WUGI vs. WCBR

Last updated Jun 24, 2026

WUGI (Esoterica NextG Economy ETF) and WCBR (WisdomTree Cybersecurity Fund) are both exchange-traded funds - WUGI is a Large Cap Growth Equities fund actively managed by Esoterica, while WCBR is a Technology Equities fund tracking the WisdomTree Team8 Cybersecurity Index. WUGI is actively managed, while WCBR is passively managed. Over the past 5 years, WUGI returned 15.56%/yr vs 5.56%/yr for WCBR. A 0.72 correlation means they provide meaningful diversification when combined. WUGI charges 0.75%/yr vs 0.45%/yr for WCBR.

Performance

WUGI vs. WCBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Esoterica NextG Economy ETF (WUGI) and WisdomTree Cybersecurity Fund (WCBR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WUGI achieves a 26.73% return, which is significantly higher than WCBR's 15.85% return.

WUGI

• 1D: -4.21%
• 1M: 8.44%
• YTD: 26.73%
• 6M: 26.00%
• 1Y: 44.78%
• 3Y*: 36.12%
• 5Y*: 15.56%
• 10Y*: —

WCBR

• 1D: 1.93%
• 1M: -1.30%
• YTD: 15.85%
• 6M: 13.63%
• 1Y: 3.63%
• 3Y*: 19.64%
• 5Y*: 5.56%
• 10Y*: —

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

WUGI vs. WCBR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
WUGI Esoterica NextG Economy ETF	26.73%	22.66%	47.14%	61.30%	-49.55%	19.48%
WCBR WisdomTree Cybersecurity Fund	15.85%	-1.44%	11.42%	66.63%	-41.96%	7.65%

Correlation

The correlation between WUGI and WCBR is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021	0.72

Over the past year, the correlation between WUGI and WCBR has dropped to 0.47 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.

WUGI vs. WCBR - Sectors Allocation Comparison

Sectors	WUGI	WCBR
Technology	76.3%	100.0%
Communication Services	8.8%	-
Industrials	7.3%	-
Consumer Cyclical	5.6%	-
Financial Services	2.0%	-
Healthcare	0.2%	-
Consumer Defensive	0.1%	-
Real Estate	0.1%	-
Basic Materials	0.0%	-
Energy	0.0%	-
Utilities	-	-

Return for Risk

WUGI vs. WCBR — Risk / Return Rank

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

WUGI

WUGI Risk / Return Rank: 51
WUGI Sharpe Ratio Rank: 53
WUGI Sortino Ratio Rank: 49
WUGI Omega Ratio Rank: 51
WUGI Calmar Ratio Rank: 54
WUGI Martin Ratio Rank: 50

WCBR

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

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.

WUGI vs. WCBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Esoterica NextG Economy ETF (WUGI) and WisdomTree Cybersecurity Fund (WCBR). 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.

	WUGI	WCBR	Difference
Sharpe ratio: Return per unit of total volatility	1.70	0.11	+1.58
Sortino ratio: Return per unit of downside risk	2.26	0.38	+1.88
Omega ratio: Gain probability vs. loss probability	1.30	1.05	+0.25
Calmar ratio: Return relative to maximum drawdown	2.50	0.12	+2.38
Martin ratio: Return relative to average drawdown	8.09	0.27	+7.82

WUGI vs. WCBR - Sharpe Ratio Comparison

The current WUGI Sharpe Ratio is 1.70, which is higher than the WCBR Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of WUGI and WCBR, 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

WUGI vs. WCBR - Drawdown Comparison

The maximum WUGI drawdown since its inception was -56.41%, which is greater than WCBR's maximum drawdown of -52.25%. Use the drawdown chart below to compare losses from any high point for WUGI and WCBR.

Drawdown Indicators

	WUGI	WCBR	Difference
Max Drawdown Largest peak-to-trough decline	-56.41%	-52.25%	-4.16%
Max Drawdown (1Y) Largest decline over 1 year	-17.99%	-29.92%	+11.93%
Max Drawdown (3Y) Largest decline over 3 years	-27.49%	-30.27%	+2.78%
Max Drawdown (5Y) Largest decline over 5 years	-56.41%	-52.25%	-4.16%
Current Drawdown Current decline from peak	-4.21%	-12.81%	+8.60%
Average Drawdown Average peak-to-trough decline	-16.55%	-20.26%	+3.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.55%	13.31%	-7.76%

Volatility

WUGI vs. WCBR - Volatility Comparison

Esoterica NextG Economy ETF (WUGI) and WisdomTree Cybersecurity Fund (WCBR) have volatilities of 14.54% and 14.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WUGI	WCBR	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.54%	14.17%	+0.37%
Volatility (6M) Calculated over the trailing 6-month period	23.17%	27.73%	-4.56%
Volatility (1Y) Calculated over the trailing 1-year period	26.54%	32.65%	-6.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.28%	33.66%	-2.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.21%	33.53%	-2.32%

WUGI vs. WCBR - Expense Ratio Comparison

WUGI has a 0.75% expense ratio, which is higher than WCBR's 0.45% expense ratio.

Dividends

WUGI vs. WCBR - Dividend Comparison

WUGI's dividend yield for the trailing twelve months is around 18.02%, while WCBR has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
WCBR WisdomTree Cybersecurity Fund	0.00%	0.00%	0.02%	0.00%	0.03%	0.43%
WUGI Esoterica NextG Economy ETF	18.02%	22.83%	4.09%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WUGI and WCBR in my portfolio?

WUGI and WCBR have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WUGI or WCBR?

WUGI has higher volatility (14.54%) compared to WCBR (14.17%). In terms of maximum drawdown, WUGI dropped -56.41% vs WCBR's -52.25%.

Which ETF is better, WUGI or WCBR?

On 5-year performance, WUGI leads with 15.56% vs 5.56% for WCBR. On fees, WCBR is cheaper at 0.45% per year. On volatility, WCBR has been the lower-risk option at 14.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WUGI or WCBR?

Over the 5-year period, WUGI has performed better with a 15.56% return vs 5.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WUGI or WCBR?

WCBR is cheaper with a 0.45% expense ratio, compared with 0.75% for WUGI.

Which ETF pays a higher dividend yield, WUGI or WCBR?

WUGI has the higher dividend yield at 18.02%, compared with 0.00% for WCBR.

What is the main difference between WUGI and WCBR?

WUGI is categorized as Large Cap Growth Equities, while WCBR is Technology Equities. They also come from different issuers: Esoterica and WisdomTree. Their fees differ too: 0.75% for WUGI and 0.45% for WCBR.

Which has better risk-adjusted returns?

WUGI currently has the higher Sharpe Ratio (1.70 vs 0.11), 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.