We cross-correlate the recent CMB WMAP 1 year data with the diffuse soft X-ray background map of ROSAT . We look for common signatures due to galaxy clusters ( SZ effect in CMB , bremsstrahlung in X-rays ) by cross-correlating the two maps in real and in Fourier space . We do not find any significant correlation and we explore the different reasons for this lack of correlation . The most likely candidates are the possibility that we live in a low \sigma _ { 8 } universe ( \sigma _ { 8 } < 0.9 ) and/or systematic effects in the data especially in the diffuse X-ray maps which may suffer from significant cluster signal subtraction during the point source removal process .