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CXSE vs. FXI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CXSE and FXI is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

CXSE vs. FXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree China ex-State-Owned Enterprises Fund (CXSE) and iShares China Large-Cap ETF (FXI). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%70.00%December2025FebruaryMarchAprilMay
54.10%
33.09%
CXSE
FXI

Key characteristics

Sharpe Ratio

CXSE:

0.36

FXI:

0.81

Sortino Ratio

CXSE:

0.77

FXI:

1.36

Omega Ratio

CXSE:

1.10

FXI:

1.18

Calmar Ratio

CXSE:

0.19

FXI:

0.56

Martin Ratio

CXSE:

0.78

FXI:

2.46

Ulcer Index

CXSE:

16.34%

FXI:

11.55%

Daily Std Dev

CXSE:

36.06%

FXI:

35.05%

Max Drawdown

CXSE:

-70.01%

FXI:

-72.68%

Current Drawdown

CXSE:

-57.41%

FXI:

-30.85%

Returns By Period

In the year-to-date period, CXSE achieves a 9.07% return, which is significantly lower than FXI's 13.24% return. Over the past 10 years, CXSE has outperformed FXI with an annualized return of 1.90%, while FXI has yielded a comparatively lower -1.38% annualized return.


CXSE

YTD

9.07%

1M

14.11%

6M

1.29%

1Y

14.33%

5Y*

-3.85%

10Y*

1.90%

FXI

YTD

13.24%

1M

14.90%

6M

10.44%

1Y

30.38%

5Y*

-0.27%

10Y*

-1.38%

*Annualized

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CXSE vs. FXI - Expense Ratio Comparison

CXSE has a 0.32% expense ratio, which is lower than FXI's 0.74% expense ratio.


Risk-Adjusted Performance

CXSE vs. FXI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CXSE
The Risk-Adjusted Performance Rank of CXSE is 4444
Overall Rank
The Sharpe Ratio Rank of CXSE is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of CXSE is 5252
Sortino Ratio Rank
The Omega Ratio Rank of CXSE is 5050
Omega Ratio Rank
The Calmar Ratio Rank of CXSE is 3535
Calmar Ratio Rank
The Martin Ratio Rank of CXSE is 3636
Martin Ratio Rank

FXI
The Risk-Adjusted Performance Rank of FXI is 7171
Overall Rank
The Sharpe Ratio Rank of FXI is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of FXI is 7777
Sortino Ratio Rank
The Omega Ratio Rank of FXI is 7575
Omega Ratio Rank
The Calmar Ratio Rank of FXI is 6363
Calmar Ratio Rank
The Martin Ratio Rank of FXI is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CXSE vs. FXI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree China ex-State-Owned Enterprises Fund (CXSE) and iShares China Large-Cap ETF (FXI). 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.


The current CXSE Sharpe Ratio is 0.36, which is lower than the FXI Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of CXSE and FXI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.36
0.81
CXSE
FXI

Dividends

CXSE vs. FXI - Dividend Comparison

CXSE's dividend yield for the trailing twelve months is around 1.56%, which matches FXI's 1.55% yield.


TTM20242023202220212020201920182017201620152014
CXSE
WisdomTree China ex-State-Owned Enterprises Fund
1.56%1.70%1.71%1.55%0.86%0.54%0.96%1.49%1.24%1.39%1.02%2.29%
FXI
iShares China Large-Cap ETF
1.55%1.76%3.17%2.61%1.60%2.19%2.74%2.69%2.31%2.69%2.90%2.51%

Drawdowns

CXSE vs. FXI - Drawdown Comparison

The maximum CXSE drawdown since its inception was -70.01%, roughly equal to the maximum FXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for CXSE and FXI. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%December2025FebruaryMarchAprilMay
-57.41%
-30.85%
CXSE
FXI

Volatility

CXSE vs. FXI - Volatility Comparison

The current volatility for WisdomTree China ex-State-Owned Enterprises Fund (CXSE) is 9.26%, while iShares China Large-Cap ETF (FXI) has a volatility of 9.97%. This indicates that CXSE experiences smaller price fluctuations and is considered to be less risky than FXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
9.26%
9.97%
CXSE
FXI