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WisdomTree Emerging Markets ex-China Fund (XC) Sharpe Ratio: 0.69

ETF · Currency in USD · Last updated Jun 3, 2026

XC is a passive ETF by WisdomTree tracking the investment results of the WisdomTree Emerging Markets ex-China Index - Benchmark TR Net. XC launched on Sep 20, 2022 and has a 0.32% expense ratio.

XC's Sharpe Ratio of 0.69 indicates that for each unit of volatility, it generates 0.69 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

XC Sharpe Ratio Rank

XC Sharpe Ratio Rank: 20.320
Below Average

XC ranks above 20.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

XC Sharpe Ratio Market Positioning

The chart shows XC's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.91 or lower
  • Yellow zone (middle 50%): 0.91 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 7.90+
  • Median: 1.77 — half of all investments score higher

How it compares to other similar ETFs

The table compares WisdomTree Emerging Markets ex-China Fund's Sharpe Ratio with other ETFs in the Emerging Markets Diversified category across multiple time periods, showing how XC's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
EMEQNomura Focused Emerging Markets Equity ETF5.37
FRDMFreedom 100 Emerging Markets ETF4.12
EMDMFirst Trust Bloomberg Emerging Market Democracies ETF4.02
HEEMiShares Currency Hedged MSCI Emerging Markets ETF3.75
STXEStrive Emerging Markets Ex-China ETF3.75
PEMXPutnam Emerging Markets Ex-China ETF3.58
DIEMFranklin Emerging Market Core Dividend Tilt Index ETF3.52
FTHFFirst Trust Emerging Markets Human Flourishing ETF3.50
DFEVDimensional Emerging Markets Value ETF3.47
MEMXMatthews Emerging Markets Ex China Active ETF3.39
XCWisdomTree Emerging Markets ex-China Fund0.69

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows XC's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when XC consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does XC fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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