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DRGN vs. CXSE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRGN vs. CXSE - Performance Comparison

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

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Returns By Period

In the year-to-date period, DRGN achieves a 11.80% return, which is significantly higher than CXSE's -4.16% return.


DRGN

1D
-0.83%
1M
-2.41%
YTD
11.80%
6M
13.27%
1Y
3Y*
5Y*
10Y*

CXSE

1D
-0.29%
1M
-3.14%
YTD
-4.16%
6M
-5.53%
1Y
12.86%
3Y*
10.02%
5Y*
-9.30%
10Y*
7.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRGN vs. CXSE - Yearly Performance Comparison


Correlation

The correlation between DRGN and CXSE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 15, 2025

0.77

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Return for Risk

DRGN vs. CXSE — Risk / Return Rank

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

DRGN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


CXSE
CXSE Risk / Return Rank: 1818
Overall Rank
CXSE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
CXSE Sortino Ratio Rank: 1919
Sortino Ratio Rank
CXSE Omega Ratio Rank: 1919
Omega Ratio Rank
CXSE Calmar Ratio Rank: 1818
Calmar Ratio Rank
CXSE Martin Ratio Rank: 1616
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.

DRGN vs. CXSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes China Generative Artificial Intelligence ETF (DRGN) and WisdomTree China ex-State-Owned Enterprises Fund (CXSE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DRGNCXSEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.12

Calmar ratioReturn relative to maximum drawdown

0.73

Martin ratioReturn relative to average drawdown

1.44

DRGN vs. CXSE - Sharpe Ratio Comparison


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Drawdowns

DRGN vs. CXSE - Drawdown Comparison

The maximum DRGN drawdown since its inception was -20.86%, smaller than the maximum CXSE drawdown of -70.01%. Use the drawdown chart below to compare losses from any high point for DRGN and CXSE.


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Drawdown Indicators


DRGNCXSEDifference

Max Drawdown

Largest peak-to-trough decline

-20.86%

-70.01%

+49.15%

Max Drawdown (1Y)

Largest decline over 1 year

-17.70%

Max Drawdown (3Y)

Largest decline over 3 years

-32.12%

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

-10.84%

-48.73%

+37.89%

Average Drawdown

Average peak-to-trough decline

-8.07%

-27.90%

+19.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.96%

Volatility

DRGN vs. CXSE - Volatility Comparison


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Volatility by Period


DRGNCXSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

Volatility (6M)

Calculated over the trailing 6-month period

15.56%

Volatility (1Y)

Calculated over the trailing 1-year period

35.15%

21.86%

+13.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.15%

32.37%

+2.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.15%

28.73%

+6.42%

DRGN vs. CXSE - Expense Ratio Comparison

DRGN has a 0.39% expense ratio, which is higher than CXSE's 0.32% expense ratio.


Dividends

DRGN vs. CXSE - Dividend Comparison

DRGN's dividend yield for the trailing twelve months is around 1.09%, less than CXSE's 2.09% yield.


PositionTTM20252024202320222021202020192018201720162015
CXSE
WisdomTree China ex-State-Owned Enterprises Fund
2.09%1.95%1.70%1.71%1.55%0.86%0.54%0.96%1.49%1.24%1.39%2.50%
DRGN
Themes China Generative Artificial Intelligence ETF
1.09%1.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DRGN and CXSE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CXSE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CXSE is cheaper with a 0.32% expense ratio, compared with 0.39% for DRGN.

CXSE has the higher dividend yield at 2.09%, compared with 1.09% for DRGN.

DRGN is categorized as Technology Equities, while CXSE is China Equities. DRGN tracks BITA China Generative AI Select Index, while CXSE tracks WisdomTree China ex-State-Owned Enterprises Index. They also come from different issuers: Themes and WisdomTree. Their fees differ too: 0.39% for DRGN and 0.32% for CXSE.

Portfolio Optimizer

Find the right allocation for DRGN and CXSE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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