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CEW vs. EMHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEW vs. EMHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Currency Strategy Fund (CEW) and iShares J.P. Morgan EM High Yield Bond ETF (EMHY). 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 2.22% return, which is significantly lower than EMHY's 3.26% return. Over the past 10 years, CEW has underperformed EMHY with an annualized return of 2.45%, while EMHY has yielded a comparatively higher 4.67% annualized return.


CEW

1D
-0.57%
1M
-0.25%
YTD
2.22%
6M
2.63%
1Y
7.46%
3Y*
6.46%
5Y*
3.29%
10Y*
2.45%

EMHY

1D
-0.15%
1M
1.64%
YTD
3.26%
6M
3.35%
1Y
12.55%
3Y*
12.57%
5Y*
4.36%
10Y*
4.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEW vs. EMHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEW
WisdomTree Emerging Currency Strategy Fund
2.22%14.48%-0.99%9.06%-1.65%-6.62%-0.04%4.78%-5.09%11.09%
EMHY
iShares J.P. Morgan EM High Yield Bond ETF
3.26%13.70%11.97%11.47%-13.03%-1.91%3.83%12.98%-5.21%8.54%

Correlation

The correlation between CEW and EMHY is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.48

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

0.51

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

0.51

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2012

0.48

The correlation between CEW and EMHY has been stable across timeframes, ranging from 0.48 to 0.51 - a consistent structural relationship.

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Return for Risk

CEW vs. EMHY — Risk / Return Rank

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

CEW
CEW Risk / Return Rank: 3737
Overall Rank
CEW Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CEW Sortino Ratio Rank: 3535
Sortino Ratio Rank
CEW Omega Ratio Rank: 3434
Omega Ratio Rank
CEW Calmar Ratio Rank: 4141
Calmar Ratio Rank
CEW Martin Ratio Rank: 4242
Martin Ratio Rank

EMHY
EMHY Risk / Return Rank: 7373
Overall Rank
EMHY Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
EMHY Sortino Ratio Rank: 7878
Sortino Ratio Rank
EMHY Omega Ratio Rank: 7979
Omega Ratio Rank
EMHY Calmar Ratio Rank: 6161
Calmar Ratio Rank
EMHY Martin Ratio Rank: 7474
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. EMHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Currency Strategy Fund (CEW) and iShares J.P. Morgan EM High Yield Bond ETF (EMHY). 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.

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.


CEWEMHYDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.57

Omega ratioGain probability vs. loss probability

1.22

1.44

-0.22

Calmar ratioReturn relative to maximum drawdown

1.94

2.90

-0.96

Martin ratioReturn relative to average drawdown

6.41

13.15

-6.74

CEW vs. EMHY - Sharpe Ratio Comparison

The current CEW Sharpe Ratio is 1.17, which is lower than the EMHY Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of CEW and EMHY, 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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Drawdowns

CEW vs. EMHY - Drawdown Comparison

The maximum CEW drawdown since its inception was -27.89%, smaller than the maximum EMHY drawdown of -30.11%. Use the drawdown chart below to compare losses from any high point for CEW and EMHY.


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Drawdown Indicators


CEWEMHYDifference

Max Drawdown

Largest peak-to-trough decline

-27.89%

-30.11%

+2.22%

Max Drawdown (1Y)

Largest decline over 1 year

-3.85%

-4.34%

+0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-5.28%

-5.95%

+0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-13.68%

-25.83%

+12.15%

Max Drawdown (10Y)

Largest decline over 10 years

-17.72%

-30.11%

+12.39%

Current Drawdown

Current decline from peak

-1.57%

-0.47%

-1.10%

Average Drawdown

Average peak-to-trough decline

-12.97%

-4.88%

-8.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

0.96%

+0.21%

Volatility

CEW vs. EMHY - Volatility Comparison

WisdomTree Emerging Currency Strategy Fund (CEW) has a higher volatility of 1.83% compared to iShares J.P. Morgan EM High Yield Bond ETF (EMHY) at 1.58%. This indicates that CEW's price experiences larger fluctuations and is considered to be riskier than EMHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEWEMHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

1.58%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

5.27%

4.43%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

6.38%

5.74%

+0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.87%

9.11%

-2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.00%

10.66%

-3.66%

CEW vs. EMHY - Expense Ratio Comparison

CEW has a 0.55% expense ratio, which is higher than EMHY's 0.50% expense ratio.


Dividends

CEW vs. EMHY - Dividend Comparison

CEW's dividend yield for the trailing twelve months is around 2.42%, less than EMHY's 6.38% yield.


PositionTTM20252024202320222021202020192018201720162015
CEW
WisdomTree Emerging Currency Strategy Fund
2.42%2.47%5.42%2.00%0.80%0.00%0.64%1.90%1.87%0.00%0.00%0.00%
EMHY
iShares J.P. Morgan EM High Yield Bond ETF
6.38%6.52%6.86%6.73%7.08%5.58%5.44%5.72%6.79%5.59%6.43%6.99%

Frequently Asked Questions


CEW and EMHY have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CEW has higher volatility (1.83%) compared to EMHY (1.58%). In terms of maximum drawdown, CEW dropped -27.89% vs EMHY's -30.11%.

On 10-year performance, EMHY leads with 4.67% vs 2.45% for CEW. On fees, EMHY is cheaper at 0.50% per year. On volatility, EMHY has been the lower-risk option at 1.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EMHY has performed better with a 4.67% return vs 2.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMHY is cheaper with a 0.50% expense ratio, compared with 0.55% for CEW.

EMHY has the higher dividend yield at 6.38%, compared with 2.42% for CEW.

CEW is categorized as Currency, while EMHY is Emerging Markets Bonds. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.55% for CEW and 0.50% for EMHY.

EMHY currently has the higher Sharpe Ratio (2.20 vs 1.17), 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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