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STXE vs. EWS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between STXE and EWS is 0.54, 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.


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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Key characteristics

Sharpe Ratio

STXE:

0.39

EWS:

1.88

Sortino Ratio

STXE:

0.47

EWS:

2.60

Omega Ratio

STXE:

1.06

EWS:

1.42

Calmar Ratio

STXE:

0.23

EWS:

2.29

Martin Ratio

STXE:

0.58

EWS:

12.70

Ulcer Index

STXE:

7.44%

EWS:

2.94%

Daily Std Dev

STXE:

17.31%

EWS:

19.97%

Max Drawdown

STXE:

-18.91%

EWS:

-75.20%

Current Drawdown

STXE:

-4.64%

EWS:

-1.00%

Returns By Period

In the year-to-date period, STXE achieves a 6.85% return, which is significantly lower than EWS's 17.80% return.


STXE

YTD

6.85%

1M

4.30%

6M

3.66%

1Y

7.36%

3Y*

N/A

5Y*

N/A

10Y*

N/A

EWS

YTD

17.80%

1M

5.54%

6M

16.20%

1Y

37.51%

3Y*

15.58%

5Y*

11.96%

10Y*

4.35%

*Annualized

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iShares MSCI Singapore ETF

STXE vs. EWS - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

STXE vs. EWS — Risk-Adjusted Performance Rank

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

STXE
The Risk-Adjusted Performance Rank of STXE is 2828
Overall Rank
The Sharpe Ratio Rank of STXE is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of STXE is 2626
Sortino Ratio Rank
The Omega Ratio Rank of STXE is 2626
Omega Ratio Rank
The Calmar Ratio Rank of STXE is 2828
Calmar Ratio Rank
The Martin Ratio Rank of STXE is 2424
Martin Ratio Rank

EWS
The Risk-Adjusted Performance Rank of EWS is 9494
Overall Rank
The Sharpe Ratio Rank of EWS is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of EWS is 9393
Sortino Ratio Rank
The Omega Ratio Rank of EWS is 9494
Omega Ratio Rank
The Calmar Ratio Rank of EWS is 9494
Calmar Ratio Rank
The Martin Ratio Rank of EWS is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

STXE vs. EWS - Risk-Adjusted Performance 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.


The current STXE Sharpe Ratio is 0.39, which is lower than the EWS Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of STXE and EWS, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

STXE vs. EWS - Dividend Comparison

STXE's dividend yield for the trailing twelve months is around 3.48%, less than EWS's 3.63% yield.


TTM20242023202220212020201920182017201620152014
STXE
Strive Emerging Markets Ex-China ETF
3.48%3.23%1.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EWS
iShares MSCI Singapore ETF
3.63%4.28%6.49%2.56%6.00%2.68%4.70%4.21%3.46%3.96%4.20%3.35%

Drawdowns

STXE vs. EWS - Drawdown Comparison

The maximum STXE drawdown since its inception was -18.91%, smaller than the maximum EWS drawdown of -75.20%. Use the drawdown chart below to compare losses from any high point for STXE and EWS.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

STXE vs. EWS - Volatility Comparison

Strive Emerging Markets Ex-China ETF (STXE) has a higher volatility of 4.10% compared to iShares MSCI Singapore ETF (EWS) at 3.01%. 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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