ECON vs. STXE

Last updated Aug 2, 2026

ECON (Columbia Emerging Markets Consumer ETF) and STXE (Strive Emerging Markets Ex-China ETF) are both Emerging Markets Equities funds - ECON tracks the Dow Jones Emerging Markets Consumer Titans Index while STXE tracks the Bloomberg US 1000 Dividend Growth Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, ECON returned 17.39%/yr vs 23.32%/yr for STXE. Their 0.79 correlation means they have sometimes moved together and sometimes differently. ECON charges 0.49%/yr vs 0.32%/yr for STXE.

Performance

ECON vs. STXE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Emerging Markets Consumer ETF (ECON) and Strive Emerging Markets Ex-China ETF (STXE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ECON achieves a 22.39% return, which is significantly lower than STXE's 31.48% return.

ECON

• 1D: 0.79%
• 1M: -3.33%
• 6M: 12.59%
• YTD: 22.39%
• 1Y: 41.96%
• 3Y*: 17.39%
• 5Y*: 7.12%
• 10Y*: 4.44%
• ALL TIME*: 4.32%

STXE

• 1D: 2.93%
• 1M: -5.07%
• 6M: 18.30%
• YTD: 31.48%
• 1Y: 56.34%
• 3Y*: 23.32%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 22.35%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ECON Columbia Emerging Markets Consumer ETF	$293.78K	$337.49K	$633.44K
STXE Strive Emerging Markets Ex-China ETF	$412.67K	$566.81K	$571.67K

ECON vs. STXE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ECON Columbia Emerging Markets Consumer ETF	22.39%	34.15%	0.22%	-1.67%
STXE Strive Emerging Markets Ex-China ETF	31.48%	34.23%	2.09%	12.38%

Correlation

The correlation between ECON and STXE is 0.92, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.92
Correlation (3Y) Balances recent behavior with more history.	0.81
Correlation (All Time) Calculated using the full available price history since Jan 31, 2023	0.79

The correlation between ECON and STXE shifts across timeframes, from 0.79 (all time) to 0.92 (1 year), reflecting how their relationship changes across market environments.

ECON vs. STXE - Sectors Allocation Comparison

Sectors	ECON	STXE
Technology	43.6%	40.3%
Financial Services	21.9%	15.7%
Industrials	6.4%	5.0%
Consumer Cyclical	5.9%	1.4%
Communication Services	5.3%	3.2%
Basic Materials	5.0%	6.2%
Energy	3.2%	3.5%
Healthcare	3.0%	0.6%
Consumer Defensive	2.9%	1.7%
Utilities	1.9%	1.1%
Real Estate	1.0%	0.4%

Return for Risk

ECON vs. STXE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ECON

ECON Risk / Return Rank: 70
ECON Sharpe Ratio Rank: 70
ECON Sortino Ratio Rank: 66
ECON Omega Ratio Rank: 72
ECON Calmar Ratio Rank: 73
ECON Martin Ratio Rank: 67

STXE

STXE Risk / Return Rank: 79
STXE Sharpe Ratio Rank: 81
STXE Sortino Ratio Rank: 74
STXE Omega Ratio Rank: 81
STXE Calmar Ratio Rank: 77
STXE Martin Ratio Rank: 79

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ECON vs. STXE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Emerging Markets Consumer ETF (ECON) and Strive Emerging Markets Ex-China ETF (STXE). 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.

	ECON	STXE	Difference
Sharpe ratio: Return per unit of total volatility	1.61	1.86	-0.26
Sortino ratio: Return per unit of downside risk	2.19	2.40	-0.21
Omega ratio: Gain probability vs. loss probability	1.30	1.34	-0.04
Calmar ratio: Return relative to maximum drawdown	2.55	2.73	-0.18
Martin ratio: Return relative to average drawdown	8.12	10.29	-2.17

ECON vs. STXE - Sharpe Ratio Comparison

The current ECON Sharpe Ratio is 1.61, which is comparable to the STXE Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of ECON and STXE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ECON vs. STXE - Drawdown Comparison

The maximum ECON drawdown since its inception was -45.37%, which is greater than STXE's maximum drawdown of -20.38%. Use the drawdown chart below to compare losses from any high point for ECON and STXE.

Drawdown Indicators

	ECON	STXE	Difference
Max Drawdown Largest peak-to-trough decline	-45.37%	-20.38%	-24.99%
Max Drawdown (1Y) Largest decline over 1 year	-16.13%	-20.38%	+4.25%
Max Drawdown (3Y) Largest decline over 3 years	-16.37%	-20.38%	+4.01%
Max Drawdown (5Y) Largest decline over 5 years	-33.93%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-45.37%	—	—
Current Drawdown Current decline from peak	-11.91%	-14.59%	+2.68%
Average Drawdown Average peak-to-trough decline	-16.55%	-3.95%	-12.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.04%	5.39%	-0.35%

Volatility

ECON vs. STXE - Volatility Comparison

The current volatility for Columbia Emerging Markets Consumer ETF (ECON) is 10.05%, while Strive Emerging Markets Ex-China ETF (STXE) has a volatility of 13.05%. This indicates that ECON experiences smaller price fluctuations and is considered to be less risky than STXE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ECON	STXE	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.05%	13.05%	-3.00%
Volatility (6M) Calculated over the trailing 6-month period	23.43%	28.09%	-4.66%
Volatility (1Y) Calculated over the trailing 1-year period	25.54%	29.83%	-4.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.16%	20.17%	+0.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.33%	20.17%	+1.16%

ECON vs. STXE - Expense Ratio Comparison

ECON has a 0.49% expense ratio, which is higher than STXE's 0.32% expense ratio.

Dividends

ECON vs. STXE - Dividend Comparison

ECON's dividend yield for the trailing twelve months is around 1.45%, less than STXE's 1.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ECON Columbia Emerging Markets Consumer ETF	1.45%	1.77%	0.76%	1.57%	2.06%	1.08%	0.63%	1.68%	0.98%	0.35%	0.74%	1.10%
STXE Strive Emerging Markets Ex-China ETF	1.91%	2.66%	3.22%	1.08%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ECON and STXE in my portfolio?

With a correlation of 0.92, ECON and STXE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, ECON or STXE?

STXE has higher volatility (13.05%) compared to ECON (10.05%). In terms of maximum drawdown, ECON dropped -45.37% vs STXE's -20.38%.

Which ETF is better, ECON or STXE?

On 3-year performance, STXE leads with 23.32% vs 17.39% for ECON. On fees, STXE is cheaper at 0.32% per year. On volatility, ECON has been the lower-risk option at 10.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ECON or STXE?

Over the 3-year period, STXE has performed better with a 23.32% return vs 17.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ECON or STXE?

STXE is cheaper with a 0.32% expense ratio, compared with 0.49% for ECON.

Which ETF pays a higher dividend yield, ECON or STXE?

STXE has the higher dividend yield at 1.91%, compared with 1.45% for ECON.

What is the main difference between ECON and STXE?

ECON tracks Dow Jones Emerging Markets Consumer Titans Index, while STXE tracks Bloomberg US 1000 Dividend Growth Index - Benchmark TR Gross. They also come from different issuers: Ameriprise Financial and Strive. Their fees differ too: 0.49% for ECON and 0.32% for STXE.

Which has better risk-adjusted returns?

STXE currently has the higher Sharpe Ratio (1.86 vs 1.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.