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CYB vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CYB and SPY is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

CYB vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Chinese Yuan Strategy Fund (CYB) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
18.69%
474.88%
CYB
SPY

Key characteristics

Returns By Period


CYB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

25.54%

1M

-0.42%

6M

8.90%

1Y

25.98%

5Y*

14.66%

10Y*

12.97%

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CYB vs. SPY - Expense Ratio Comparison

CYB has a 0.45% expense ratio, which is higher than SPY's 0.09% expense ratio.


CYB
WisdomTree Chinese Yuan Strategy Fund
Expense ratio chart for CYB: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

CYB vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Chinese Yuan Strategy Fund (CYB) and SPDR S&P 500 ETF (SPY). 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
No data
The chart of Calmar ratio for CYB, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.003.26
CYB
SPY


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-1.00
2.21
CYB
SPY

Dividends

CYB vs. SPY - Dividend Comparison

CYB has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.86%.


TTM20232022202120202019201820172016201520142013
CYB
WisdomTree Chinese Yuan Strategy Fund
0.00%100.63%0.84%6.52%0.41%2.04%1.16%0.00%0.00%0.00%0.39%0.84%
SPY
SPDR S&P 500 ETF
0.86%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

CYB vs. SPY - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.63%
-2.74%
CYB
SPY

Volatility

CYB vs. SPY - Volatility Comparison

The current volatility for WisdomTree Chinese Yuan Strategy Fund (CYB) is 0.00%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.72%. This indicates that CYB experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember0
3.72%
CYB
SPY
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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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