STXE vs. STRV

Last updated Jun 4, 2026

STXE (Strive Emerging Markets Ex-China ETF) and STRV (Strive 500 ETF) are both exchange-traded funds - STXE is a Emerging Markets Diversified fund tracking the Bloomberg US 1000 Dividend Growth Index - Benchmark TR Gross, while STRV is a Large Cap Growth Equities fund tracking the Bloomberg US Large Cap Index. Both are passively managed. Over the past 3 years, STXE returned 29.77%/yr vs 22.74%/yr for STRV. A 0.65 correlation means they provide meaningful diversification when combined. STXE charges 0.32%/yr vs 0.05%/yr for STRV.

Performance

STXE vs. STRV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive Emerging Markets Ex-China ETF (STXE) and Strive 500 ETF (STRV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STXE achieves a 47.29% return, which is significantly higher than STRV's 10.98% return.

STXE

• 1D: -1.00%
• 1M: 15.10%
• YTD: 47.29%
• 6M: 52.92%
• 1Y: 84.40%
• 3Y*: 29.77%
• 5Y*: —
• 10Y*: —

STRV

• 1D: -0.67%
• 1M: 5.39%
• YTD: 10.98%
• 6M: 10.91%
• 1Y: 28.16%
• 3Y*: 22.74%
• 5Y*: —
• 10Y*: —

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

STXE vs. STRV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
STXE Strive Emerging Markets Ex-China ETF	47.29%	34.23%	2.09%	11.74%
STRV Strive 500 ETF	10.98%	17.95%	25.13%	19.98%

Correlation

The correlation between STXE and STRV is 0.70, 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	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (All Time) Calculated using the full available price history since Feb 1, 2023	0.65

The correlation between STXE and STRV has been stable across timeframes, ranging from 0.65 to 0.70 - a consistent structural relationship.

STXE vs. STRV - Sectors Allocation Comparison

Sectors	STXE	STRV
Technology	47.7%	38.6%
Financial Services	22.5%	10.8%
Basic Materials	7.1%	1.7%
Industrials	5.9%	7.9%
Consumer Cyclical	4.0%	10.0%
Energy	3.9%	3.2%
Communication Services	3.2%	11.1%
Consumer Defensive	2.2%	4.5%
Utilities	2.0%	2.0%
Healthcare	1.1%	8.5%
Real Estate	0.4%	1.7%

Return for Risk

STXE vs. STRV — Risk / Return Rank

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

STXE

STXE Risk / Return Rank: 92
STXE Sharpe Ratio Rank: 94
STXE Sortino Ratio Rank: 92
STXE Omega Ratio Rank: 93
STXE Calmar Ratio Rank: 91
STXE Martin Ratio Rank: 92

STRV

STRV Risk / Return Rank: 67
STRV Sharpe Ratio Rank: 68
STRV Sortino Ratio Rank: 68
STRV Omega Ratio Rank: 65
STRV Calmar Ratio Rank: 61
STRV Martin Ratio Rank: 73

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. STRV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive Emerging Markets Ex-China ETF (STXE) and Strive 500 ETF (STRV). 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.

	STXE	STRV	Difference
Sharpe ratio: Return per unit of total volatility	3.70	2.28	+1.42
Sortino ratio: Return per unit of downside risk	4.47	3.17	+1.30
Omega ratio: Gain probability vs. loss probability	1.65	1.40	+0.25
Calmar ratio: Return relative to maximum drawdown	5.85	3.04	+2.80
Martin ratio: Return relative to average drawdown	23.95	13.78	+10.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STXE vs. STRV - Sharpe Ratio Comparison

The current STXE Sharpe Ratio is 3.70, which is higher than the STRV Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of STXE and STRV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	STXE	STRV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.70	2.28	+1.42
Sharpe Ratio (All Time) Calculated using the full available price history	1.57	1.33	+0.24

Drawdowns

STXE vs. STRV - Drawdown Comparison

The maximum STXE drawdown since its inception was -18.92%, roughly equal to the maximum STRV drawdown of -19.00%. Use the drawdown chart below to compare losses from any high point for STXE and STRV.

Drawdown Indicators

	STXE	STRV	Difference
Max Drawdown Largest peak-to-trough decline	-18.92%	-19.00%	+0.08%
Max Drawdown (1Y) Largest decline over 1 year	-14.51%	-9.29%	-5.22%
Max Drawdown (3Y) Largest decline over 3 years	-18.92%	-19.00%	+0.08%
Current Drawdown Current decline from peak	-1.00%	-0.67%	-0.33%
Average Drawdown Average peak-to-trough decline	-3.72%	-2.26%	-1.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.54%	2.05%	+1.49%

Volatility

STXE vs. STRV - Volatility Comparison

Strive Emerging Markets Ex-China ETF (STXE) has a higher volatility of 10.53% compared to Strive 500 ETF (STRV) at 2.79%. This indicates that STXE's price experiences larger fluctuations and is considered to be riskier than STRV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STXE	STRV	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.53%	2.79%	+7.74%
Volatility (6M) Calculated over the trailing 6-month period	20.81%	9.31%	+11.50%
Volatility (1Y) Calculated over the trailing 1-year period	22.95%	12.42%	+10.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.68%	16.10%	+1.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.68%	16.10%	+1.58%

STXE vs. STRV - Expense Ratio Comparison

STXE has a 0.32% expense ratio, which is higher than STRV's 0.05% expense ratio.

Dividends

STXE vs. STRV - Dividend Comparison

STXE's dividend yield for the trailing twelve months is around 1.83%, more than STRV's 1.02% yield.

Position	TTM	2025	2024	2023	2022
STRV Strive 500 ETF	1.02%	1.05%	1.13%	1.21%	0.37%
STXE Strive Emerging Markets Ex-China ETF	1.83%	2.66%	3.22%	1.08%	0.00%

Frequently Asked Questions

Can I hold both STXE and STRV in my portfolio?

STXE and STRV have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STXE or STRV?

STXE has higher volatility (10.53%) compared to STRV (2.79%). In terms of maximum drawdown, STXE dropped -18.92% vs STRV's -19.00%.

Which ETF is better, STXE or STRV?

On 3-year performance, STXE leads with 29.77% vs 22.74% for STRV. On fees, STRV is cheaper at 0.05% per year. On volatility, STRV has been the lower-risk option at 2.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STXE or STRV?

Over the 3-year period, STXE has performed better with a 29.77% return vs 22.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STXE or STRV?

STRV is cheaper with a 0.05% expense ratio, compared with 0.32% for STXE.

Which ETF pays a higher dividend yield, STXE or STRV?

STXE has the higher dividend yield at 1.83%, compared with 1.02% for STRV.

What is the main difference between STXE and STRV?

STXE is categorized as Emerging Markets Diversified, while STRV is Large Cap Growth Equities. STXE tracks Bloomberg US 1000 Dividend Growth Index - Benchmark TR Gross, while STRV tracks Bloomberg US Large Cap Index. Their fees differ too: 0.32% for STXE and 0.05% for STRV.

Which has better risk-adjusted returns?

STXE currently has the higher Sharpe Ratio (3.70 vs 2.28), 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.