CEW vs. UDN

In the year-to-date period, CEW achieves a 8.76% return, which is significantly lower than UDN's 10.23% return. Over the past 10 years, CEW has outperformed UDN with an annualized return of 1.32%, while UDN has yielded a comparatively lower -0.27% annualized return.

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CEW has a 0.55% expense ratio, which is lower than UDN's 0.77% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Currency Strategy Fund (CEW) and Invesco DB US Dollar Index Bearish Fund (UDN). 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.

The current CEW Sharpe Ratio is 1.16, which is comparable to the UDN Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of CEW and UDN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CEW's dividend yield for the trailing twelve months is around 4.98%, more than UDN's 4.83% yield.

The maximum CEW drawdown since its inception was -27.80%, smaller than the maximum UDN drawdown of -41.67%. Use the drawdown chart below to compare losses from any high point for CEW and UDN.

The current volatility for WisdomTree Emerging Currency Strategy Fund (CEW) is 2.34%, while Invesco DB US Dollar Index Bearish Fund (UDN) has a volatility of 2.72%. This indicates that CEW experiences smaller price fluctuations and is considered to be less risky than UDN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.