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ISIN
US97717W1339
CUSIP
97717W133
Inception Date
May 6, 2009
Region
Emerging Markets (Broad)
Category
Currency
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Currency
Assets Under Management
$16M

Share Price Chart


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Performance

CEW Performance Chart

WisdomTree Emerging Currency Strategy Fund (CEW) is up 2.8% since the beginning of the year. CEW is currently trading at $19 per share. Investors who bought $1,000 worth of CEW shares 5 years ago would now be looking at an investment worth $1,184.


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S&P 500 Index

Returns By Period

WisdomTree Emerging Currency Strategy Fund (CEW) has returned 2.80% so far this year and 7.80% over the past 12 months. Over the last ten years, CEW has returned 2.51% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


WisdomTree Emerging Currency Strategy Fund

1D
-0.01%
1M
0.32%
YTD
2.80%
6M
2.94%
1Y
7.80%
3Y*
6.67%
5Y*
3.44%
10Y*
2.51%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.15%
1Y
24.03%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEW Monthly Returns History

Based on dividend-adjusted daily data since Jun 2, 2009, CEW's average daily return is +0.01%, while the average monthly return is +0.11%. At this rate, an investment would double in approximately 52.5 years.

Historically, 56% of months were positive and 44% were negative. The best month was Mar 2016 with a return of +6.3%, while the worst month was Sep 2011 at -9.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, CEW closed higher 51% of trading days. The best single day was May 10, 2010 with a return of +2.4%, while the worst single day was Feb 28, 2022 at -2.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.93%1.08%-2.54%2.13%0.37%-0.11%2.80%
20252.00%0.75%1.10%2.64%1.66%1.95%-1.73%1.71%0.71%1.00%0.54%1.33%14.48%
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%
20233.41%-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%

Benchmark Metrics

WisdomTree Emerging Currency Strategy Fund has an annualized alpha of -1.68%, beta of 0.22, and R2 of 0.26 versus S&P 500 Index. Calculated based on daily prices since June 02, 2009.

  • This ETF participated in 43.59% of S&P 500 Index downside but only 21.20% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.22 may look defensive, but with R2 of 0.26 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.26 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-1.68%
Beta
0.22
0.26
Upside Capture
21.20%
Downside Capture
43.59%

Expense Ratio

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


Return for Risk

Risk / Return Rank

CEW ranks 38 for risk / return — below 38% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


CEW Risk / Return Rank: 3838
Overall Rank
CEW Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CEW Sortino Ratio Rank: 3535
Sortino Ratio Rank
CEW Omega Ratio Rank: 3535
Omega Ratio Rank
CEW Calmar Ratio Rank: 4242
Calmar Ratio Rank
CEW Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for WisdomTree Emerging Currency Strategy Fund (CEW) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CEWBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.23

1.37

-0.14

Calmar ratioReturn relative to maximum drawdown

2.03

2.78

-0.75

Martin ratioReturn relative to average drawdown

6.73

12.44

-5.71

Dividends

Dividend History

WisdomTree Emerging Currency Strategy Fund provided a 2.40% dividend yield over the last twelve months, with an annual payout of $0.47 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.80$1.0020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.47$0.47$0.92$0.36$0.13$0.00$0.12$0.35$0.34

Dividend yield

2.40%2.47%5.42%2.00%0.80%0.00%0.64%1.90%1.87%

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
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
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

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 27.89%, occurring on Jan 20, 2016. Recovery took 2518 trading sessions.

The current WisdomTree Emerging Currency Strategy Fund drawdown is 1.00%.


Related event

Drawdown

Fall

Recovery

Underwater

2016 bear market2016
-27.89%Jan 2016
4y 8mo10y 9d
14y 9moMay 2011 - Jan 2026
2010 pullback2010
-7.20%Jun 2010
1mo 22d3mo 16d
5mo 8dApr 2010 - Sep 2010
2010 pullback2010
-4.32%Feb 2010
24d2mo 3d
2mo 27dJan 2010 - Apr 2010
2010 pullback2010
-3.87%Nov 2010
25d3mo 24d
4mo 19dNov 2010 - Mar 2011
2026 pullback2026
-3.85%Mar 2026
1mo 2d2mo 17d
3mo 19dFeb 2026 - Jun 2026

Drawdown Indicators


CEWBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-27.89%

-56.78%

+28.89%

Max Drawdown (1Y)

Largest decline over 1 year

-3.85%

-9.10%

+5.25%

Max Drawdown (3Y)

Largest decline over 3 years

-5.28%

-18.90%

+13.62%

Max Drawdown (5Y)

Largest decline over 5 years

-13.68%

-25.43%

+11.75%

Max Drawdown (10Y)

Largest decline over 10 years

-17.72%

-33.92%

+16.20%

Current Drawdown

Current decline from peak

-1.00%

-1.80%

+0.80%

Average Drawdown

Average peak-to-trough decline

-12.98%

-10.71%

-2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

2.03%

-0.87%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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