ETHO vs. XSOE
Compare and contrast key facts about Etho Climate Leadership U.S. ETF (ETHO) and WisdomTree Emerging Markets ex-State-Owned Enterprises Fund (XSOE).
ETHO and XSOE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ETHO is a passively managed fund by ETFMG that tracks the performance of the Etho Climate Leadership Index. It was launched on Nov 18, 2015. XSOE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Emerging Markets ex-State-Owned Enterprises Index. It was launched on Dec 10, 2014. Both ETHO and XSOE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ETHO or XSOE.
Key characteristics
| ETHO | XSOE | |
|---|---|---|
| YTD Return | 12.93% | 13.12% |
| 1Y Return | 28.94% | 20.89% |
| 3Y Return (Ann) | -0.47% | -3.63% |
| 5Y Return (Ann) | 9.84% | 3.48% |
| Sharpe Ratio | 1.77 | 1.32 |
| Sortino Ratio | 2.49 | 1.95 |
| Omega Ratio | 1.32 | 1.24 |
| Calmar Ratio | 1.16 | 0.55 |
| Martin Ratio | 8.76 | 6.92 |
| Ulcer Index | 3.34% | 2.97% |
| Daily Std Dev | 16.54% | 15.56% |
| Max Drawdown | -36.67% | -45.23% |
| Current Drawdown | -2.38% | -23.35% |
Correlation
The correlation between ETHO and XSOE is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ETHO vs. XSOE - Performance Comparison
The year-to-date returns for both investments are quite close, with ETHO having a 12.93% return and XSOE slightly higher at 13.12%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ETHO vs. XSOE - Expense Ratio Comparison
ETHO has a 0.48% expense ratio, which is higher than XSOE's 0.32% expense ratio.
Risk-Adjusted Performance
ETHO vs. XSOE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Etho Climate Leadership U.S. ETF (ETHO) and WisdomTree Emerging Markets ex-State-Owned Enterprises Fund (XSOE). 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.
Dividends
ETHO vs. XSOE - Dividend Comparison
ETHO's dividend yield for the trailing twelve months is around 1.12%, less than XSOE's 1.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
ETHO Etho Climate Leadership U.S. ETF | 1.12% | 1.55% | 1.09% | 0.67% | 0.75% | 0.82% | 0.91% | 0.81% | 1.17% | 0.00% | 0.00% |
XSOE WisdomTree Emerging Markets ex-State-Owned Enterprises Fund | 1.50% | 1.78% | 2.53% | 1.36% | 1.02% | 2.01% | 1.56% | 0.65% | 1.43% | 3.94% | 0.21% |
Drawdowns
ETHO vs. XSOE - Drawdown Comparison
The maximum ETHO drawdown since its inception was -36.67%, smaller than the maximum XSOE drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for ETHO and XSOE. For additional features, visit the drawdowns tool.
Volatility
ETHO vs. XSOE - Volatility Comparison
Etho Climate Leadership U.S. ETF (ETHO) has a higher volatility of 5.06% compared to WisdomTree Emerging Markets ex-State-Owned Enterprises Fund (XSOE) at 3.55%. This indicates that ETHO's price experiences larger fluctuations and is considered to be riskier than XSOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.