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CEW vs. USDU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEW vs. USDU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Currency Strategy Fund (CEW) and WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU). 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 higher than USDU's 1.90% return. Over the past 10 years, CEW has underperformed USDU with an annualized return of 2.54%, while USDU has yielded a comparatively higher 2.72% 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%

USDU

1D
0.23%
1M
1.27%
YTD
1.90%
6M
1.57%
1Y
4.16%
3Y*
4.53%
5Y*
5.49%
10Y*
2.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEW vs. USDU - 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%
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
1.90%-3.14%14.56%3.10%7.67%4.07%-5.43%1.54%5.40%-7.44%

Correlation

The correlation between CEW and USDU is -0.62, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.62

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

-0.71

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

-0.69

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

-0.60

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2013

-0.57

The correlation between CEW and USDU shifts across timeframes, from -0.71 (3 years) to -0.57 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CEW vs. USDU — 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

USDU
USDU Risk / Return Rank: 2222
Overall Rank
USDU Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
USDU Sortino Ratio Rank: 2121
Sortino Ratio Rank
USDU Omega Ratio Rank: 2020
Omega Ratio Rank
USDU Calmar Ratio Rank: 2424
Calmar Ratio Rank
USDU Martin Ratio Rank: 2424
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. USDU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Currency Strategy Fund (CEW) and WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU). 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.


CEWUSDUDifference

Sharpe ratio

Return per unit of total volatility

1.39

0.74

+0.65

Sortino ratio

Return per unit of downside risk

2.02

1.11

+0.91

Omega ratio

Gain probability vs. loss probability

1.26

1.13

+0.13

Calmar ratio

Return relative to maximum drawdown

2.24

1.15

+1.10

Martin ratio

Return relative to average drawdown

7.57

3.12

+4.45

CEW vs. USDU - Sharpe Ratio Comparison

The current CEW Sharpe Ratio is 1.39, which is higher than the USDU Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of CEW and USDU, 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


CEWUSDUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

0.74

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.83

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.37

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.44

-0.30

Drawdowns

CEW vs. USDU - Drawdown Comparison

The maximum CEW drawdown since its inception was -27.89%, which is greater than USDU's maximum drawdown of -14.54%. Use the drawdown chart below to compare losses from any high point for CEW and USDU.


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Drawdown Indicators


CEWUSDUDifference

Max Drawdown

Largest peak-to-trough decline

-27.89%

-14.54%

-13.35%

Max Drawdown (1Y)

Largest decline over 1 year

-3.85%

-3.64%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-5.28%

-7.73%

+2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-15.02%

-9.28%

-5.74%

Max Drawdown (10Y)

Largest decline over 10 years

-17.72%

-14.54%

-3.18%

Current Drawdown

Current decline from peak

-0.93%

-2.25%

+1.32%

Average Drawdown

Average peak-to-trough decline

-13.01%

-4.72%

-8.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

1.34%

-0.20%

Volatility

CEW vs. USDU - Volatility Comparison

WisdomTree Emerging Currency Strategy Fund (CEW) has a higher volatility of 1.65% compared to WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) at 1.24%. This indicates that CEW's price experiences larger fluctuations and is considered to be riskier than USDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEWUSDUDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

1.24%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

5.04%

4.31%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

6.23%

5.66%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.85%

6.62%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.03%

7.46%

-0.43%

CEW vs. USDU - Expense Ratio Comparison

CEW has a 0.55% expense ratio, which is higher than USDU's 0.51% expense ratio.


Dividends

CEW vs. USDU - Dividend Comparison

CEW's dividend yield for the trailing twelve months is around 2.41%, less than USDU's 3.76% 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%
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
3.76%3.83%3.97%6.99%7.83%0.00%0.69%3.06%0.88%0.00%0.00%6.48%

Frequently Asked Questions


CEW and USDU have a correlation of -0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CEW has higher volatility (1.65%) compared to USDU (1.24%). In terms of maximum drawdown, CEW dropped -27.89% vs USDU's -14.54%.

On 10-year performance, USDU leads with 2.72% vs 2.54% for CEW. On fees, USDU is cheaper at 0.51% per year. On volatility, USDU has been the lower-risk option at 1.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, USDU has performed better with a 2.72% return vs 2.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USDU is cheaper with a 0.51% expense ratio, compared with 0.55% for CEW.

USDU has the higher dividend yield at 3.76%, compared with 2.41% for CEW.

Their fees differ too: 0.55% for CEW and 0.51% for USDU.

CEW currently has the higher Sharpe Ratio (1.39 vs 0.74), 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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