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PPEM vs. XC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PPEM vs. XC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Panagora ESG Emerging Markets Equity ETF - (PPEM) and WisdomTree Emerging Markets ex-China Fund (XC). The values are adjusted to include any dividend payments, if applicable.

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PPEM vs. XC - Yearly Performance Comparison


2026 (YTD)202520242023
PPEM
Putnam Panagora ESG Emerging Markets Equity ETF -
5.27%35.39%7.50%0.11%
XC
WisdomTree Emerging Markets ex-China Fund
-3.53%18.19%5.49%12.96%

Returns By Period

In the year-to-date period, PPEM achieves a 5.27% return, which is significantly higher than XC's -3.53% return.


PPEM

1D
4.09%
1M
-10.61%
YTD
5.27%
6M
8.34%
1Y
38.04%
3Y*
16.98%
5Y*
10Y*

XC

1D
3.04%
1M
-8.43%
YTD
-3.53%
6M
0.10%
1Y
17.84%
3Y*
11.68%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PPEM vs. XC - Expense Ratio Comparison

PPEM has a 0.61% expense ratio, which is higher than XC's 0.32% expense ratio.


Return for Risk

PPEM vs. XC — Risk / Return Rank

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

PPEM
PPEM Risk / Return Rank: 8686
Overall Rank
PPEM Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PPEM Sortino Ratio Rank: 8888
Sortino Ratio Rank
PPEM Omega Ratio Rank: 8787
Omega Ratio Rank
PPEM Calmar Ratio Rank: 8383
Calmar Ratio Rank
PPEM Martin Ratio Rank: 8585
Martin Ratio Rank

XC
XC Risk / Return Rank: 5858
Overall Rank
XC Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
XC Sortino Ratio Rank: 6363
Sortino Ratio Rank
XC Omega Ratio Rank: 5959
Omega Ratio Rank
XC Calmar Ratio Rank: 5555
Calmar Ratio Rank
XC Martin Ratio Rank: 5454
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.

PPEM vs. XC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Panagora ESG Emerging Markets Equity ETF - (PPEM) and WisdomTree Emerging Markets ex-China Fund (XC). 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.


PPEMXCDifference

Sharpe ratio

Return per unit of total volatility

1.81

1.07

+0.75

Sortino ratio

Return per unit of downside risk

2.44

1.59

+0.85

Omega ratio

Gain probability vs. loss probability

1.36

1.22

+0.15

Calmar ratio

Return relative to maximum drawdown

2.41

1.39

+1.01

Martin ratio

Return relative to average drawdown

9.97

5.13

+4.84

PPEM vs. XC - Sharpe Ratio Comparison

The current PPEM Sharpe Ratio is 1.81, which is higher than the XC Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of PPEM and XC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PPEMXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

1.07

+0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.76

+0.07

Correlation

The correlation between PPEM and XC is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PPEM vs. XC - Dividend Comparison

PPEM's dividend yield for the trailing twelve months is around 61.46%, more than XC's 12.42% yield.


TTM2025202420232022
PPEM
Putnam Panagora ESG Emerging Markets Equity ETF -
61.46%6.05%3.27%1.94%0.00%
XC
WisdomTree Emerging Markets ex-China Fund
12.42%11.74%1.49%1.42%0.57%

Drawdowns

PPEM vs. XC - Drawdown Comparison

The maximum PPEM drawdown since its inception was -18.44%, smaller than the maximum XC drawdown of -20.97%. Use the drawdown chart below to compare losses from any high point for PPEM and XC.


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Drawdown Indicators


PPEMXCDifference

Max Drawdown

Largest peak-to-trough decline

-18.44%

-20.97%

+2.53%

Max Drawdown (1Y)

Largest decline over 1 year

-15.28%

-12.47%

-2.81%

Current Drawdown

Current decline from peak

-11.81%

-9.41%

-2.40%

Average Drawdown

Average peak-to-trough decline

-4.29%

-3.99%

-0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

3.39%

+0.30%

Volatility

PPEM vs. XC - Volatility Comparison

Putnam Panagora ESG Emerging Markets Equity ETF - (PPEM) has a higher volatility of 11.49% compared to WisdomTree Emerging Markets ex-China Fund (XC) at 7.82%. This indicates that PPEM's price experiences larger fluctuations and is considered to be riskier than XC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPEMXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.49%

7.82%

+3.67%

Volatility (6M)

Calculated over the trailing 6-month period

16.26%

10.76%

+5.50%

Volatility (1Y)

Calculated over the trailing 1-year period

21.10%

16.80%

+4.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.49%

15.73%

+1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.49%

15.73%

+1.76%