O vs. CXSE
O (Realty Income Corporation) is a stock, while CXSE (WisdomTree China ex-State-Owned Enterprises Fund) is China Equities fund tracking the WisdomTree China ex-State-Owned Enterprises Index. Over the past 10 years, O returned 4.89%/yr vs 7.47%/yr for CXSE. At a 0.12 correlation, their price movements are largely independent.
Performance
O vs. CXSE - Performance Comparison
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Returns By Period
In the year-to-date period, O achieves a 13.70% return, which is significantly higher than CXSE's -2.88% return. Over the past 10 years, O has underperformed CXSE with an annualized return of 4.89%, while CXSE has yielded a comparatively higher 7.47% annualized return.
O
- 1D
- 1.31%
- 1M
- 3.07%
- YTD
- 13.70%
- 6M
- 11.57%
- 1Y
- 14.88%
- 3Y*
- 6.59%
- 5Y*
- 3.49%
- 10Y*
- 4.89%
CXSE
- 1D
- -0.05%
- 1M
- -3.10%
- YTD
- -2.88%
- 6M
- -4.37%
- 1Y
- 16.59%
- 3Y*
- 8.84%
- 5Y*
- -8.60%
- 10Y*
- 7.47%
O vs. CXSE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 13.70% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
CXSE WisdomTree China ex-State-Owned Enterprises Fund | -2.88% | 37.00% | 8.56% | -18.02% | -29.32% | -23.67% | 59.39% | 37.96% | -28.55% | 81.50% |
Correlation
The correlation between O and CXSE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.12 |
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Return for Risk
O vs. CXSE — Risk / Return Rank
O
CXSE
O vs. CXSE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) 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.
| O | CXSE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.13 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 0.80 | +0.48 |
| Martin ratioReturn relative to average drawdown | 3.12 | 1.63 | +1.48 |
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Drawdowns
O vs. CXSE - Drawdown Comparison
The maximum O drawdown since its inception was -48.45%, smaller than the maximum CXSE drawdown of -70.01%. Use the drawdown chart below to compare losses from any high point for O and CXSE.
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Drawdown Indicators
| O | CXSE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -70.01% | +21.56% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -17.70% | +6.60% |
Max Drawdown (3Y)Largest decline over 3 years | -26.49% | -32.12% | +5.63% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -64.47% | +29.99% |
Max Drawdown (10Y)Largest decline over 10 years | -48.28% | -70.01% | +21.73% |
Current DrawdownCurrent decline from peak | -5.94% | -48.04% | +42.10% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -27.86% | +18.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 8.70% | -4.12% |
Volatility
O vs. CXSE - Volatility Comparison
The current volatility for Realty Income Corporation (O) is 5.29%, while WisdomTree China ex-State-Owned Enterprises Fund (CXSE) has a volatility of 7.13%. This indicates that O experiences smaller price fluctuations and is considered to be less risky than CXSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| O | CXSE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 7.13% | -1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 11.98% | 15.04% | -3.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 21.64% | -5.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.92% | 32.33% | -13.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.64% | 28.69% | -3.05% |
Dividends
O vs. CXSE - Dividend Comparison
O's dividend yield for the trailing twelve months is around 5.16%, more than CXSE's 2.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CXSE WisdomTree China ex-State-Owned Enterprises Fund | 2.06% | 1.95% | 1.70% | 1.71% | 1.55% | 0.86% | 0.54% | 0.96% | 1.49% | 1.24% | 1.39% | 2.50% |
O Realty Income Corporation | 5.16% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
Frequently Asked Questions
O and CXSE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CXSE has higher volatility (7.13%) compared to O (5.29%). In terms of maximum drawdown, O dropped -48.45% vs CXSE's -70.01%.
O currently has the higher Sharpe Ratio (0.88 vs 0.66), 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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