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

ETF Info

ISIN

US97717W1339

CUSIP

97717W133

Inception Date

May 6, 2009

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Currency

Expense Ratio

CEW has an expense ratio of 0.55%, placing it in the medium range.


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.


Performance

Performance Chart


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Returns By Period

WisdomTree Emerging Currency Strategy Fund (CEW) returned 7.53% year-to-date (YTD) and 7.15% over the past 12 months. Over the past 10 years, CEW returned 0.97% annually, underperforming the S&P 500 benchmark at 10.46%.


CEW

YTD

7.53%

1M

4.36%

6M

5.56%

1Y

7.15%

5Y*

3.69%

10Y*

0.97%

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

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
20251.98%0.75%1.15%2.62%0.83%7.53%
2024-1.82%-0.02%0.40%-0.45%1.42%-1.08%1.43%1.93%2.23%-2.61%-0.82%-1.46%-0.99%
20233.40%-2.21%2.73%0.04%-1.50%2.26%2.01%-1.94%-1.33%0.37%2.89%2.21%9.06%
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%0.34%-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%1.06%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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 77, CEW is among the top 23% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CEW is 7777
Overall Rank
The Sharpe Ratio Rank of CEW is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of CEW is 8484
Sortino Ratio Rank
The Omega Ratio Rank of CEW is 8181
Omega Ratio Rank
The Calmar Ratio Rank of CEW is 6060
Calmar Ratio Rank
The Martin Ratio Rank of CEW is 7575
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.

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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

WisdomTree Emerging Currency Strategy Fund Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 1.05
  • 5-Year: 0.53
  • 10-Year: 0.14
  • All Time: 0.10

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of WisdomTree Emerging Currency Strategy Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

WisdomTree Emerging Currency Strategy Fund provided a 5.04% dividend yield over the last twelve months, with an annual payout of $0.92 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.80$1.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.92$0.92$0.36$0.13$0.00$0.12$0.35$0.34$0.00$0.00$0.00$0.02

Dividend yield

5.04%5.42%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
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.92$0.92
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. Drawdowns are calculated considering price movements and all distributions paid, if any.


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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 7.98%.


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 chart below shows the rolling one-month volatility.


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