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CEW vs. DXJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEW vs. DXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Currency Strategy Fund (CEW) and WisdomTree Japan Hedged Equity Fund (DXJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CEW achieves a 2.70% return, which is significantly lower than DXJ's 19.64% return. Over the past 10 years, CEW has underperformed DXJ with an annualized return of 2.54%, while DXJ has yielded a comparatively higher 18.33% annualized return.


CEW

1D
-0.25%
1M
0.38%
YTD
2.70%
6M
3.84%
1Y
8.61%
3Y*
6.87%
5Y*
3.05%
10Y*
2.54%

DXJ

1D
0.74%
1M
7.24%
YTD
19.64%
6M
24.36%
1Y
53.93%
3Y*
33.15%
5Y*
26.13%
10Y*
18.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEW vs. DXJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEW
WisdomTree Emerging Currency Strategy Fund
2.70%14.48%-0.99%9.06%-1.65%-6.62%-0.04%4.78%-5.09%11.09%
DXJ
WisdomTree Japan Hedged Equity Fund
19.64%32.78%29.83%42.04%5.96%17.99%3.94%18.94%-19.78%22.81%

Correlation

The correlation between CEW and DXJ is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2009

0.31

The correlation between CEW and DXJ shifts across timeframes, from 0.18 (3 years) to 0.31 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CEW vs. DXJ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CEW
CEW Risk / Return Rank: 4242
Overall Rank
CEW Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CEW Sortino Ratio Rank: 3939
Sortino Ratio Rank
CEW Omega Ratio Rank: 3939
Omega Ratio Rank
CEW Calmar Ratio Rank: 4545
Calmar Ratio Rank
CEW Martin Ratio Rank: 4646
Martin Ratio Rank

DXJ
DXJ Risk / Return Rank: 8888
Overall Rank
DXJ Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DXJ Sortino Ratio Rank: 8989
Sortino Ratio Rank
DXJ Omega Ratio Rank: 8888
Omega Ratio Rank
DXJ Calmar Ratio Rank: 8686
Calmar Ratio Rank
DXJ Martin Ratio Rank: 8787
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.

CEW vs. DXJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Currency Strategy Fund (CEW) and WisdomTree Japan Hedged Equity Fund (DXJ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CEWDXJDifference
Sharpe ratioReturn per unit of total volatility

-1.72

Sortino ratioReturn per unit of downside risk

-2.18

Omega ratioGain probability vs. loss probability

1.26

1.56

-0.30

Calmar ratioReturn relative to maximum drawdown

2.24

4.94

-2.69

Martin ratioReturn relative to average drawdown

7.57

19.29

-11.71

CEW vs. DXJ - Sharpe Ratio Comparison

The current CEW Sharpe Ratio is 1.39, which is lower than the DXJ Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of CEW and DXJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CEWDXJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

3.11

-1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

1.39

-0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.91

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.43

-0.29

Drawdowns

CEW vs. DXJ - Drawdown Comparison

The maximum CEW drawdown since its inception was -27.89%, smaller than the maximum DXJ drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for CEW and DXJ.


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Drawdown Indicators


CEWDXJDifference

Max Drawdown

Largest peak-to-trough decline

-27.89%

-49.63%

+21.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.85%

-10.98%

+7.13%

Max Drawdown (3Y)

Largest decline over 3 years

-5.28%

-22.19%

+16.91%

Max Drawdown (5Y)

Largest decline over 5 years

-15.02%

-22.19%

+7.17%

Max Drawdown (10Y)

Largest decline over 10 years

-17.72%

-39.14%

+21.42%

Current Drawdown

Current decline from peak

-0.93%

0.00%

-0.93%

Average Drawdown

Average peak-to-trough decline

-13.01%

-14.34%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

2.81%

-1.67%

Volatility

CEW vs. DXJ - Volatility Comparison

The current volatility for WisdomTree Emerging Currency Strategy Fund (CEW) is 1.65%, while WisdomTree Japan Hedged Equity Fund (DXJ) has a volatility of 3.55%. This indicates that CEW experiences smaller price fluctuations and is considered to be less risky than DXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEWDXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

3.55%

-1.90%

Volatility (6M)

Calculated over the trailing 6-month period

5.04%

13.09%

-8.05%

Volatility (1Y)

Calculated over the trailing 1-year period

6.23%

17.44%

-11.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.85%

18.96%

-12.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.03%

20.18%

-13.15%

CEW vs. DXJ - Expense Ratio Comparison

CEW has a 0.55% expense ratio, which is higher than DXJ's 0.48% expense ratio.


Dividends

CEW vs. DXJ - Dividend Comparison

CEW's dividend yield for the trailing twelve months is around 2.41%, more than DXJ's 1.08% yield.


PositionTTM20252024202320222021202020192018201720162015
CEW
WisdomTree Emerging Currency Strategy Fund
2.41%2.47%5.42%2.00%0.80%0.00%0.64%1.90%1.87%0.00%0.00%0.00%
DXJ
WisdomTree Japan Hedged Equity Fund
1.08%1.29%3.48%3.44%3.02%2.64%2.53%2.47%2.92%2.30%1.98%5.95%

Frequently Asked Questions


CEW and DXJ have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DXJ has higher volatility (3.55%) compared to CEW (1.65%). In terms of maximum drawdown, CEW dropped -27.89% vs DXJ's -49.63%.

On 10-year performance, DXJ leads with 18.33% vs 2.54% for CEW. On fees, DXJ is cheaper at 0.48% per year. On volatility, CEW has been the lower-risk option at 1.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DXJ has performed better with a 18.33% return vs 2.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DXJ is cheaper with a 0.48% expense ratio, compared with 0.55% for CEW.

CEW has the higher dividend yield at 2.41%, compared with 1.08% for DXJ.

CEW is categorized as Currency, while DXJ is Japan Equities. Their fees differ too: 0.55% for CEW and 0.48% for DXJ.

DXJ currently has the higher Sharpe Ratio (3.11 vs 1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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