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CEW vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CEW and SCHD is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

CEW vs. SCHD - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
-2.48%
417.73%
CEW
SCHD

Key characteristics

Sharpe Ratio

CEW:

0.50

SCHD:

2.08

Sortino Ratio

CEW:

0.73

SCHD:

3.03

Omega Ratio

CEW:

1.09

SCHD:

1.36

Calmar Ratio

CEW:

0.18

SCHD:

3.88

Martin Ratio

CEW:

1.51

SCHD:

11.25

Ulcer Index

CEW:

1.91%

SCHD:

2.06%

Daily Std Dev

CEW:

5.84%

SCHD:

11.14%

Max Drawdown

CEW:

-27.80%

SCHD:

-33.37%

Current Drawdown

CEW:

-13.01%

SCHD:

-2.40%

Returns By Period

In the year-to-date period, CEW achieves a 0.61% return, which is significantly lower than SCHD's 16.70% return. Over the past 10 years, CEW has underperformed SCHD with an annualized return of 0.33%, while SCHD has yielded a comparatively higher 11.56% annualized return.


CEW

YTD

0.61%

1M

-0.33%

6M

1.97%

1Y

2.66%

5Y (annualized)

0.58%

10Y (annualized)

0.33%

SCHD

YTD

16.70%

1M

-0.76%

6M

13.18%

1Y

22.71%

5Y (annualized)

12.44%

10Y (annualized)

11.56%

Compare stocks, funds, or ETFs

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


CEW vs. SCHD - Expense Ratio Comparison

CEW has a 0.55% expense ratio, which is higher than SCHD's 0.06% expense ratio.


CEW
WisdomTree Emerging Currency Strategy Fund
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%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

CEW vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Currency Strategy Fund (CEW) and Schwab US Dividend Equity ETF (SCHD). 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.


Sharpe ratio
The chart of Sharpe ratio for CEW, currently valued at 0.48, compared to the broader market0.002.004.000.482.08
The chart of Sortino ratio for CEW, currently valued at 0.71, compared to the broader market-2.000.002.004.006.008.0010.0012.000.713.03
The chart of Omega ratio for CEW, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.36
The chart of Calmar ratio for CEW, currently valued at 0.23, compared to the broader market0.005.0010.0015.000.233.88
The chart of Martin ratio for CEW, currently valued at 1.47, compared to the broader market0.0020.0040.0060.0080.00100.001.4711.25
CEW
SCHD

The current CEW Sharpe Ratio is 0.50, which is lower than the SCHD Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of CEW and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.48
2.08
CEW
SCHD

Dividends

CEW vs. SCHD - Dividend Comparison

CEW's dividend yield for the trailing twelve months is around 1.99%, less than SCHD's 2.53% yield.


TTM20232022202120202019201820172016201520142013
CEW
WisdomTree Emerging Currency Strategy Fund
1.99%2.00%0.80%0.00%0.64%1.90%1.87%0.00%0.00%0.00%0.12%0.00%
SCHD
Schwab US Dividend Equity ETF
2.53%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

CEW vs. SCHD - Drawdown Comparison

The maximum CEW drawdown since its inception was -27.80%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CEW and SCHD. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.99%
-2.40%
CEW
SCHD

Volatility

CEW vs. SCHD - Volatility Comparison

The current volatility for WisdomTree Emerging Currency Strategy Fund (CEW) is 1.95%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 2.82%. This indicates that CEW experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
1.95%
2.82%
CEW
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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