WisdomTree China Coefficient Of Variation
| CXSE ETF | | | USD 40.95 -0.17 -0.41% |
Coefficient of Variation (CV) is a normalized measure of dispersion that relates volatility to expected return, making it a useful indicator of risk per unit of return. It is also referred to as relative standard deviation when expressed as a percentage. Below is WisdomTree China's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
WisdomTree China has a Coefficient Of Variation of 2589.75, indicating high dispersion relative to expected return — volatility substantially exceeds the return signal. The magnitude of this value is unusually large in absolute terms, suggesting an unstable or weak relationship between risk and return, often driven by low or near-zero expected returns.
Coefficient Of Variation | = | STDER |
| = | 2589.75 | |
Coefficient Of Variation Peers Comparison
The peer group averages 565.16 for Coefficient Of Variation, with WisdomTree China at 2589.75 falling above that level. Readings span -4842.9488 (iShares MSCI Saudi) to 3146.07 (WisdomTree International High). Relative to peers, WisdomTree China's risk-return efficiency is above the group average.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for WisdomTree China and its peers. Each point represents one equity — position along the horizontal axis shows Coefficient Of Variation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
With Coefficient Of Variation at
2,590 and Maximum Drawdown at
6.17 , WisdomTree China shows a
0.0024 -to-one ratio between these indicators. This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for WisdomTree China. The Coefficient Of Variation to Maximum Drawdown ratio for WisdomTree China ex State Owned comes in at
419.70 Methodology, Assumptions & Data Sources
WisdomTree China's Coefficient Of Variation currently stands at 2589.75. WisdomTree China's Coefficient Of Variation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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