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CXSE vs. GDE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CXSE vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree China ex-State-Owned Enterprises Fund (CXSE) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

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CXSE vs. GDE - Yearly Performance Comparison


2026 (YTD)2025202420232022
CXSE
WisdomTree China ex-State-Owned Enterprises Fund
-5.37%37.00%8.56%-18.02%-12.96%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
3.73%73.76%44.79%33.85%-18.67%

Returns By Period

In the year-to-date period, CXSE achieves a -5.37% return, which is significantly lower than GDE's 3.73% 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%

GDE

1D
1.62%
1M
-13.97%
YTD
3.73%
6M
15.80%
1Y
62.68%
3Y*
44.97%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CXSE vs. GDE - Expense Ratio Comparison

CXSE has a 0.32% expense ratio, which is higher than GDE's 0.20% expense ratio.


Return for Risk

CXSE vs. GDE — Risk / Return Rank

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

CXSE
CXSE Risk / Return Rank: 2727
Overall Rank
CXSE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CXSE Sortino Ratio Rank: 2828
Sortino Ratio Rank
CXSE Omega Ratio Rank: 2828
Omega Ratio Rank
CXSE Calmar Ratio Rank: 3030
Calmar Ratio Rank
CXSE Martin Ratio Rank: 2424
Martin Ratio Rank

GDE
GDE Risk / Return Rank: 8888
Overall Rank
GDE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GDE Sortino Ratio Rank: 8888
Sortino Ratio Rank
GDE Omega Ratio Rank: 8888
Omega Ratio Rank
GDE Calmar Ratio Rank: 8787
Calmar Ratio Rank
GDE Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CXSE vs. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree China ex-State-Owned Enterprises Fund (CXSE) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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.


CXSEGDEDifference

Sharpe ratio

Return per unit of total volatility

0.53

1.95

-1.42

Sortino ratio

Return per unit of downside risk

0.86

2.47

-1.61

Omega ratio

Gain probability vs. loss probability

1.12

1.37

-0.25

Calmar ratio

Return relative to maximum drawdown

0.77

2.77

-2.01

Martin ratio

Return relative to average drawdown

1.80

10.77

-8.97

CXSE vs. GDE - Sharpe Ratio Comparison

The current CXSE Sharpe Ratio is 0.53, which is lower than the GDE Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of CXSE and GDE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CXSEGDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

1.95

-1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

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

1.13

-0.96

Correlation

The correlation between CXSE and GDE is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CXSE vs. GDE - Dividend Comparison

CXSE's dividend yield for the trailing twelve months is around 2.12%, less than GDE's 4.16% yield.


TTM20252024202320222021202020192018201720162015
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%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
4.16%4.32%7.14%2.22%0.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CXSE vs. GDE - Drawdown Comparison

The maximum CXSE drawdown since its inception was -70.01%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for CXSE and GDE.


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Drawdown Indicators


CXSEGDEDifference

Max Drawdown

Largest peak-to-trough decline

-70.01%

-32.01%

-38.00%

Max Drawdown (1Y)

Largest decline over 1 year

-17.70%

-22.66%

+4.96%

Max Drawdown (5Y)

Largest decline over 5 years

-64.47%

Max Drawdown (10Y)

Largest decline over 10 years

-70.01%

Current Drawdown

Current decline from peak

-49.38%

-16.07%

-33.31%

Average Drawdown

Average peak-to-trough decline

-27.59%

-7.75%

-19.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.64%

5.84%

+1.80%

Volatility

CXSE vs. GDE - Volatility Comparison

The current volatility for WisdomTree China ex-State-Owned Enterprises Fund (CXSE) is 6.47%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 12.02%. This indicates that CXSE experiences smaller price fluctuations and is considered to be less risky than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CXSEGDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.47%

12.02%

-5.55%

Volatility (6M)

Calculated over the trailing 6-month period

15.27%

25.26%

-9.99%

Volatility (1Y)

Calculated over the trailing 1-year period

24.92%

32.25%

-7.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.28%

26.19%

+6.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.64%

26.19%

+2.45%