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XDAT vs. WCBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XDAT and WCBR 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.


-0.50.00.51.0
Correlation: 0.7

Performance

XDAT vs. WCBR - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%NovemberDecember2025FebruaryMarchApril
-6.64%
13.12%
XDAT
WCBR

Key characteristics

Sharpe Ratio

XDAT:

0.30

WCBR:

0.41

Sortino Ratio

XDAT:

0.60

WCBR:

0.77

Omega Ratio

XDAT:

1.08

WCBR:

1.10

Calmar Ratio

XDAT:

0.23

WCBR:

0.47

Martin Ratio

XDAT:

0.94

WCBR:

1.52

Ulcer Index

XDAT:

8.58%

WCBR:

7.65%

Daily Std Dev

XDAT:

27.07%

WCBR:

28.60%

Max Drawdown

XDAT:

-54.87%

WCBR:

-52.25%

Current Drawdown

XDAT:

-23.93%

WCBR:

-14.96%

Returns By Period

In the year-to-date period, XDAT achieves a -7.36% return, which is significantly lower than WCBR's -1.88% return.


XDAT

YTD

-7.36%

1M

-0.38%

6M

-3.86%

1Y

9.06%

5Y*

N/A

10Y*

N/A

WCBR

YTD

-1.88%

1M

-3.41%

6M

6.84%

1Y

11.35%

5Y*

N/A

10Y*

N/A

*Annualized

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XDAT vs. WCBR - Expense Ratio Comparison

XDAT has a 0.50% expense ratio, which is higher than WCBR's 0.45% expense ratio.


Expense ratio chart for XDAT: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XDAT: 0.50%
Expense ratio chart for WCBR: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
WCBR: 0.45%

Risk-Adjusted Performance

XDAT vs. WCBR — Risk-Adjusted Performance Rank

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

XDAT
The Risk-Adjusted Performance Rank of XDAT is 4242
Overall Rank
The Sharpe Ratio Rank of XDAT is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of XDAT is 4545
Sortino Ratio Rank
The Omega Ratio Rank of XDAT is 4444
Omega Ratio Rank
The Calmar Ratio Rank of XDAT is 4040
Calmar Ratio Rank
The Martin Ratio Rank of XDAT is 4141
Martin Ratio Rank

WCBR
The Risk-Adjusted Performance Rank of WCBR is 5252
Overall Rank
The Sharpe Ratio Rank of WCBR is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of WCBR is 5454
Sortino Ratio Rank
The Omega Ratio Rank of WCBR is 5050
Omega Ratio Rank
The Calmar Ratio Rank of WCBR is 5858
Calmar Ratio Rank
The Martin Ratio Rank of WCBR is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XDAT vs. WCBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Exponential Data ETF (XDAT) 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.


The chart of Sharpe ratio for XDAT, currently valued at 0.30, compared to the broader market-1.000.001.002.003.004.00
XDAT: 0.30
WCBR: 0.41
The chart of Sortino ratio for XDAT, currently valued at 0.60, compared to the broader market-2.000.002.004.006.008.00
XDAT: 0.60
WCBR: 0.77
The chart of Omega ratio for XDAT, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
XDAT: 1.08
WCBR: 1.10
The chart of Calmar ratio for XDAT, currently valued at 0.23, compared to the broader market0.002.004.006.008.0010.0012.00
XDAT: 0.23
WCBR: 0.47
The chart of Martin ratio for XDAT, currently valued at 0.94, compared to the broader market0.0020.0040.0060.00
XDAT: 0.94
WCBR: 1.52

The current XDAT Sharpe Ratio is 0.30, which is comparable to the WCBR Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of XDAT and WCBR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.30
0.41
XDAT
WCBR

Dividends

XDAT vs. WCBR - Dividend Comparison

XDAT's dividend yield for the trailing twelve months is around 0.14%, more than WCBR's 0.03% yield.


TTM2024202320222021
XDAT
Franklin Exponential Data ETF
0.14%0.13%0.00%0.00%0.00%
WCBR
WisdomTree Cybersecurity Fund
0.03%0.02%0.00%0.03%0.43%

Drawdowns

XDAT vs. WCBR - Drawdown Comparison

The maximum XDAT drawdown since its inception was -54.87%, which is greater than WCBR's maximum drawdown of -52.25%. Use the drawdown chart below to compare losses from any high point for XDAT and WCBR. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-23.93%
-14.96%
XDAT
WCBR

Volatility

XDAT vs. WCBR - Volatility Comparison

Franklin Exponential Data ETF (XDAT) has a higher volatility of 17.38% compared to WisdomTree Cybersecurity Fund (WCBR) at 16.42%. This indicates that XDAT's price experiences larger fluctuations and is considered to be riskier than WCBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.38%
16.42%
XDAT
WCBR