WisdomTree Emerging Markets Local Debt Fund

10-Year Study

ELD.US · · US · ETF

Executive Summary: WisdomTree Emerging Markets Local Debt Fund has compounded at 2.8% annually over the last 10 years, with a maximum drawdown of 24.3% and an annualized volatility of 11.2%.

1Y CAGR
+9.9%
3Y CAGR
+7.4%
5Y CAGR
+1.9%
10Y CAGR
+2.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
24.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.13
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +21.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -9.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.11.3-5.8—————————-2.5%
20252.41.03.51.01.73.2-1.23.22.2-0.31.61.921.8%
2024-1.1-0.70.6-3.01.9-1.21.42.63.3-4.9-0.6-2.5-4.6%
20235.7-3.94.40.2-0.73.63.4-3.0-4.0-0.95.33.814.3%
2022-0.1-4.9-0.6-5.72.7-4.11.50.6-6.0-0.36.61.5-9.3%
2021-2.1-2.4-2.61.82.3-1.0-0.40.4-3.1-1.1-2.91.1-9.7%
2020-1.5-3.0-13.02.08.5-1.03.8-1.3-1.70.65.94.11.8%
20195.0-0.8-0.80.2-0.34.91.1-3.61.23.6-1.63.812.9%
20183.9-1.51.2-3.7-4.5-3.31.8-6.01.3-0.83.40.9-7.5%
20172.41.72.10.81.4-0.11.71.2-0.0-1.80.91.912.7%
2016———2.4-4.65.31.00.01.9-1.1-6.02.30.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 11.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 25.6% of variance. Idiosyncratic stock-specific factors contribute 10.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110240.95729968214
2016-05-019767.748722436598
2016-06-0110282.084185420134
2016-07-0110379.890902660325
2016-08-0110384.4252891805
2016-09-0110586.65892798034
2016-10-0110473.888735223569
2016-11-019841.795254311068
2016-12-0110065.02310269932
2017-01-0110305.844370785855
2017-02-0110479.466030643385
2017-03-0110701.787001727604
2017-04-0110788.66584745417
2017-05-0110936.305472551092
2017-06-0110923.201095507784
2017-07-0111108.88422350898
2017-08-0111246.502854396316
2017-09-0111243.147408371386
2017-10-0111038.64657631146
2017-11-0111132.735096605104
2017-12-0111344.808354153725
2018-01-0111784.915909801985
2018-02-0111610.931499022841
2018-03-0111751.452137283088
2018-04-0111321.95504609204
2018-05-0110817.09645093567
2018-06-0110456.975473503311
2018-07-0110642.93066469572
2018-08-0110003.62750921614
2018-09-0110132.993556636755
2018-10-0110051.87338179081
2018-11-0110395.126441368117
2018-12-0110490.71130921342
2019-01-0111019.82887225273
2019-02-0110927.191355645538
2019-03-0110843.16917342668
2019-04-0110860.082435146938
2019-05-0110824.079406176741
2019-06-0111357.187229353805
2019-07-0111483.469893940699
2019-08-0111065.535488376101
2019-09-0111194.76550420111
2019-10-0111595.423897123837
2019-11-0111412.416057169545
2019-12-0111842.956057260231
2020-01-0111667.611330525038
2020-02-0111322.680547935268
2020-03-019856.350635040832
2020-04-0110052.961634555653
2020-05-0110910.006030734072
2020-06-0110800.183189215415
2020-07-0111206.010782771145
2020-08-0111055.061055514494
2020-09-0110870.058085491322
2020-10-0110934.49171794302
2020-11-0111577.195663312732
2020-12-0112053.6689988528
2021-01-0111800.740918757398
2021-02-0111517.115041920402
2021-03-0111223.332139278216
2021-04-0111422.074300457522
2021-05-0111685.386125684128
2021-06-0111564.499381056241
2021-07-0111518.747421067665
2021-08-0111567.537420024759
2021-09-0111211.996172977779
2021-10-0111085.350757469269
2021-11-0110763.001219749975
2021-12-0110878.446700553648
2022-01-0110871.282369851771
2022-02-0110334.683069054172
2022-03-0110274.602447661844
2022-04-019689.893305885182
2022-05-019951.572751964522
2022-06-019544.974312700364
2022-07-019689.258491772356
2022-08-019743.897849340474
2022-09-019155.153103560855
2022-10-019125.3621841233
2022-11-019730.022626588738
2022-12-019871.72220534423
2023-01-0110438.88327128781
2023-02-0110032.828958406073
2023-03-0110475.702489831638
2023-04-0110499.371987466957
2023-05-0110429.225027999837
2023-06-0110805.760484635231
2023-07-0111177.353459963635
2023-08-0110846.025836934392
2023-09-0110414.805678865678
2023-10-0110323.845885270952
2023-11-0110873.730938572666
2023-12-0111282.641914962114
2024-01-0111158.3997243093
2024-02-0111081.632560522725
2024-03-0111149.194919673344
2024-04-0110811.473811650654
2024-05-0111013.66210658529
2024-06-0110879.807016509701
2024-07-0111029.66849100151
2024-08-0111316.377750672224
2024-09-0111687.154536426993
2024-10-0111113.645329355164
2024-11-0111048.486195060239
2024-12-0110767.716981730957
2025-01-0111024.136539446896
2025-02-0111130.649278805824
2025-03-0111518.611389472062
2025-04-0111628.343543260315
2025-05-0111820.91893877218
2025-06-0112201.399311680125
2025-07-0112054.258469100423
2025-08-0112441.857828845046
2025-09-0112714.918585090032
2025-10-0112674.426513464861
2025-11-0112873.07798691376
2025-12-0113112.22153198783
2026-01-0113388.32032720133
2026-02-0113566.884468365854
2026-03-0112782.435600375447
Annual Return Matrix
YearAnnual Return
20170.1271517450477766
2018-0.07528527748356284
20190.12889924316754486
20200.01779225900812076
2021-0.0974991347788795
2022-0.09254303697219779
20230.14292538629724216
2024-0.04563868437128249
20250.21773460003031997
2026-0.025151034156024266
Total Factor Risk
0.11209848988777608
VTI.US Exposure
0.009112299637266449
VEA.US Exposure
-0.0363037560293001
VWO.US Exposure
0.20268946319574374
QQQ.US Exposure
0.03711410630139265
VTV.US Exposure
0.11632680762401897
IJR.US Exposure
-0.011524761442229862
QUAL.US Exposure
-0.07288774636246871
SHV.US Exposure
0.2557644936410874
TLT.US Exposure
0.05383948365136598
LQD.US Exposure
0.0012743970741578698
HYG.US Exposure
0.11472379832407821
GLD.US Exposure
0.027296483580312895
USO.US Exposure
0.003941626646541412
VNQ.US Exposure
-0.029890817513539746
BTC-USD.CC Exposure
0.0009255038875094074
CPER.US Exposure
-0.006193104868863252
VIX.INDX Exposure
-0.00492303473366729
UUP.US Exposure
0.24244664683113085
TIP.US Exposure
-0.009733799331328348
Idiosyncratic Exposure
0.10600190988679153
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
11.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$66
Avg Yield on Cost
0.66%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$65.750.66%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-3.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
5.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is WisdomTree Emerging Markets Local Debt Fund a high-risk investment?

WisdomTree Emerging Markets Local Debt Fund (ELD.US) has an annualized volatility of 11.2% and experienced a maximum drawdown of 24.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ELD.US?

Over the past 10 years, ELD.US has generated a Compound Annual Growth Rate (CAGR) of 2.8%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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