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CXSE vs. MCSMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CXSE vs. MCSMX - Performance Comparison

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

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CXSE vs. MCSMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%81.50%
MCSMX
Matthews China Small Companies Fund
9.70%28.85%2.82%-17.50%-31.25%6.71%82.73%35.41%-17.65%53.71%

Returns By Period

In the year-to-date period, CXSE achieves a -5.37% return, which is significantly lower than MCSMX's 9.70% return. Over the past 10 years, CXSE has underperformed MCSMX with an annualized return of 6.57%, while MCSMX has yielded a comparatively higher 11.14% annualized 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%

MCSMX

1D
-0.87%
1M
-12.11%
YTD
9.70%
6M
4.86%
1Y
30.70%
3Y*
6.14%
5Y*
-3.15%
10Y*
11.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CXSE vs. MCSMX - Expense Ratio Comparison

CXSE has a 0.32% expense ratio, which is lower than MCSMX's 1.41% expense ratio.


Return for Risk

CXSE vs. MCSMX — 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

MCSMX
MCSMX Risk / Return Rank: 6464
Overall Rank
MCSMX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
MCSMX Sortino Ratio Rank: 7272
Sortino Ratio Rank
MCSMX Omega Ratio Rank: 7171
Omega Ratio Rank
MCSMX Calmar Ratio Rank: 5555
Calmar Ratio Rank
MCSMX Martin Ratio Rank: 4444
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. MCSMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree China ex-State-Owned Enterprises Fund (CXSE) and Matthews China Small Companies Fund (MCSMX). 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.


CXSEMCSMXDifference

Sharpe ratio

Return per unit of total volatility

0.53

1.45

-0.91

Sortino ratio

Return per unit of downside risk

0.86

1.90

-1.04

Omega ratio

Gain probability vs. loss probability

1.12

1.28

-0.16

Calmar ratio

Return relative to maximum drawdown

0.77

1.43

-0.66

Martin ratio

Return relative to average drawdown

1.80

4.89

-3.09

CXSE vs. MCSMX - Sharpe Ratio Comparison

The current CXSE Sharpe Ratio is 0.53, which is lower than the MCSMX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of CXSE and MCSMX, 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


CXSEMCSMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

1.45

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

-0.13

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.51

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.34

-0.16

Correlation

The correlation between CXSE and MCSMX is 0.71, 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. MCSMX - Dividend Comparison

CXSE's dividend yield for the trailing twelve months is around 2.12%, more than MCSMX's 2.03% 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%
MCSMX
Matthews China Small Companies Fund
2.03%2.23%1.35%2.36%1.78%26.38%16.98%1.03%2.25%5.66%4.79%8.88%

Drawdowns

CXSE vs. MCSMX - Drawdown Comparison

The maximum CXSE drawdown since its inception was -70.01%, which is greater than MCSMX's maximum drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for CXSE and MCSMX.


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Drawdown Indicators


CXSEMCSMXDifference

Max Drawdown

Largest peak-to-trough decline

-70.01%

-55.77%

-14.24%

Max Drawdown (1Y)

Largest decline over 1 year

-17.70%

-15.69%

-2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-64.47%

-53.98%

-10.49%

Max Drawdown (10Y)

Largest decline over 10 years

-70.01%

-55.77%

-14.24%

Current Drawdown

Current decline from peak

-49.38%

-25.57%

-23.81%

Average Drawdown

Average peak-to-trough decline

-27.59%

-20.31%

-7.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.64%

5.06%

+2.58%

Volatility

CXSE vs. MCSMX - Volatility Comparison

The current volatility for WisdomTree China ex-State-Owned Enterprises Fund (CXSE) is 6.47%, while Matthews China Small Companies Fund (MCSMX) has a volatility of 8.13%. This indicates that CXSE experiences smaller price fluctuations and is considered to be less risky than MCSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CXSEMCSMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.47%

8.13%

-1.66%

Volatility (6M)

Calculated over the trailing 6-month period

15.27%

14.72%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

24.92%

22.09%

+2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.28%

24.02%

+8.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.64%

21.99%

+6.65%