline over 3 years	-42.06%	-24.40%	-17.66%
Max Drawdown (5Y) Largest decline over 5 years	-64.90%	—	—
Current Drawdown Current decline from peak	-46.78%	-0.29%	-46.49%
Average Drawdown Average peak-to-trough decline	-35.54%	-3.26%	-32.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.71%	3.94%	+10.77%

Volatility

WCLD vs. QGRW - Volatility Comparison

WisdomTree Cloud Computing Fund (WCLD) has a higher volatility of 15.21% compared to WisdomTree U.S. Quality Growth Fund (QGRW) at 4.46%. 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.

Volatility by Period

	WCLD	QGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.21%	4.46%	+10.75%
Volatility (6M) Calculated over the trailing 6-month period	29.91%	13.64%	+16.27%
Volatility (1Y) Calculated over the trailing 1-year period	34.67%	17.38%	+17.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.41%	21.08%	+16.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.46%	21.08%	+16.38%

WCLD vs. QGRW - Expense Ratio Comparison

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

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 0.07%.

Position	TTM	2025	2024	2023
QGRW WisdomTree U.S. Quality Growth Fund	0.07%	0.09%	0.14%	0.11%
WCLD WisdomTree Cloud Computing Fund	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WCLD and QGRW in my portfolio?

WCLD and QGRW have a correlation of 0.45, 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 QGRW?

WCLD has higher volatility (15.21%) compared to QGRW (4.46%). In terms of maximum drawdown, WCLD dropped -64.90% vs QGRW's -24.40%.

Which ETF is better, WCLD or QGRW?

On 3-year performance, QGRW leads with 29.55% vs 4.16% for WCLD. On fees, QGRW is cheaper at 0.28% per year. On volatility, QGRW has been the lower-risk option at 4.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WCLD or QGRW?

Over the 3-year period, QGRW has performed better with a 29.55% return vs 4.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WCLD or QGRW?

QGRW is cheaper with a 0.28% expense ratio, compared with 0.45% for WCLD.

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

QGRW has the higher dividend yield at 0.07%, compared with 0.00% for WCLD.

What is the main difference between WCLD and QGRW?

WCLD is categorized as Technology Equities, while QGRW is Large Cap Growth Equities. WCLD tracks BVP Nasdaq Emerging Cloud Index, while QGRW tracks WisdomTree U.S. Quality Growth Index. Their fees differ too: 0.45% for WCLD and 0.28% for QGRW.

Which has better risk-adjusted returns?

QGRW currently has the higher Sharpe Ratio (2.21 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.