STSEX vs. WBREOX
STSEX (BlackRock Exchange Portfolio) and WBREOX (CIT: BlackRock Equity Index Fund Class 1) are both Large Cap Blend Equities funds from BlackRock. Over the past year, STSEX returned 6.31% vs 21.85% for WBREOX. At a 0.47 correlation, their price movements are largely independent. STSEX charges 0.81%/yr vs 0.02%/yr for WBREOX.
Performance
STSEX vs. WBREOX - Performance Comparison
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Returns By Period
In the year-to-date period, STSEX achieves a -0.18% return, which is significantly lower than WBREOX's 10.88% return.
STSEX
- 1D
- 0.74%
- 1M
- 0.84%
- 6M
- -0.06%
- YTD
- -0.18%
- 1Y
- 6.31%
- 3Y*
- 13.69%
- 5Y*
- 11.57%
- 10Y*
- 13.20%
WBREOX
- 1D
- 0.38%
- 1M
- 0.49%
- 6M
- 9.25%
- YTD
- 10.88%
- 1Y
- 21.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
STSEX vs. WBREOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
STSEX BlackRock Exchange Portfolio | -0.18% | 19.86% |
WBREOX CIT: BlackRock Equity Index Fund Class 1 | 10.88% | 16.64% |
Correlation
The correlation between STSEX and WBREOX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2025 | 0.47 |
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Return for Risk
STSEX vs. WBREOX — Risk / Return Rank
STSEX
WBREOX
STSEX vs. WBREOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Exchange Portfolio (STSEX) and CIT: BlackRock Equity Index Fund Class 1 (WBREOX). 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.
| STSEX | WBREOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.34 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | 2.75 | -1.98 |
| Martin ratioReturn relative to average drawdown | 2.25 | 11.78 | -9.54 |
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Drawdowns
STSEX vs. WBREOX - Drawdown Comparison
The maximum STSEX drawdown since its inception was -49.89%, which is greater than WBREOX's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for STSEX and WBREOX.
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Drawdown Indicators
| STSEX | WBREOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.89% | -19.07% | -30.82% |
Max Drawdown (1Y)Largest decline over 1 year | -8.61% | -8.89% | +0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -11.40% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.57% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.28% | — | — |
Current DrawdownCurrent decline from peak | -1.74% | -0.74% | -1.00% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -2.54% | -4.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 1.97% | +0.96% |
Volatility
STSEX vs. WBREOX - Volatility Comparison
BlackRock Exchange Portfolio (STSEX) has a higher volatility of 4.27% compared to CIT: BlackRock Equity Index Fund Class 1 (WBREOX) at 3.62%. This indicates that STSEX's price experiences larger fluctuations and is considered to be riskier than WBREOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STSEX | WBREOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 3.62% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 8.64% | 9.92% | -1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.70% | 12.88% | -2.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.43% | 18.37% | -3.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.68% | 18.37% | -1.69% |
STSEX vs. WBREOX - Expense Ratio Comparison
STSEX has a 0.81% expense ratio, which is higher than WBREOX's 0.02% expense ratio.
Dividends
STSEX vs. WBREOX - Dividend Comparison
STSEX's dividend yield for the trailing twelve months is around 0.91%, while WBREOX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STSEX BlackRock Exchange Portfolio | 0.91% | 0.90% | 0.93% | 1.07% | 1.22% | 1.01% | 1.33% | 1.40% | 1.73% | 1.67% | 1.95% | 1.94% |
WBREOX CIT: BlackRock Equity Index Fund Class 1 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
STSEX and WBREOX 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.
STSEX has higher volatility (4.27%) compared to WBREOX (3.62%). In terms of maximum drawdown, STSEX dropped -49.89% vs WBREOX's -19.07%.
WBREOX currently has the higher Sharpe Ratio (1.90 vs 0.62), 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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