Shroud is an ability that can appear on any type of card. Cards with the ability shroud on them means that the certain card cannot be targeted by any spells. This goes for the controller as well. A creature with shroud cannot be targeted by an opponent or the controller. However, cards with the ability shroud are still effected by cards that have a world effect that do not target, like Wrath of God. If a creature has shroud, and a player plays Wrath of God, the creature is destroyed (unless it has the ability Indestructible.