STXE vs. TDEC
STXE (Strive Emerging Markets Ex-China ETF) and TDEC (FT Vest Emerging Markets Buffer ETF - December) are both exchange-traded funds - STXE is a Emerging Markets Equities fund tracking the Bloomberg US 1000 Dividend Growth Index - Benchmark TR Gross, while TDEC is a Defined Outcome fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past year, STXE returned 56.34% vs 18.15% for TDEC. Their correlation of 0.84 means they have usually moved in the same direction. STXE charges 0.32%/yr vs 0.95%/yr for TDEC.
Performance
STXE vs. TDEC - Performance Comparison
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Returns By Period
In the year-to-date period, STXE achieves a 31.48% return, which is significantly higher than TDEC's 8.27% return.
STXE
- 1D
- 2.93%
- 1M
- -5.07%
- 6M
- 18.30%
- YTD
- 31.48%
- 1Y
- 56.34%
- 3Y*
- 23.32%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 22.35%
TDEC
- 1D
- 0.45%
- 1M
- 0.74%
- 6M
- 4.07%
- YTD
- 8.27%
- 1Y
- 18.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 18.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $412.67K | $566.81K | $571.67K | |
| $55.89K | $75.20K | $190.42K |
STXE vs. TDEC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
STXE Strive Emerging Markets Ex-China ETF | 31.48% | 34.23% | -0.97% |
TDEC FT Vest Emerging Markets Buffer ETF - December | 8.27% | 21.39% | -0.75% |
Correlation
The correlation between STXE and TDEC is 0.88, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2024 | 0.84 |
The correlation between STXE and TDEC has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.
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Return for Risk
STXE vs. TDEC — Risk / Return Rank
STXE
TDEC
STXE vs. TDEC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strive Emerging Markets Ex-China ETF (STXE) and FT Vest Emerging Markets Buffer ETF - December (TDEC). 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.
| STXE | TDEC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 2.16 | +0.57 |
| Martin ratioReturn relative to average drawdown | 10.29 | 8.78 | +1.51 |
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Drawdowns
STXE vs. TDEC - Drawdown Comparison
The maximum STXE drawdown since its inception was -20.38%, which is greater than TDEC's maximum drawdown of -10.30%. Use the drawdown chart below to compare losses from any high point for STXE and TDEC.
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Drawdown Indicators
| STXE | TDEC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.38% | -10.30% | -10.08% |
Max Drawdown (1Y)Largest decline over 1 year | -20.38% | -8.16% | -12.22% |
Max Drawdown (3Y)Largest decline over 3 years | -20.38% | — | — |
Current DrawdownCurrent decline from peak | -14.59% | -1.58% | -13.01% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -1.12% | -2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.39% | 2.01% | +3.38% |
Volatility
STXE vs. TDEC - Volatility Comparison
Strive Emerging Markets Ex-China ETF (STXE) has a higher volatility of 13.05% compared to FT Vest Emerging Markets Buffer ETF - December (TDEC) at 3.54%. This indicates that STXE's price experiences larger fluctuations and is considered to be riskier than TDEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STXE | TDEC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.05% | 3.54% | +9.51% |
Volatility (6M)Calculated over the trailing 6-month period | 28.09% | 10.30% | +17.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.83% | 11.07% | +18.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.17% | 11.98% | +8.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.17% | 11.98% | +8.19% |
STXE vs. TDEC - Expense Ratio Comparison
STXE has a 0.32% expense ratio, which is lower than TDEC's 0.95% expense ratio.
Dividends
STXE vs. TDEC - Dividend Comparison
STXE's dividend yield for the trailing twelve months is around 1.91%, while TDEC has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
STXE Strive Emerging Markets Ex-China ETF | 1.91% | 2.66% | 3.22% | 1.08% |
TDEC FT Vest Emerging Markets Buffer ETF - December | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
STXE and TDEC have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STXE has higher volatility (13.05%) compared to TDEC (3.54%). In terms of maximum drawdown, STXE dropped -20.38% vs TDEC's -10.30%.
On 1-year performance, STXE leads with 56.34% vs 18.15% for TDEC. On fees, STXE is cheaper at 0.32% per year. On volatility, TDEC has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, STXE has performed better with a 56.34% return vs 18.15%. 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 0.95% for TDEC.
STXE has the higher dividend yield at 1.91%, compared with 0.00% for TDEC.
STXE is categorized as Emerging Markets Equities, while TDEC is Defined Outcome. STXE tracks Bloomberg US 1000 Dividend Growth Index - Benchmark TR Gross, while TDEC tracks MSCI Emerging Markets. They also come from different issuers: Strive and FT Vest. Their fees differ too: 0.32% for STXE and 0.95% for TDEC.
STXE currently has the higher Sharpe Ratio (1.86 vs 1.59), 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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