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

Key characteristics


CYBVOO

Correlation

-0.50.00.51.00.1

The correlation between CYB and VOO 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.

Performance

CYB vs. VOO - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%500.00%December2024FebruaryMarchAprilMay
17.48%
502.10%
CYB
VOO

Compare stocks, funds, or ETFs

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


WisdomTree Chinese Yuan Strategy Fund

Vanguard S&P 500 ETF

CYB vs. VOO - Expense Ratio Comparison

CYB has a 0.45% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

CYB vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Chinese Yuan Strategy Fund (CYB) and Vanguard S&P 500 ETF (VOO). 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.


CYB
Sharpe ratio
The chart of Sharpe ratio for CYB, currently valued at -1.00, compared to the broader market0.002.004.00-1.00
Sortino ratio
The chart of Sortino ratio for CYB, currently valued at -1.41, compared to the broader market-2.000.002.004.006.008.00-1.41
Omega ratio
The chart of Omega ratio for CYB, currently valued at 0.79, compared to the broader market0.501.001.502.002.500.79
Calmar ratio
The chart of Calmar ratio for CYB, currently valued at -0.36, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.36
Martin ratio
The chart of Martin ratio for CYB, currently valued at -0.99, compared to the broader market0.0020.0040.0060.0080.00-0.99
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.33, compared to the broader market0.002.004.002.33
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.33, compared to the broader market-2.000.002.004.006.008.003.33
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.40, compared to the broader market0.501.001.502.002.501.40
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.02, compared to the broader market0.002.004.006.008.0010.0012.0014.002.02
Martin ratio
The chart of Martin ratio for VOO, currently valued at 9.40, compared to the broader market0.0020.0040.0060.0080.009.40

CYB vs. VOO - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-1.00
2.33
CYB
VOO

Dividends

CYB vs. VOO - Dividend Comparison

CYB has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.36%.


TTM20232022202120202019201820172016201520142013
CYB
WisdomTree Chinese Yuan Strategy Fund
100.63%100.63%0.84%6.52%0.41%2.04%1.16%0.00%0.00%0.00%0.39%0.84%
VOO
Vanguard S&P 500 ETF
1.36%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

CYB vs. VOO - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-9.63%
-2.36%
CYB
VOO

Volatility

CYB vs. VOO - Volatility Comparison

The current volatility for WisdomTree Chinese Yuan Strategy Fund (CYB) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.09%. This indicates that CYB experiences smaller price fluctuations and is considered to be less risky than VOO 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%December2024FebruaryMarchAprilMay0
4.09%
CYB
VOO