WCBR vs MGF

Comparison between WISDOMTREE CYBERSECURITY FUND (WCBR, ETF) and MFS Government Markets Income Trust (MGF, ETF).

5-Year PerformanceWCBR has outperformed MGF, delivering a return of +6.6% compared to -1.2%

WCBR vs MGF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	WCBR(ETF)	MGF(ETF)
Net Assets	$100M	$100M
Expense Ratio	0.45%	N/A
Max Drawdown	52.47%	64.71%
Sharpe Ratio	0.18	-0.41
5Y Beta	1.11	0.05
P/E Ratio	-64.26	N/A
Forward P/E	29.78	N/A
PEG Ratio	4.02	N/A
5Y Dividends CAGR	N/A	-7.75%
Debt to Equity	17.34%	N/A
P/S Ratio	5.51	N/A
P/B Ratio	5.78	N/A

Net Assets

WCBR

$100M

Winner

MGF

$100M

Expense Ratio

WCBR

0.45%

MGF

N/A

Max Drawdown

Winner

WCBR

52.47%

MGF

64.71%

Sharpe Ratio

Winner

WCBR

0.18

MGF

-0.41

5Y Beta

WCBR

1.11

Winner

MGF

0.05

P/E Ratio

WCBR

-64.26

MGF

N/A

Forward P/E

WCBR

29.78

MGF

N/A

PEG Ratio

WCBR

4.02

MGF

N/A

5Y Dividends CAGR

WCBR

N/A

MGF

-7.75%

Debt to Equity

WCBR

17.34%

MGF

N/A

P/S Ratio

WCBR

5.51

MGF

N/A

P/B Ratio

WCBR

5.78

MGF

N/A

WCBR vs MGF - Historical Returns

Returns include dividend reinvestment.

Period	WCBR	MGF
1 month	+12.74%	-2.44%
3 months	+23.26%	-1.87%
6 months	+12.20%	-3.60%
1 year	+4.66%	-1.24%
5 years(CAGR)	+6.64%	-1.23%
10 years(CAGR)	N/A	+1.23%
Max(CAGR)	+5.39%	+4.13%

Winner

WCBR

+12.74%

MGF

-2.44%

Winner

WCBR

+23.26%

MGF

-1.87%

Winner

WCBR

+12.20%

MGF

-3.60%

Winner

WCBR

+4.66%

MGF

-1.24%

5Y(CAGR)

Winner

WCBR

+6.64%

MGF

-1.23%

10Y(CAGR)

WCBR

N/A

MGF

+1.23%

Max(CAGR)

Winner

WCBR

+5.39%

MGF

+4.13%

WCBR vs MGF - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	WCBR	MGF
2026	+19.34%	-3.25%
2025	-2.17%	+5.18%
2024	+14.67%	+4.18%
2023	+68.18%	+3.78%
2022	-40.31%	-15.17%
2021	+6.99%	+0.65%
2020	N/A	+7.32%
2019	N/A	+9.81%
2018	N/A	-0.14%
2017	N/A	+3.45%
2016	N/A	+2.52%
2015	N/A	-0.31%
2014	N/A	+6.04%
2013	N/A	-10.52%
2012	N/A	+5.17%
2011	N/A	+10.17%
2010	N/A	-0.19%
2009	N/A	+0.72%
2008	N/A	+26.75%
2007	N/A	+9.08%
2006	N/A	+6.49%
2005	N/A	+2.69%
2004	N/A	+3.30%
2003	N/A	+2.74%
2002	N/A	+15.23%
2001	N/A	+6.43%
2000	N/A	+17.98%
1999	N/A	-4.21%

WCBR vs MGF Drawdown Comparison

The maximum drawdown for WCBR was -52.25%, occurring on Jan 5, 2023. Recovery took 771 trading sessions.

The maximum drawdown for MGF was -22.85%, occurring on Oct 24, 2022. This drawdown has not yet recovered.

The current WCBR drawdown is -12.20%. The current MGF drawdown is -8.07%.

Rank	WCBR	MGF
#1	-52.25% Nov 9, 2021 - Dec 4, 2024	-22.85% Sep 17, 2021 - Oct 24, 2022
#2	-30.27% Feb 13, 2025 - May 22, 2026	-21.63% Sep 8, 2008 - Nov 28, 2008
#3	-21.32% Feb 9, 2021 - Aug 5, 2021	-19.20% Sep 5, 2012 - Aug 18, 2016
#4	-13.56% Jun 1, 2026 - Jun 10, 2026	-15.76% Dec 23, 2008 - Aug 21, 2009
#5	-12.48% Sep 7, 2021 - Oct 18, 2021	-15.30% Aug 23, 2010 - Jan 13, 2012
#6	-8.43% Dec 6, 2024 - Jan 28, 2025	-9.35% Mar 9, 2020 - Apr 13, 2020
#7	-4.90% May 26, 2026 - May 29, 2026	-9.12% Sep 23, 2009 - Mar 10, 2010
#8	-3.49% Aug 5, 2021 - Aug 24, 2021	-8.88% Mar 19, 2004 - Jan 18, 2005
#9	-2.48% Oct 21, 2021 - Oct 29, 2021	-8.02% May 27, 2008 - Sep 8, 2008
#10	-2.46% Feb 2, 2021 - Feb 5, 2021	-7.46% Mar 16, 2010 - Jun 7, 2010
#11	-2.42% Oct 29, 2021 - Nov 4, 2021	-7.25% May 23, 2003 - Feb 12, 2004
#12	-1.97% Jan 28, 2025 - Feb 4, 2025	-6.95% Aug 18, 2016 - Jan 31, 2019
#13	-1.58% Dec 4, 2024 - Dec 6, 2024	-6.19% Nov 14, 2007 - Jan 15, 2008
#14	-1.26% Feb 10, 2025 - Feb 13, 2025	-6.19% Nov 3, 1999 - Apr 10, 2000
#15	-1.16% Feb 5, 2025 - Feb 7, 2025	-6.15% Nov 2, 2001 - Feb 11, 2002

Correlation

Correlation between WCBR and MGF is 0.61 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.61

-101

Dividend Comparison (2000 - 2026)

WCBR vs MGF dividend yield comparison.

Year	WCBR	MGF
2026	0.00%	3.35%
2025	0.00%	7.65%
2024	0.02%	7.80%
2023	0.00%	7.82%
2022	0.03%	8.44%
2021	0.43%	7.71%
2020	0.00%	7.58%
2019	0.00%	7.50%
2018	0.00%	7.81%
2017	0.00%	7.92%
2016	0.00%	8.10%
2015	0.00%	8.05%
2014	0.00%	7.85%
2013	0.00%	8.24%
2012	0.00%	7.37%
2011	0.00%	7.33%
2010	0.00%	7.69%
2009	0.00%	6.96%
2008	0.00%	6.57%
2007	0.00%	5.92%
2006	0.00%	5.43%
2005	0.00%	5.00%
2004	0.00%	4.86%
2003	0.00%	5.25%
2002	0.00%	6.10%
2001	0.00%	6.50%
2000	0.00%	3.05%