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STXE vs. STXD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

STXE vs. STXD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive Emerging Markets Ex-China ETF (STXE) and Strive 1000 Dividend Growth ETF (STXD). The values are adjusted to include any dividend payments, if applicable.

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STXE vs. STXD - Yearly Performance Comparison


2026 (YTD)202520242023
STXE
Strive Emerging Markets Ex-China ETF
9.19%34.23%2.09%11.74%
STXD
Strive 1000 Dividend Growth ETF
-3.89%14.79%14.51%12.00%

Returns By Period

In the year-to-date period, STXE achieves a 9.19% return, which is significantly higher than STXD's -3.89% return.


STXE

1D
3.84%
1M
-10.86%
YTD
9.19%
6M
19.90%
1Y
47.19%
3Y*
19.35%
5Y*
10Y*

STXD

1D
2.41%
1M
-6.18%
YTD
-3.89%
6M
-2.19%
1Y
11.03%
3Y*
12.26%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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STXE vs. STXD - Expense Ratio Comparison

STXE has a 0.32% expense ratio, which is lower than STXD's 0.35% expense ratio.


Return for Risk

STXE vs. STXD — 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: 9393
Sharpe Ratio Rank
STXE Sortino Ratio Rank: 9494
Sortino Ratio Rank
STXE Omega Ratio Rank: 9393
Omega Ratio Rank
STXE Calmar Ratio Rank: 9191
Calmar Ratio Rank
STXE Martin Ratio Rank: 9393
Martin Ratio Rank

STXD
STXD Risk / Return Rank: 4141
Overall Rank
STXD Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
STXD Sortino Ratio Rank: 3838
Sortino Ratio Rank
STXD Omega Ratio Rank: 3737
Omega Ratio Rank
STXD Calmar Ratio Rank: 4343
Calmar Ratio Rank
STXD Martin Ratio Rank: 4848
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. STXD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive Emerging Markets Ex-China ETF (STXE) and Strive 1000 Dividend Growth ETF (STXD). 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.


STXESTXDDifference

Sharpe ratio

Return per unit of total volatility

2.23

0.68

+1.55

Sortino ratio

Return per unit of downside risk

2.89

1.08

+1.81

Omega ratio

Gain probability vs. loss probability

1.43

1.15

+0.28

Calmar ratio

Return relative to maximum drawdown

3.25

1.10

+2.15

Martin ratio

Return relative to average drawdown

13.92

4.64

+9.28

STXE vs. STXD - Sharpe Ratio Comparison

The current STXE Sharpe Ratio is 2.23, which is higher than the STXD Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of STXE and STXD, 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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Sharpe Ratios by Period


STXESTXDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

0.68

+1.55

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.87

+0.22

Correlation

The correlation between STXE and STXD is 0.57, 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.


Dividends

STXE vs. STXD - Dividend Comparison

STXE's dividend yield for the trailing twelve months is around 2.46%, more than STXD's 1.32% yield.


TTM2025202420232022
STXE
Strive Emerging Markets Ex-China ETF
2.46%2.66%3.22%1.08%0.00%
STXD
Strive 1000 Dividend Growth ETF
1.32%1.15%1.23%1.27%0.28%

Drawdowns

STXE vs. STXD - Drawdown Comparison

The maximum STXE drawdown since its inception was -18.92%, which is greater than STXD's maximum drawdown of -14.87%. Use the drawdown chart below to compare losses from any high point for STXE and STXD.


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Drawdown Indicators


STXESTXDDifference

Max Drawdown

Largest peak-to-trough decline

-18.92%

-14.87%

-4.05%

Max Drawdown (1Y)

Largest decline over 1 year

-14.51%

-10.94%

-3.57%

Current Drawdown

Current decline from peak

-11.23%

-7.02%

-4.21%

Average Drawdown

Average peak-to-trough decline

-3.81%

-2.02%

-1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

2.60%

+0.79%

Volatility

STXE vs. STXD - Volatility Comparison

Strive Emerging Markets Ex-China ETF (STXE) has a higher volatility of 12.98% compared to Strive 1000 Dividend Growth ETF (STXD) at 4.78%. This indicates that STXE's price experiences larger fluctuations and is considered to be riskier than STXD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STXESTXDDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.98%

4.78%

+8.20%

Volatility (6M)

Calculated over the trailing 6-month period

17.36%

8.85%

+8.51%

Volatility (1Y)

Calculated over the trailing 1-year period

21.30%

16.30%

+5.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.37%

13.16%

+3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.37%

13.16%

+3.21%