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WTEJ.DE vs. WCLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTEJ.DE vs. WCLD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Cloud Computing UCITS ETF USD Acc (WTEJ.DE) and WisdomTree Cloud Computing Fund (WCLD). The values are adjusted to include any dividend payments, if applicable.

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WTEJ.DE vs. WCLD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WTEJ.DE
WisdomTree Cloud Computing UCITS ETF USD Acc
-21.12%-16.66%12.94%39.67%-50.17%4.71%90.46%4.50%
WCLD
WisdomTree Cloud Computing Fund
-20.34%-17.76%14.44%35.18%-48.64%4.03%92.42%5.19%
Different Trading Currencies

WTEJ.DE is traded in EUR, while WCLD is traded in USD. To make them comparable, the WCLD values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with WTEJ.DE having a -21.12% return and WCLD slightly higher at -20.34%.


WTEJ.DE

1D
1.67%
1M
1.58%
YTD
-21.12%
6M
-20.11%
1Y
-21.27%
3Y*
-4.41%
5Y*
-10.82%
10Y*

WCLD

1D
0.43%
1M
0.05%
YTD
-20.34%
6M
-19.89%
1Y
-22.01%
3Y*
-4.65%
5Y*
-10.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WTEJ.DE vs. WCLD - Expense Ratio Comparison

WTEJ.DE has a 0.40% expense ratio, which is lower than WCLD's 0.45% expense ratio.


Return for Risk

WTEJ.DE vs. WCLD — Risk / Return Rank

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

WTEJ.DE
WTEJ.DE Risk / Return Rank: 22
Overall Rank
WTEJ.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
WTEJ.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
WTEJ.DE Omega Ratio Rank: 33
Omega Ratio Rank
WTEJ.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
WTEJ.DE Martin Ratio Rank: 11
Martin Ratio Rank

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
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.

WTEJ.DE vs. WCLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cloud Computing UCITS ETF USD Acc (WTEJ.DE) and WisdomTree Cloud Computing Fund (WCLD). 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.


WTEJ.DEWCLDDifference

Sharpe ratio

Return per unit of total volatility

-0.64

-0.63

-0.01

Sortino ratio

Return per unit of downside risk

-0.72

-0.73

0.00

Omega ratio

Gain probability vs. loss probability

0.90

0.91

0.00

Calmar ratio

Return relative to maximum drawdown

-0.63

-0.60

-0.03

Martin ratio

Return relative to average drawdown

-1.57

-1.51

-0.07

WTEJ.DE vs. WCLD - Sharpe Ratio Comparison

The current WTEJ.DE Sharpe Ratio is -0.64, which is comparable to the WCLD Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of WTEJ.DE and WCLD, 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


WTEJ.DEWCLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.64

-0.63

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

-0.30

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.02

+0.01

Correlation

The correlation between WTEJ.DE and WCLD 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.


Dividends

WTEJ.DE vs. WCLD - Dividend Comparison

Neither WTEJ.DE nor WCLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WTEJ.DE vs. WCLD - Drawdown Comparison

The maximum WTEJ.DE drawdown since its inception was -61.70%, roughly equal to the maximum WCLD drawdown of -62.16%. Use the drawdown chart below to compare losses from any high point for WTEJ.DE and WCLD.


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Drawdown Indicators


WTEJ.DEWCLDDifference

Max Drawdown

Largest peak-to-trough decline

-61.70%

-64.90%

+3.20%

Max Drawdown (1Y)

Largest decline over 1 year

-34.34%

-31.40%

-2.94%

Max Drawdown (5Y)

Largest decline over 5 years

-61.70%

-64.90%

+3.20%

Current Drawdown

Current decline from peak

-57.74%

-57.96%

+0.22%

Average Drawdown

Average peak-to-trough decline

-35.13%

-35.01%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.79%

11.39%

+2.40%

Volatility

WTEJ.DE vs. WCLD - Volatility Comparison

The current volatility for WisdomTree Cloud Computing UCITS ETF USD Acc (WTEJ.DE) is 8.09%, while WisdomTree Cloud Computing Fund (WCLD) has a volatility of 9.47%. This indicates that WTEJ.DE experiences smaller price fluctuations and is considered to be less risky than WCLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTEJ.DEWCLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.09%

9.47%

-1.38%

Volatility (6M)

Calculated over the trailing 6-month period

24.23%

23.50%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

32.99%

34.86%

-1.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.47%

35.82%

-1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.93%

36.56%

+1.37%