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FOXY vs. 5CH6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FOXY vs. 5CH6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Currency Strategy ETF (FOXY) and WisdomTree Short USD Long EUR 5x Daily EUR (5CH6.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FOXY is traded in USD, while 5CH6.DE is traded in EUR. To make them comparable, the 5CH6.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FOXY achieves a 12.20% return, which is significantly higher than 5CH6.DE's -12.24% return.


FOXY

1D
0.58%
1M
2.49%
YTD
12.20%
6M
7.84%
1Y
22.46%
3Y*
5Y*
10Y*

5CH6.DE

1D
0.71%
1M
-4.96%
YTD
-12.24%
6M
-8.43%
1Y
-5.51%
3Y*
1.08%
5Y*
-20.41%
10Y*
-15.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FOXY vs. 5CH6.DE - Yearly Performance Comparison


2026 (YTD)2025
FOXY
Simplify Currency Strategy ETF
12.20%14.75%
5CH6.DE
WisdomTree Short USD Long EUR 5x Daily EUR
-12.24%76.31%

Correlation

The correlation between FOXY and 5CH6.DE is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2025

0.02

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Return for Risk

FOXY vs. 5CH6.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FOXY
FOXY Risk / Return Rank: 7777
Overall Rank
FOXY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FOXY Sortino Ratio Rank: 7676
Sortino Ratio Rank
FOXY Omega Ratio Rank: 7070
Omega Ratio Rank
FOXY Calmar Ratio Rank: 8989
Calmar Ratio Rank
FOXY Martin Ratio Rank: 7777
Martin Ratio Rank

5CH6.DE
5CH6.DE Risk / Return Rank: 77
Overall Rank
5CH6.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
5CH6.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
5CH6.DE Omega Ratio Rank: 77
Omega Ratio Rank
5CH6.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
5CH6.DE Martin Ratio Rank: 66
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.

FOXY vs. 5CH6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Currency Strategy ETF (FOXY) and WisdomTree Short USD Long EUR 5x Daily EUR (5CH6.DE). 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.


FOXY5CH6.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.44

Sortino ratioReturn per unit of downside risk

+3.36

Omega ratioGain probability vs. loss probability

1.41

1.00

+0.41

Calmar ratioReturn relative to maximum drawdown

5.22

-0.21

+5.43

Martin ratioReturn relative to average drawdown

14.61

-0.42

+15.02

FOXY vs. 5CH6.DE - Sharpe Ratio Comparison

The current FOXY Sharpe Ratio is 2.29, which is higher than the 5CH6.DE Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of FOXY and 5CH6.DE, 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


FOXY5CH6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

-0.16

+2.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

1.40

-0.45

+1.85

Drawdowns

FOXY vs. 5CH6.DE - Drawdown Comparison

The maximum FOXY drawdown since its inception was -13.09%, smaller than the maximum 5CH6.DE drawdown of -96.83%. Use the drawdown chart below to compare losses from any high point for FOXY and 5CH6.DE.


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Drawdown Indicators


FOXY5CH6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.09%

-96.83%

+83.74%

Max Drawdown (1Y)

Largest decline over 1 year

-4.32%

-26.22%

+21.90%

Max Drawdown (3Y)

Largest decline over 3 years

-53.13%

Max Drawdown (5Y)

Largest decline over 5 years

-83.41%

Max Drawdown (10Y)

Largest decline over 10 years

-92.65%

Current Drawdown

Current decline from peak

-0.74%

-93.97%

+93.23%

Average Drawdown

Average peak-to-trough decline

-2.11%

-81.85%

+79.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

13.21%

-11.67%

Volatility

FOXY vs. 5CH6.DE - Volatility Comparison

The current volatility for Simplify Currency Strategy ETF (FOXY) is 2.18%, while WisdomTree Short USD Long EUR 5x Daily EUR (5CH6.DE) has a volatility of 7.29%. This indicates that FOXY experiences smaller price fluctuations and is considered to be less risky than 5CH6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FOXY5CH6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.18%

7.29%

-5.11%

Volatility (6M)

Calculated over the trailing 6-month period

7.43%

23.93%

-16.50%

Volatility (1Y)

Calculated over the trailing 1-year period

9.90%

35.51%

-25.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.05%

46.09%

-31.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.05%

42.92%

-27.87%

FOXY vs. 5CH6.DE - Expense Ratio Comparison

FOXY has a 0.81% expense ratio, which is lower than 5CH6.DE's 0.98% expense ratio.


Dividends

FOXY vs. 5CH6.DE - Dividend Comparison

FOXY's dividend yield for the trailing twelve months is around 8.09%, while 5CH6.DE has not paid dividends to shareholders.


Frequently Asked Questions


FOXY and 5CH6.DE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FOXY is cheaper at 0.81% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FOXY is cheaper with a 0.81% expense ratio, compared with 0.98% for 5CH6.DE.

They also come from different issuers: Simplify and WisdomTree. Their fees differ too: 0.81% for FOXY and 0.98% for 5CH6.DE.

Portfolio Optimizer

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