EURUSD=X vs. WT
EURUSD=X (Euro / U.S. Dollar) is a currency, while WT (WisdomTree Inc.) is a stock. Over the past 10 years, EURUSD=X returned 0.32%/yr vs 8.07%/yr for WT. At a 0.03 correlation, their price movements are largely independent.
Performance
EURUSD=X vs. WT - Performance Comparison
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Returns By Period
In the year-to-date period, EURUSD=X achieves a -1.52% return, which is significantly lower than WT's 47.93% return. Over the past 10 years, EURUSD=X has underperformed WT with an annualized return of 0.32%, while WT has yielded a comparatively higher 8.07% annualized return.
EURUSD=X
- 1D
- -0.11%
- 1M
- -0.88%
- YTD
- -1.52%
- 6M
- -1.48%
- 1Y
- 0.14%
- 3Y*
- 2.34%
- 5Y*
- -0.91%
- 10Y*
- 0.32%
WT
- 1D
- 3.99%
- 1M
- -9.29%
- YTD
- 47.93%
- 6M
- 52.43%
- 1Y
- 80.10%
- 3Y*
- 36.20%
- 5Y*
- 22.72%
- 10Y*
- 8.07%
EURUSD=X vs. WT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EURUSD=X Euro / U.S. Dollar | -1.52% | 13.43% | -6.18% | 3.16% | -6.01% | -6.81% | 8.85% | -1.94% | -4.66% | 14.14% |
WT WisdomTree Inc. | 47.93% | 17.38% | 53.55% | 29.56% | -8.94% | 16.57% | 14.13% | -25.75% | -46.31% | 16.47% |
Correlation
The correlation between EURUSD=X and WT is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2007 | 0.03 |
The correlation between EURUSD=X and WT shifts across timeframes, from 0.03 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EURUSD=X vs. WT — Risk / Return Rank
EURUSD=X
WT
EURUSD=X vs. WT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Euro / U.S. Dollar (EURUSD=X) and WisdomTree Inc. (WT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EURUSD=X | WT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.08 | ||
| Sortino ratioReturn per unit of downside risk | -2.72 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.31 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 2.90 | -2.92 |
| Martin ratioReturn relative to average drawdown | -0.04 | 6.89 | -6.93 |
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Drawdowns
EURUSD=X vs. WT - Drawdown Comparison
The maximum EURUSD=X drawdown since its inception was -40.01%, smaller than the maximum WT drawdown of -99.92%. Use the drawdown chart below to compare losses from any high point for EURUSD=X and WT.
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Drawdown Indicators
| EURUSD=X | WT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.01% | -99.92% | +59.91% |
Max Drawdown (1Y)Largest decline over 1 year | -5.19% | -26.67% | +21.48% |
Max Drawdown (3Y)Largest decline over 3 years | -8.83% | -36.94% | +28.11% |
Max Drawdown (5Y)Largest decline over 5 years | -20.89% | -36.94% | +16.05% |
Max Drawdown (10Y)Largest decline over 10 years | -23.31% | -83.95% | +60.64% |
Current DrawdownCurrent decline from peak | -27.67% | -12.50% | -15.17% |
Average DrawdownAverage peak-to-trough decline | -23.44% | -60.16% | +36.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 11.20% | -8.71% |
Volatility
EURUSD=X vs. WT - Volatility Comparison
The current volatility for Euro / U.S. Dollar (EURUSD=X) is 1.07%, while WisdomTree Inc. (WT) has a volatility of 11.00%. This indicates that EURUSD=X experiences smaller price fluctuations and is considered to be less risky than WT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EURUSD=X | WT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.07% | 11.00% | -9.93% |
Volatility (6M)Calculated over the trailing 6-month period | 4.50% | 31.11% | -26.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.89% | 37.43% | -31.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.41% | 32.39% | -24.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.15% | 42.93% | -35.78% |
Frequently Asked Questions
EURUSD=X and WT have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WT has higher volatility (11.00%) compared to EURUSD=X (1.07%). In terms of maximum drawdown, EURUSD=X dropped -40.01% vs WT's -99.92%.
WT currently has the higher Sharpe Ratio (2.07 vs -0.02), 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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