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KEMX vs. STXE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KEMX vs. STXE - Performance Comparison

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

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Returns By Period

In the year-to-date period, KEMX achieves a 46.93% return, which is significantly lower than STXE's 53.94% return.


KEMX

1D
0.63%
1M
11.91%
YTD
46.93%
6M
49.88%
1Y
82.27%
3Y*
30.89%
5Y*
14.85%
10Y*

STXE

1D
0.43%
1M
13.55%
YTD
53.94%
6M
57.48%
1Y
88.62%
3Y*
31.44%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KEMX vs. STXE - Yearly Performance Comparison


2026 (YTD)202520242023
KEMX
KraneShares MSCI Emerging Markets ex China Index ETF
46.93%38.28%0.36%11.30%
STXE
Strive Emerging Markets Ex-China ETF
53.94%34.23%2.09%12.38%

Correlation

The correlation between KEMX and STXE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2023

0.92

The correlation between KEMX and STXE has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

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Return for Risk

KEMX vs. STXE — Risk / Return Rank

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

KEMX
KEMX Risk / Return Rank: 9191
Overall Rank
KEMX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
KEMX Sortino Ratio Rank: 9090
Sortino Ratio Rank
KEMX Omega Ratio Rank: 9292
Omega Ratio Rank
KEMX Calmar Ratio Rank: 9090
Calmar Ratio Rank
KEMX Martin Ratio Rank: 9191
Martin Ratio Rank

STXE
STXE Risk / Return Rank: 9393
Overall Rank
STXE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
STXE Sortino Ratio Rank: 9191
Sortino Ratio Rank
STXE Omega Ratio Rank: 9393
Omega Ratio Rank
STXE Calmar Ratio Rank: 9393
Calmar Ratio Rank
STXE Martin Ratio Rank: 9393
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.

KEMX vs. STXE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares MSCI Emerging Markets ex China Index ETF (KEMX) 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.


KEMXSTXEDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.59

1.62

-0.03

Calmar ratioReturn relative to maximum drawdown

5.39

6.14

-0.75

Martin ratioReturn relative to average drawdown

20.56

23.88

-3.33

KEMX vs. STXE - Sharpe Ratio Comparison

The current KEMX Sharpe Ratio is 3.37, which is comparable to the STXE Sharpe Ratio of 3.45. The chart below compares the historical Sharpe Ratios of KEMX 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.


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Drawdowns

KEMX vs. STXE - Drawdown Comparison

The maximum KEMX drawdown since its inception was -38.80%, which is greater than STXE's maximum drawdown of -18.92%. Use the drawdown chart below to compare losses from any high point for KEMX and STXE.


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Drawdown Indicators


KEMXSTXEDifference

Max Drawdown

Largest peak-to-trough decline

-38.80%

-18.92%

-19.88%

Max Drawdown (1Y)

Largest decline over 1 year

-15.36%

-14.51%

-0.85%

Max Drawdown (3Y)

Largest decline over 3 years

-19.62%

-18.92%

-0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-30.85%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.82%

-3.72%

-5.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

3.72%

+0.30%

Volatility

KEMX vs. STXE - Volatility Comparison

The current volatility for KraneShares MSCI Emerging Markets ex China Index ETF (KEMX) is 11.91%, while Strive Emerging Markets Ex-China ETF (STXE) has a volatility of 13.76%. This indicates that KEMX 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.


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Volatility by Period


KEMXSTXEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.91%

13.76%

-1.85%

Volatility (6M)

Calculated over the trailing 6-month period

22.38%

23.96%

-1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

24.60%

25.88%

-1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.78%

18.76%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.23%

18.76%

+2.47%

KEMX vs. STXE - Expense Ratio Comparison

KEMX has a 0.25% expense ratio, which is lower than STXE's 0.32% expense ratio.


Dividends

KEMX vs. STXE - Dividend Comparison

KEMX's dividend yield for the trailing twelve months is around 2.23%, more than STXE's 1.75% yield.


PositionTTM2025202420232022202120202019
KEMX
KraneShares MSCI Emerging Markets ex China Index ETF
2.23%3.28%3.39%2.00%4.10%4.79%1.69%2.77%
STXE
Strive Emerging Markets Ex-China ETF
1.75%2.66%3.22%1.08%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, KEMX 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.

STXE has higher volatility (13.76%) compared to KEMX (11.91%). In terms of maximum drawdown, KEMX dropped -38.80% vs STXE's -18.92%.

On 3-year performance, STXE leads with 31.44% vs 30.89% for KEMX. On fees, KEMX is cheaper at 0.25% per year. On volatility, KEMX has been the lower-risk option at 11.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, STXE has performed better with a 31.44% return vs 30.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KEMX is cheaper with a 0.25% expense ratio, compared with 0.32% for STXE.

KEMX has the higher dividend yield at 2.23%, compared with 1.75% for STXE.

KEMX is categorized as Foreign Large Cap Equities, while STXE is Emerging Markets Diversified. KEMX tracks MSCI Emerging Markets ex China Index, while STXE tracks Bloomberg US 1000 Dividend Growth Index - Benchmark TR Gross. They also come from different issuers: CICC and Strive. Their fees differ too: 0.25% for KEMX and 0.32% for STXE.

STXE currently has the higher Sharpe Ratio (3.45 vs 3.37), 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.

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