BREE vs. XC
BREE (MFS Blended Research Emerging Markets Equity ETF) and XC (WisdomTree Emerging Markets ex-China Fund) are both Emerging Markets Equities funds. BREE is actively managed, while XC is passively managed. Their 0.71 correlation means they have sometimes moved together and sometimes differently. BREE charges 0.44%/yr vs 0.32%/yr for XC.
Performance
BREE vs. XC - Performance Comparison
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Returns By Period
BREE
- 1D
- 2.34%
- 1M
- 1.84%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
XC
- 1D
- 0.89%
- 1M
- 2.71%
- 6M
- -3.81%
- YTD
- 1.61%
- 1Y
- 8.61%
- 3Y*
- 10.67%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.21%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $17.87K | $21.55K | $47.37K | |
| $548.38K | $467.18K | $563.75K |
BREE vs. XC - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
BREE MFS Blended Research Emerging Markets Equity ETF | 8.95% |
XC WisdomTree Emerging Markets ex-China Fund | 1.26% |
Correlation
The correlation between BREE and XC is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 5, 2026 | 0.71 |
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Return for Risk
BREE vs. XC — Risk / Return Rank
BREE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XC
BREE vs. XC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Emerging Markets Equity ETF (BREE) and WisdomTree Emerging Markets ex-China Fund (XC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BREE | XC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.11 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.69 | — |
| Martin ratioReturn relative to average drawdown | — | 1.67 | — |
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Drawdowns
BREE vs. XC - Drawdown Comparison
The maximum BREE drawdown since its inception was -12.97%, smaller than the maximum XC drawdown of -20.97%. Use the drawdown chart below to compare losses from any high point for BREE and XC.
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Drawdown Indicators
| BREE | XC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.97% | -20.97% | +8.00% |
Max Drawdown (1Y)Largest decline over 1 year | — | -12.47% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.97% | — |
Current DrawdownCurrent decline from peak | -5.71% | -4.58% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -4.76% | -4.26% | -0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.16% | — |
Volatility
BREE vs. XC - Volatility Comparison
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Volatility by Period
| BREE | XC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.10% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 13.25% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 32.85% | 15.00% | +17.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.85% | 15.83% | +17.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.85% | 15.83% | +17.02% |
BREE vs. XC - Expense Ratio Comparison
BREE has a 0.44% expense ratio, which is higher than XC's 0.32% expense ratio.
Dividends
BREE vs. XC - Dividend Comparison
BREE has not paid dividends to shareholders, while XC's dividend yield for the trailing twelve months is around 11.83%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
BREE MFS Blended Research Emerging Markets Equity ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XC WisdomTree Emerging Markets ex-China Fund | 11.83% | 11.74% | 1.49% | 1.42% | 0.57% |
Frequently Asked Questions
BREE and XC have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XC is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XC is cheaper with a 0.32% expense ratio, compared with 0.44% for BREE.
XC has the higher dividend yield at 11.83%, compared with 0.00% for BREE.
They also come from different issuers: MFS and WisdomTree. Their fees differ too: 0.44% for BREE and 0.32% for XC.
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