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WisdomTree Emerging Currency Strategy Fund CEW
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CEW | Replication |
|---|---|---|
| Annualized growth | 4.1% | 3.0% |
| Annualized volatility | 6.3% | 7.0% |
| Sharpe ratio | 0.67 | 0.46 |
| Maximum drawdown | 10.9% | 16.9% |
| Replication fit (R²) | 0.83 · Tracking error 2.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model CEW’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EMLC | FI · EM Local Currency | 78.3% |
| SPHY | FI · High Yield | 9.3% |
| BCI | Alternatives · Commodities | 8.4% |
| AGG | FI · Aggregate | 3.9% |