RSEE vs. WEX

Last updated Apr 1, 2026

Compare and contrast key facts about Rareview Systematic Equity ETF (RSEE) and WEX Inc. (WEX).

RSEE is an actively managed fund by Rareview Funds. It was launched on Jan 20, 2022.

Performance

RSEE vs. WEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rareview Systematic Equity ETF (RSEE) and WEX Inc. (WEX). The values are adjusted to include any dividend payments, if applicable.

RSEE vs. WEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
RSEE Rareview Systematic Equity ETF	-4.66%	20.54%	18.54%	10.21%	-1.61%
WEX WEX Inc.	2.73%	-15.02%	-9.88%	18.88%	8.09%

Returns By Period

In the year-to-date period, RSEE achieves a -4.66% return, which is significantly lower than WEX's 2.73% return.

RSEE

• 1D: 2.50%
• 1M: -9.62%
• YTD: -4.66%
• 6M: -1.29%
• 1Y: 18.64%
• 3Y*: 12.76%
• 5Y*: —
• 10Y*: —

WEX

• 1D: -0.22%
• 1M: 2.58%
• YTD: 2.73%
• 6M: -2.85%
• 1Y: -2.53%
• 3Y*: -5.94%
• 5Y*: -6.70%
• 10Y*: 6.15%

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

Return for Risk

RSEE vs. WEX — Risk / Return Rank

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

RSEE

RSEE Risk / Return Rank: 48
RSEE Sharpe Ratio Rank: 43
RSEE Sortino Ratio Rank: 47
RSEE Omega Ratio Rank: 47
RSEE Calmar Ratio Rank: 49
RSEE Martin Ratio Rank: 55

WEX

WEX Risk / Return Rank: 38
WEX Sharpe Ratio Rank: 39
WEX Sortino Ratio Rank: 35
WEX Omega Ratio Rank: 35
WEX Calmar Ratio Rank: 41
WEX Martin Ratio Rank: 40

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.

RSEE vs. WEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rareview Systematic Equity ETF (RSEE) and WEX Inc. (WEX). 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.

	RSEE	WEX	Difference
Sharpe ratio Return per unit of total volatility	0.80	-0.06	+0.86
Sortino ratio Return per unit of downside risk	1.29	0.22	+1.07
Omega ratio Gain probability vs. loss probability	1.18	1.03	+0.16
Calmar ratio Return relative to maximum drawdown	1.26	-0.03	+1.29
Martin ratio Return relative to average drawdown	5.44	-0.07	+5.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RSEE vs. WEX - Sharpe Ratio Comparison

The current RSEE Sharpe Ratio is 0.80, which is higher than the WEX Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of RSEE and WEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RSEE	WEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.80	-0.06	+0.86
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.19	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.16	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.28	+0.24

Correlation

The correlation between RSEE and WEX is 0.48, 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.

Dividends

RSEE vs. WEX - Dividend Comparison

RSEE's dividend yield for the trailing twelve months is around 0.25%, while WEX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022
RSEE Rareview Systematic Equity ETF	0.25%	0.24%	9.02%	0.84%	1.97%
WEX WEX Inc.	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

RSEE vs. WEX - Drawdown Comparison

The maximum RSEE drawdown since its inception was -21.60%, smaller than the maximum WEX drawdown of -78.96%. Use the drawdown chart below to compare losses from any high point for RSEE and WEX.

Drawdown Indicators

	RSEE	WEX	Difference
Max Drawdown Largest peak-to-trough decline	-21.60%	-78.96%	+57.36%
Max Drawdown (1Y) Largest decline over 1 year	-14.97%	-29.87%	+14.90%
Max Drawdown (5Y) Largest decline over 5 years	—	-53.15%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-64.60%	—
Current Drawdown Current decline from peak	-10.71%	-36.82%	+26.11%
Average Drawdown Average peak-to-trough decline	-3.86%	-17.32%	+13.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.47%	13.22%	-9.75%

Volatility

RSEE vs. WEX - Volatility Comparison

The current volatility for Rareview Systematic Equity ETF (RSEE) is 8.01%, while WEX Inc. (WEX) has a volatility of 10.94%. This indicates that RSEE experiences smaller price fluctuations and is considered to be less risky than WEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSEE	WEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.01%	10.94%	-2.93%
Volatility (6M) Calculated over the trailing 6-month period	13.69%	25.30%	-11.61%
Volatility (1Y) Calculated over the trailing 1-year period	23.46%	42.64%	-19.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.95%	35.67%	-16.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.95%	39.68%	-20.73%