RWEM vs. VEXC
RWEM (Rayliant Wilshire NxtGen Emerging Markets Equity ETF) and VEXC (Vanguard Emerging Markets Ex-China ETF) are both Emerging Markets Equities funds - RWEM tracks the FT Wilshire Emerging Large NxtGen Index while VEXC tracks the FTSE Emerging ex China Index. Both are passively managed. Their 0.44 correlation means their historical movements had little consistent relationship. RWEM charges 0.52%/yr vs 0.07%/yr for VEXC.
Performance
RWEM vs. VEXC - Performance Comparison
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Returns By Period
In the year-to-date period, RWEM achieves a 18.79% return, which is significantly higher than VEXC's 17.29% return.
RWEM
- 1D
- 4.75%
- 1M
- 2.58%
- 6M
- 12.70%
- YTD
- 18.79%
- 1Y
- 37.77%
- 3Y*
- 19.87%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 10.53%
VEXC
- 1D
- 1.25%
- 1M
- -2.53%
- 6M
- 11.04%
- YTD
- 17.29%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $318.11K | $309.19K | $568.12K | |
| $2.10M | $2.14M | $2.87M |
RWEM vs. VEXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RWEM Rayliant Wilshire NxtGen Emerging Markets Equity ETF | 18.79% | 7.62% |
VEXC Vanguard Emerging Markets Ex-China ETF | 17.29% | 4.50% |
Correlation
The correlation between RWEM and VEXC is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 2, 2025 | 0.44 |
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Return for Risk
RWEM vs. VEXC — Risk / Return Rank
RWEM
VEXC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
RWEM vs. VEXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rayliant Wilshire NxtGen Emerging Markets Equity ETF (RWEM) and Vanguard Emerging Markets Ex-China ETF (VEXC). 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.
| RWEM | VEXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.20 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | — | — |
| Martin ratioReturn relative to average drawdown | 6.05 | — | — |
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Drawdowns
RWEM vs. VEXC - Drawdown Comparison
The maximum RWEM drawdown since its inception was -26.92%, which is greater than VEXC's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for RWEM and VEXC.
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Drawdown Indicators
| RWEM | VEXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.92% | -12.42% | -14.50% |
Max Drawdown (1Y)Largest decline over 1 year | -15.39% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -22.56% | — | — |
Current DrawdownCurrent decline from peak | -8.26% | -6.04% | -2.22% |
Average DrawdownAverage peak-to-trough decline | -9.58% | -2.61% | -6.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.93% | — | — |
Volatility
RWEM vs. VEXC - Volatility Comparison
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Volatility by Period
| RWEM | VEXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.80% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 31.65% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 37.25% | 20.44% | +16.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.91% | 20.44% | +2.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.91% | 20.44% | +2.47% |
RWEM vs. VEXC - Expense Ratio Comparison
RWEM has a 0.52% expense ratio, which is higher than VEXC's 0.07% expense ratio.
Dividends
RWEM vs. VEXC - Dividend Comparison
RWEM's dividend yield for the trailing twelve months is around 1.81%, more than VEXC's 1.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
RWEM Rayliant Wilshire NxtGen Emerging Markets Equity ETF | 1.81% | 2.15% | 3.59% | 1.60% | 5.59% | 0.39% |
VEXC Vanguard Emerging Markets Ex-China ETF | 1.47% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RWEM and VEXC have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VEXC is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VEXC is cheaper with a 0.07% expense ratio, compared with 0.52% for RWEM.
RWEM has the higher dividend yield at 1.81%, compared with 1.47% for VEXC.
RWEM tracks FT Wilshire Emerging Large NxtGen Index, while VEXC tracks FTSE Emerging ex China Index. They also come from different issuers: Rayliant and Vanguard. Their fees differ too: 0.52% for RWEM and 0.07% for VEXC.
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