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STXE vs. EWS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STXE vs. EWS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive Emerging Markets Ex-China ETF (STXE) and iShares MSCI Singapore ETF (EWS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STXE achieves a 53.94% return, which is significantly higher than EWS's 10.24% return.


STXE

1D
0.43%
1M
13.55%
YTD
53.94%
6M
57.48%
1Y
88.62%
3Y*
31.44%
5Y*
10Y*

EWS

1D
0.00%
1M
2.91%
YTD
10.24%
6M
10.76%
1Y
23.81%
3Y*
22.84%
5Y*
10.58%
10Y*
8.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STXE vs. EWS - Yearly Performance Comparison


2026 (YTD)202520242023
STXE
Strive Emerging Markets Ex-China ETF
53.94%34.23%2.09%12.38%
EWS
iShares MSCI Singapore ETF
10.24%31.35%22.10%-1.35%

Correlation

The correlation between STXE and EWS is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2023

0.61

The correlation between STXE and EWS has been stable across timeframes, ranging from 0.58 to 0.61 - a consistent structural relationship.

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Return for Risk

STXE vs. EWS — Risk / Return Rank

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

STXE
STXE Risk / Return Rank: 9393
Overall Rank
STXE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
STXE Sortino Ratio Rank: 9191
Sortino Ratio Rank
STXE Omega Ratio Rank: 9393
Omega Ratio Rank
STXE Calmar Ratio Rank: 9393
Calmar Ratio Rank
STXE Martin Ratio Rank: 9393
Martin Ratio Rank

EWS
EWS Risk / Return Rank: 4949
Overall Rank
EWS Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
EWS Sortino Ratio Rank: 4646
Sortino Ratio Rank
EWS Omega Ratio Rank: 4545
Omega Ratio Rank
EWS Calmar Ratio Rank: 6464
Calmar Ratio Rank
EWS Martin Ratio Rank: 4646
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.

STXE vs. EWS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive Emerging Markets Ex-China ETF (STXE) and iShares MSCI Singapore ETF (EWS). 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.


STXEEWSDifference
Sharpe ratioReturn per unit of total volatility

+1.88

Sortino ratioReturn per unit of downside risk

+1.83

Omega ratioGain probability vs. loss probability

1.62

1.28

+0.34

Calmar ratioReturn relative to maximum drawdown

6.14

3.06

+3.08

Martin ratioReturn relative to average drawdown

23.88

7.38

+16.50

STXE vs. EWS - Sharpe Ratio Comparison

The current STXE Sharpe Ratio is 3.45, which is higher than the EWS Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of STXE and EWS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

STXE vs. EWS - Drawdown Comparison

The maximum STXE drawdown since its inception was -18.92%, smaller than the maximum EWS drawdown of -75.13%. Use the drawdown chart below to compare losses from any high point for STXE and EWS.


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Drawdown Indicators


STXEEWSDifference

Max Drawdown

Largest peak-to-trough decline

-18.92%

-75.13%

+56.21%

Max Drawdown (1Y)

Largest decline over 1 year

-14.51%

-7.82%

-6.69%

Max Drawdown (3Y)

Largest decline over 3 years

-18.92%

-16.34%

-2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-29.06%

Max Drawdown (10Y)

Largest decline over 10 years

-40.84%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.72%

-21.97%

+18.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

3.23%

+0.49%

Volatility

STXE vs. EWS - Volatility Comparison

Strive Emerging Markets Ex-China ETF (STXE) has a higher volatility of 13.76% compared to iShares MSCI Singapore ETF (EWS) at 5.10%. This indicates that STXE's price experiences larger fluctuations and is considered to be riskier than EWS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STXEEWSDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.76%

5.10%

+8.66%

Volatility (6M)

Calculated over the trailing 6-month period

23.96%

12.16%

+11.80%

Volatility (1Y)

Calculated over the trailing 1-year period

25.88%

15.30%

+10.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.76%

17.32%

+1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.76%

18.05%

+0.71%

STXE vs. EWS - Expense Ratio Comparison

STXE has a 0.32% expense ratio, which is lower than EWS's 0.50% expense ratio.


Dividends

STXE vs. EWS - Dividend Comparison

STXE's dividend yield for the trailing twelve months is around 1.75%, less than EWS's 3.98% yield.


PositionTTM20252024202320222021202020192018201720162015
EWS
iShares MSCI Singapore ETF
3.98%4.10%4.28%6.50%2.56%6.00%2.68%4.70%4.21%3.46%3.96%4.20%
STXE
Strive Emerging Markets Ex-China ETF
1.75%2.66%3.22%1.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


STXE and EWS have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STXE has higher volatility (13.76%) compared to EWS (5.10%). In terms of maximum drawdown, STXE dropped -18.92% vs EWS's -75.13%.

On 3-year performance, STXE leads with 31.44% vs 22.84% for EWS. On fees, STXE is cheaper at 0.32% per year. On volatility, EWS has been the lower-risk option at 5.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, STXE has performed better with a 31.44% return vs 22.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

STXE is cheaper with a 0.32% expense ratio, compared with 0.50% for EWS.

EWS has the higher dividend yield at 3.98%, compared with 1.75% for STXE.

STXE is categorized as Emerging Markets Diversified, while EWS is Asia Pacific Equities. STXE tracks Bloomberg US 1000 Dividend Growth Index - Benchmark TR Gross, while EWS tracks MSCI Singapore Index. They also come from different issuers: Strive and iShares. Their fees differ too: 0.32% for STXE and 0.50% for EWS.

STXE currently has the higher Sharpe Ratio (3.45 vs 1.57), 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.

Portfolio Optimizer

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