CXSE vs. FLCH
Compare and contrast key facts about WisdomTree China ex-State-Owned Enterprises Fund (CXSE) and Franklin FTSE China ETF (FLCH).
CXSE and FLCH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CXSE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree China ex-State-Owned Enterprises Index. It was launched on Sep 19, 2012. FLCH is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE China RIC Capped Index. It was launched on Nov 2, 2017. Both CXSE and FLCH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CXSE vs. FLCH - Performance Comparison
Loading graphics...
CXSE vs. FLCH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CXSE WisdomTree China ex-State-Owned Enterprises Fund | -5.37% | 37.00% | 8.56% | -18.02% | -29.32% | -23.67% | 59.39% | 37.96% | -28.55% | 2.64% |
FLCH Franklin FTSE China ETF | -5.65% | 32.55% | 18.00% | -11.21% | -22.74% | -20.87% | 30.09% | 24.32% | -19.52% | 0.91% |
Returns By Period
In the year-to-date period, CXSE achieves a -5.37% return, which is significantly higher than FLCH's -5.65% return.
CXSE
- 1D
- 0.30%
- 1M
- -3.35%
- YTD
- -5.37%
- 6M
- -14.60%
- 1Y
- 13.26%
- 3Y*
- 4.84%
- 5Y*
- -9.25%
- 10Y*
- 6.57%
FLCH
- 1D
- 0.29%
- 1M
- -4.32%
- YTD
- -5.65%
- 6M
- -12.56%
- 1Y
- 7.43%
- 3Y*
- 7.60%
- 5Y*
- -4.85%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CXSE vs. FLCH - Expense Ratio Comparison
CXSE has a 0.32% expense ratio, which is higher than FLCH's 0.19% expense ratio.
Return for Risk
CXSE vs. FLCH — Risk / Return Rank
CXSE
FLCH
CXSE vs. FLCH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree China ex-State-Owned Enterprises Fund (CXSE) and Franklin FTSE China ETF (FLCH). 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.
| CXSE | FLCH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 0.32 | +0.21 |
Sortino ratioReturn per unit of downside risk | 0.86 | 0.59 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.08 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 0.45 | +0.32 |
Martin ratioReturn relative to average drawdown | 1.80 | 1.29 | +0.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CXSE | FLCH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 0.32 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.29 | -0.16 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.02 | +0.15 |
Correlation
The correlation between CXSE and FLCH is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CXSE vs. FLCH - Dividend Comparison
CXSE's dividend yield for the trailing twelve months is around 2.12%, less than FLCH's 2.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CXSE WisdomTree China ex-State-Owned Enterprises Fund | 2.12% | 1.95% | 1.70% | 1.71% | 1.55% | 0.86% | 0.54% | 0.96% | 1.49% | 1.24% | 1.39% | 2.50% |
FLCH Franklin FTSE China ETF | 2.50% | 2.36% | 2.87% | 3.47% | 2.69% | 1.48% | 0.91% | 1.98% | 1.92% | 0.01% | 0.00% | 0.00% |
Drawdowns
CXSE vs. FLCH - Drawdown Comparison
The maximum CXSE drawdown since its inception was -70.01%, which is greater than FLCH's maximum drawdown of -62.09%. Use the drawdown chart below to compare losses from any high point for CXSE and FLCH.
Loading graphics...
Drawdown Indicators
| CXSE | FLCH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.01% | -62.09% | -7.92% |
Max Drawdown (1Y)Largest decline over 1 year | -17.70% | -16.65% | -1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -64.47% | -56.06% | -8.41% |
Max Drawdown (10Y)Largest decline over 10 years | -70.01% | — | — |
Current DrawdownCurrent decline from peak | -49.38% | -33.49% | -15.89% |
Average DrawdownAverage peak-to-trough decline | -27.59% | -30.50% | +2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.64% | 6.02% | +1.62% |
Volatility
CXSE vs. FLCH - Volatility Comparison
WisdomTree China ex-State-Owned Enterprises Fund (CXSE) and Franklin FTSE China ETF (FLCH) have volatilities of 6.47% and 6.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CXSE | FLCH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.47% | 6.44% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 15.27% | 13.92% | +1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.92% | 23.03% | +1.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.28% | 29.58% | +2.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.64% | 28.06% | +0.58% |