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

Correlation

The correlation between CXSE and MCHI is 0.87, 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.


-0.50.00.51.00.9

Performance

CXSE vs. MCHI - 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 MSCI China ETF (MCHI). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
6.83%
6.11%
CXSE
MCHI

Key characteristics

Sharpe Ratio

CXSE:

0.33

MCHI:

0.56

Sortino Ratio

CXSE:

0.76

MCHI:

1.05

Omega Ratio

CXSE:

1.09

MCHI:

1.13

Calmar Ratio

CXSE:

0.16

MCHI:

0.30

Martin Ratio

CXSE:

0.88

MCHI:

1.55

Ulcer Index

CXSE:

13.02%

MCHI:

11.59%

Daily Std Dev

CXSE:

34.41%

MCHI:

32.02%

Max Drawdown

CXSE:

-70.01%

MCHI:

-62.84%

Current Drawdown

CXSE:

-62.34%

MCHI:

-49.69%

Returns By Period

In the year-to-date period, CXSE achieves a -3.55% return, which is significantly higher than MCHI's -4.33% return. Over the past 10 years, CXSE has outperformed MCHI with an annualized return of 2.44%, while MCHI has yielded a comparatively lower 0.58% annualized return.


CXSE

YTD

-3.55%

1M

-6.25%

6M

6.83%

1Y

12.37%

5Y*

-7.17%

10Y*

2.44%

MCHI

YTD

-4.33%

1M

-5.25%

6M

6.10%

1Y

18.33%

5Y*

-5.96%

10Y*

0.58%

*Annualized

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. MCHI - Expense Ratio Comparison

CXSE has a 0.32% expense ratio, which is lower than MCHI's 0.59% expense ratio.


MCHI
iShares MSCI China ETF
Expense ratio chart for MCHI: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for CXSE: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%

Risk-Adjusted Performance

CXSE vs. MCHI — 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 2424
Overall Rank
The Sharpe Ratio Rank of CXSE is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of CXSE is 2828
Sortino Ratio Rank
The Omega Ratio Rank of CXSE is 2929
Omega Ratio Rank
The Calmar Ratio Rank of CXSE is 1919
Calmar Ratio Rank
The Martin Ratio Rank of CXSE is 2020
Martin Ratio Rank

MCHI
The Risk-Adjusted Performance Rank of MCHI is 3232
Overall Rank
The Sharpe Ratio Rank of MCHI is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of MCHI is 3636
Sortino Ratio Rank
The Omega Ratio Rank of MCHI is 3838
Omega Ratio Rank
The Calmar Ratio Rank of MCHI is 2525
Calmar Ratio Rank
The Martin Ratio Rank of MCHI is 2727
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. MCHI - 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 MSCI China ETF (MCHI). 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.


Sharpe ratio
The chart of Sharpe ratio for CXSE, currently valued at 0.33, compared to the broader market-1.000.001.002.003.004.005.000.330.56
The chart of Sortino ratio for CXSE, currently valued at 0.76, compared to the broader market-2.000.002.004.006.008.0010.000.761.05
The chart of Omega ratio for CXSE, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.13
The chart of Calmar ratio for CXSE, currently valued at 0.16, compared to the broader market0.005.0010.0015.000.160.30
The chart of Martin ratio for CXSE, currently valued at 0.88, compared to the broader market0.0020.0040.0060.0080.00100.000.881.55
CXSE
MCHI

The current CXSE Sharpe Ratio is 0.33, which is lower than the MCHI Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of CXSE and MCHI, 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 Ratio-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.33
0.56
CXSE
MCHI

Dividends

CXSE vs. MCHI - Dividend Comparison

CXSE's dividend yield for the trailing twelve months is around 1.77%, less than MCHI's 2.41% yield.


TTM20242023202220212020201920182017201620152014
CXSE
WisdomTree China ex-State-Owned Enterprises Fund
1.77%1.70%1.71%1.55%0.86%0.54%0.96%1.49%1.24%1.39%1.02%2.29%
MCHI
iShares MSCI China ETF
2.41%2.31%3.49%2.16%1.04%1.04%1.45%1.60%1.56%1.66%2.76%2.35%

Drawdowns

CXSE vs. MCHI - Drawdown Comparison

The maximum CXSE drawdown since its inception was -70.01%, which is greater than MCHI's maximum drawdown of -62.84%. Use the drawdown chart below to compare losses from any high point for CXSE and MCHI. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%AugustSeptemberOctoberNovemberDecember2025
-62.34%
-49.69%
CXSE
MCHI

Volatility

CXSE vs. MCHI - Volatility Comparison

WisdomTree China ex-State-Owned Enterprises Fund (CXSE) has a higher volatility of 6.13% compared to iShares MSCI China ETF (MCHI) at 5.71%. This indicates that CXSE's price experiences larger fluctuations and is considered to be riskier than MCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
6.13%
5.71%
CXSE
MCHI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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