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WisdomTree Emerging Currency Strategy Fund (CEW)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS97717W1339
CUSIP97717W133
IssuerWisdomTree
Inception DateMay 6, 2009
RegionEmerging Markets (Broad)
CategoryCurrency, Actively Managed
Index TrackedNo Index (Active)
Asset ClassCurrency

Expense Ratio

CEW has a high expense ratio of 0.55%, indicating higher-than-average management fees.


Expense ratio chart for CEW: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WisdomTree Emerging Currency Strategy Fund

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree Emerging Currency Strategy Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%500.00%December2024FebruaryMarchAprilMay
5.89%
476.89%
CEW (WisdomTree Emerging Currency Strategy Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

WisdomTree Emerging Currency Strategy Fund had a return of 0.14% year-to-date (YTD) and 6.05% in the last 12 months. Over the past 10 years, WisdomTree Emerging Currency Strategy Fund had an annualized return of -0.58%, while the S&P 500 had an annualized return of 10.76%, indicating that WisdomTree Emerging Currency Strategy Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date0.14%11.21%
1 month2.24%4.60%
6 months2.44%16.35%
1 year6.05%27.79%
5 years (annualized)0.88%13.43%
10 years (annualized)-0.58%10.76%

Monthly Returns

The table below presents the monthly returns of CEW, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.83%0.00%0.40%-0.48%0.14%
20233.41%-2.21%2.73%0.04%-1.50%2.26%2.01%-1.94%-1.33%0.37%2.89%2.24%9.09%
20221.11%-2.51%4.44%-4.08%0.84%-3.36%-0.72%-0.45%-3.32%0.36%4.98%1.53%-1.65%
2021-1.33%-0.80%-1.10%1.22%1.52%-0.95%-1.15%1.03%-2.22%-0.09%-3.54%0.73%-6.62%
2020-2.15%-2.69%-6.72%0.45%3.24%0.27%1.54%0.35%-1.17%0.35%4.31%2.66%-0.07%
20193.30%-0.63%-1.21%0.14%-0.78%3.20%-0.36%-3.29%1.05%1.62%-1.09%2.99%4.81%
20182.88%-0.92%0.48%-2.21%-2.51%-2.12%1.29%-4.70%1.65%-1.21%2.34%0.11%-5.09%
20172.17%1.34%1.27%0.27%1.58%-0.16%1.70%0.92%-0.93%-0.71%1.60%1.56%11.09%
2016-1.73%1.09%6.29%1.40%-3.94%3.49%0.49%-0.28%1.56%-0.44%-4.36%0.92%4.11%
2015-1.67%0.38%-0.87%2.97%-1.76%-1.20%-3.14%-3.29%-1.35%2.62%-1.97%-0.59%-9.63%
2014-2.84%2.05%1.46%0.20%1.29%0.44%-0.19%-1.75%-2.38%0.05%-2.79%-2.80%-7.21%
20130.39%-0.43%-0.09%1.23%-4.22%-1.81%0.85%-2.82%2.44%1.59%-1.66%-0.25%-4.87%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CEW is 33, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of CEW is 3333
CEW (WisdomTree Emerging Currency Strategy Fund)
The Sharpe Ratio Rank of CEW is 3737Sharpe Ratio Rank
The Sortino Ratio Rank of CEW is 3535Sortino Ratio Rank
The Omega Ratio Rank of CEW is 3434Omega Ratio Rank
The Calmar Ratio Rank of CEW is 2525Calmar Ratio Rank
The Martin Ratio Rank of CEW is 3636Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for WisdomTree Emerging Currency Strategy Fund (CEW) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CEW
Sharpe ratio
The chart of Sharpe ratio for CEW, currently valued at 0.89, compared to the broader market0.002.004.006.000.89
Sortino ratio
The chart of Sortino ratio for CEW, currently valued at 1.31, compared to the broader market0.005.0010.001.31
Omega ratio
The chart of Omega ratio for CEW, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.15
Calmar ratio
The chart of Calmar ratio for CEW, currently valued at 0.29, compared to the broader market0.005.0010.0015.000.29
Martin ratio
The chart of Martin ratio for CEW, currently valued at 2.76, compared to the broader market0.0020.0040.0060.0080.00100.002.76
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.52, compared to the broader market0.002.004.006.002.52
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market0.005.0010.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.001.44
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.04, compared to the broader market0.005.0010.0015.002.04
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.59, compared to the broader market0.0020.0040.0060.0080.00100.009.59

Sharpe Ratio

The current WisdomTree Emerging Currency Strategy Fund Sharpe ratio is 0.89. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of WisdomTree Emerging Currency Strategy Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.89
2.52
CEW (WisdomTree Emerging Currency Strategy Fund)
Benchmark (^GSPC)

Dividends

Dividend History

WisdomTree Emerging Currency Strategy Fund granted a 2.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.36 per share.


PeriodTTM2023202220212020201920182017201620152014
Dividend$0.36$0.36$0.13$0.00$0.12$0.35$0.34$0.00$0.00$0.00$0.02

Dividend yield

2.00%2.00%0.80%0.00%0.64%1.90%1.87%0.00%0.00%0.00%0.12%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree Emerging Currency Strategy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2014$0.02$0.02

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-13.42%
-0.31%
CEW (WisdomTree Emerging Currency Strategy Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Emerging Currency Strategy Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree Emerging Currency Strategy Fund was 27.80%, occurring on Jan 20, 2016. The portfolio has not yet recovered.

The current WisdomTree Emerging Currency Strategy Fund drawdown is 13.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.8%May 2, 20111188Jan 20, 2016
-7.2%Apr 16, 201036Jun 7, 201074Sep 21, 2010110
-4.32%Jan 12, 201018Feb 5, 201043Apr 9, 201061
-3.87%Nov 5, 201017Nov 30, 201079Mar 24, 201196
-2.8%Jul 2, 20097Jul 13, 20095Jul 20, 200912

Volatility

Volatility Chart

The current WisdomTree Emerging Currency Strategy Fund volatility is 1.40%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%December2024FebruaryMarchAprilMay
1.40%
3.10%
CEW (WisdomTree Emerging Currency Strategy Fund)
Benchmark (^GSPC)