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STXE vs. VEU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STXE vs. VEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive Emerging Markets Ex-China ETF (STXE) and Vanguard FTSE All-World ex-US ETF (VEU). 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 VEU's 16.58% return.


STXE

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

VEU

1D
0.37%
1M
3.87%
YTD
16.58%
6M
17.12%
1Y
35.21%
3Y*
20.50%
5Y*
9.48%
10Y*
10.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STXE vs. VEU - Yearly Performance Comparison


2026 (YTD)202520242023
STXE
Strive Emerging Markets Ex-China ETF
53.94%34.23%2.09%12.38%
VEU
Vanguard FTSE All-World ex-US ETF
16.58%32.35%5.56%7.03%

Correlation

The correlation between STXE and VEU is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

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

0.82

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

0.81

The correlation between STXE and VEU has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.

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Return for Risk

STXE vs. VEU — 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

VEU
VEU Risk / Return Rank: 6868
Overall Rank
VEU Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VEU Sortino Ratio Rank: 6868
Sortino Ratio Rank
VEU Omega Ratio Rank: 7171
Omega Ratio Rank
VEU Calmar Ratio Rank: 6464
Calmar Ratio Rank
VEU Martin Ratio Rank: 6767
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. VEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive Emerging Markets Ex-China ETF (STXE) and Vanguard FTSE All-World ex-US ETF (VEU). 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.


STXEVEUDifference
Sharpe ratioReturn per unit of total volatility

+1.26

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

1.62

1.40

+0.21

Calmar ratioReturn relative to maximum drawdown

6.14

3.10

+3.04

Martin ratioReturn relative to average drawdown

23.88

11.87

+12.01

STXE vs. VEU - Sharpe Ratio Comparison

The current STXE Sharpe Ratio is 3.45, which is higher than the VEU Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of STXE and VEU, 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. VEU - Drawdown Comparison

The maximum STXE drawdown since its inception was -18.92%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for STXE and VEU.


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Drawdown Indicators


STXEVEUDifference

Max Drawdown

Largest peak-to-trough decline

-18.92%

-61.52%

+42.60%

Max Drawdown (1Y)

Largest decline over 1 year

-14.51%

-11.43%

-3.08%

Max Drawdown (3Y)

Largest decline over 3 years

-18.92%

-13.69%

-5.23%

Max Drawdown (5Y)

Largest decline over 5 years

-29.14%

Max Drawdown (10Y)

Largest decline over 10 years

-34.98%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.72%

-13.10%

+9.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

2.97%

+0.75%

Volatility

STXE vs. VEU - Volatility Comparison

Strive Emerging Markets Ex-China ETF (STXE) has a higher volatility of 13.76% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 6.30%. This indicates that STXE's price experiences larger fluctuations and is considered to be riskier than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STXEVEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.76%

6.30%

+7.46%

Volatility (6M)

Calculated over the trailing 6-month period

23.96%

14.12%

+9.84%

Volatility (1Y)

Calculated over the trailing 1-year period

25.88%

16.16%

+9.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.76%

16.24%

+2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.76%

17.23%

+1.53%

STXE vs. VEU - Expense Ratio Comparison

STXE has a 0.32% expense ratio, which is higher than VEU's 0.04% expense ratio.


Dividends

STXE vs. VEU - Dividend Comparison

STXE's dividend yield for the trailing twelve months is around 1.75%, less than VEU's 2.48% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VEU
Vanguard FTSE All-World ex-US ETF
2.48%3.09%3.24%3.32%3.12%3.08%2.00%3.10%3.27%2.66%2.96%2.95%

Frequently Asked Questions


STXE and VEU have a correlation of 0.85, 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 VEU (6.30%). In terms of maximum drawdown, STXE dropped -18.92% vs VEU's -61.52%.

On 3-year performance, STXE leads with 31.44% vs 20.50% for VEU. On fees, VEU is cheaper at 0.04% per year. On volatility, VEU has been the lower-risk option at 6.30%. 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 20.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VEU is cheaper with a 0.04% expense ratio, compared with 0.32% for STXE.

VEU has the higher dividend yield at 2.48%, compared with 1.75% for STXE.

STXE is categorized as Emerging Markets Diversified, while VEU is Foreign Large Cap Equities. STXE tracks Bloomberg US 1000 Dividend Growth Index - Benchmark TR Gross, while VEU tracks FTSE All-World ex US Index. They also come from different issuers: Strive and Vanguard. Their fees differ too: 0.32% for STXE and 0.04% for VEU.

STXE currently has the higher Sharpe Ratio (3.45 vs 2.19), 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

Find the right allocation for STXE and VEU

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