WCLD vs. WTV

Last updated Jun 24, 2026

WCLD (WisdomTree Cloud Computing Fund) and WTV (WisdomTree U.S. Value Fund) are both exchange-traded funds - WCLD is a Technology Equities fund tracking the BVP Nasdaq Emerging Cloud Index, while WTV is a Mid Cap Value Equities fund actively managed by WisdomTree. WCLD is passively managed, while WTV is actively managed. Over the past 5 years, WCLD returned -12.33%/yr vs 13.43%/yr for WTV. At a 0.49 correlation, their price movements are largely independent. WCLD charges 0.45%/yr vs 0.12%/yr for WTV.

Performance

WCLD vs. WTV - Performance Comparison

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

Returns By Period

In the year-to-date period, WCLD achieves a -16.34% return, which is significantly lower than WTV's 10.06% return.

WCLD

• 1D: 1.21%
• 1M: -3.05%
• YTD: -16.34%
• 6M: -17.42%
• 1Y: -16.84%
• 3Y*: -1.60%
• 5Y*: -12.33%
• 10Y*: —

WTV

• 1D: 0.33%
• 1M: 0.27%
• YTD: 10.06%
• 6M: 9.41%
• 1Y: 22.34%
• 3Y*: 21.29%
• 5Y*: 13.43%
• 10Y*: —

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

WCLD vs. WTV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
WCLD WisdomTree Cloud Computing Fund	-16.34%	-6.69%	7.35%	39.35%	-51.64%	-3.21%	109.71%	0.84%
WTV WisdomTree U.S. Value Fund	10.06%	13.51%	23.99%	22.35%	-8.06%	30.59%	6.15%	10.52%

Correlation

The correlation between WCLD and WTV is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.56
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (All Time) Calculated using the full available price history since Sep 6, 2019	0.49

The correlation between WCLD and WTV shifts across timeframes, from 0.40 (1 year) to 0.58 (5 years), reflecting how their relationship changes across market environments.

WCLD vs. WTV - Sectors Allocation Comparison

Sectors	WCLD	WTV
Technology	97.3%	18.3%
Healthcare	2.7%	7.5%
Communication Services	2.5%	6.5%
Basic Materials	-	2.2%
Consumer Cyclical	-	10.6%
Consumer Defensive	-	9.9%
Energy	-	6.4%
Financial Services	-	18.5%
Industrials	-	10.3%
Real Estate	-	5.4%
Utilities	-	4.5%

Return for Risk

WCLD vs. WTV — Risk / Return Rank

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

WCLD

WCLD Risk / Return Rank: 5
WCLD Sharpe Ratio Rank: 5
WCLD Sortino Ratio Rank: 5
WCLD Omega Ratio Rank: 5
WCLD Calmar Ratio Rank: 5
WCLD Martin Ratio Rank: 4

WTV

WTV Risk / Return Rank: 61
WTV Sharpe Ratio Rank: 59
WTV Sortino Ratio Rank: 62
WTV Omega Ratio Rank: 57
WTV Calmar Ratio Rank: 66
WTV Martin Ratio Rank: 59

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. WTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cloud Computing Fund (WCLD) and WisdomTree U.S. Value Fund (WTV). 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	WTV	Difference
Sharpe ratio: Return per unit of total volatility	-0.48	1.89	-2.37
Sortino ratio: Return per unit of downside risk	-0.48	2.75	-3.24
Omega ratio: Gain probability vs. loss probability	0.94	1.34	-0.39
Calmar ratio: Return relative to maximum drawdown	-0.49	3.14	-3.63
Martin ratio: Return relative to average drawdown	-1.11	10.16	-11.27

WCLD vs. WTV - Sharpe Ratio Comparison

The current WCLD Sharpe Ratio is -0.48, which is lower than the WTV Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of WCLD and WTV, 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. WTV - Drawdown Comparison

The maximum WCLD drawdown since its inception was -64.90%, which is greater than WTV's maximum drawdown of -42.18%. Use the drawdown chart below to compare losses from any high point for WCLD and WTV.

Drawdown Indicators

	WCLD	WTV	Difference
Max Drawdown Largest peak-to-trough decline	-64.90%	-42.18%	-22.72%
Max Drawdown (1Y) Largest decline over 1 year	-34.68%	-7.15%	-27.53%
Max Drawdown (3Y) Largest decline over 3 years	-42.06%	-18.49%	-23.57%
Max Drawdown (5Y) Largest decline over 5 years	-64.90%	-19.30%	-45.60%
Current Drawdown Current decline from peak	-55.17%	-1.54%	-53.63%
Average Drawdown Average peak-to-trough decline	-35.66%	-5.03%	-30.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.20%	2.20%	+13.00%

Volatility

WCLD vs. WTV - Volatility Comparison

WisdomTree Cloud Computing Fund (WCLD) has a higher volatility of 15.36% compared to WisdomTree U.S. Value Fund (WTV) at 3.65%. This indicates that WCLD's price experiences larger fluctuations and is considered to be riskier than WTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WCLD	WTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.36%	3.65%	+11.71%
Volatility (6M) Calculated over the trailing 6-month period	30.45%	8.20%	+22.25%
Volatility (1Y) Calculated over the trailing 1-year period	35.22%	11.90%	+23.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.46%	17.08%	+20.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.40%	20.16%	+17.24%

WCLD vs. WTV - Expense Ratio Comparison

WCLD has a 0.45% expense ratio, which is higher than WTV's 0.12% expense ratio.

Dividends

WCLD vs. WTV - Dividend Comparison

WCLD has not paid dividends to shareholders, while WTV's dividend yield for the trailing twelve months is around 1.66%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
WCLD WisdomTree Cloud Computing Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WTV WisdomTree U.S. Value Fund	1.66%	1.59%	1.54%	1.62%	2.08%	1.55%	1.63%	1.44%	1.94%	0.41%

Frequently Asked Questions

Can I hold both WCLD and WTV in my portfolio?

WCLD and WTV have a correlation of 0.40, 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 WTV?

WCLD has higher volatility (15.36%) compared to WTV (3.65%). In terms of maximum drawdown, WCLD dropped -64.90% vs WTV's -42.18%.

Which ETF is better, WCLD or WTV?

On 5-year performance, WTV leads with 13.43% vs -12.33% for WCLD. On fees, WTV is cheaper at 0.12% per year. On volatility, WTV has been the lower-risk option at 3.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WCLD or WTV?

Over the 5-year period, WTV has performed better with a 13.43% return vs -12.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WCLD or WTV?

WTV is cheaper with a 0.12% expense ratio, compared with 0.45% for WCLD.

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

WTV has the higher dividend yield at 1.66%, compared with 0.00% for WCLD.

What is the main difference between WCLD and WTV?

WCLD is categorized as Technology Equities, while WTV is Mid Cap Value Equities. Their fees differ too: 0.45% for WCLD and 0.12% for WTV.

Which has better risk-adjusted returns?

WTV currently has the higher Sharpe Ratio (1.89 vs -0.48), 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.