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

Correlation

The correlation between STXE and VEU is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

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.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
1.48%
6.22%
STXE
VEU

Key characteristics

Sharpe Ratio

STXE:

0.38

VEU:

0.78

Sortino Ratio

STXE:

0.59

VEU:

1.15

Omega Ratio

STXE:

1.08

VEU:

1.14

Calmar Ratio

STXE:

0.46

VEU:

1.01

Martin Ratio

STXE:

1.08

VEU:

2.54

Ulcer Index

STXE:

4.95%

VEU:

3.91%

Daily Std Dev

STXE:

14.18%

VEU:

12.71%

Max Drawdown

STXE:

-11.78%

VEU:

-61.52%

Current Drawdown

STXE:

-10.17%

VEU:

-6.19%

Returns By Period

In the year-to-date period, STXE achieves a 0.65% return, which is significantly lower than VEU's 2.39% return.


STXE

YTD

0.65%

1M

-0.68%

6M

1.49%

1Y

3.89%

5Y*

N/A

10Y*

N/A

VEU

YTD

2.39%

1M

2.10%

6M

6.22%

1Y

9.56%

5Y*

5.01%

10Y*

5.21%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


STXE vs. VEU - Expense Ratio Comparison

STXE has a 0.32% expense ratio, which is higher than VEU's 0.07% expense ratio.


STXE
Strive Emerging Markets Ex-China ETF
Expense ratio chart for STXE: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
Expense ratio chart for VEU: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

STXE vs. VEU — 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 1717
Overall Rank
The Sharpe Ratio Rank of STXE is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of STXE is 1414
Sortino Ratio Rank
The Omega Ratio Rank of STXE is 1515
Omega Ratio Rank
The Calmar Ratio Rank of STXE is 2424
Calmar Ratio Rank
The Martin Ratio Rank of STXE is 1616
Martin Ratio Rank

VEU
The Risk-Adjusted Performance Rank of VEU is 3333
Overall Rank
The Sharpe Ratio Rank of VEU is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of VEU is 3131
Sortino Ratio Rank
The Omega Ratio Rank of VEU is 3030
Omega Ratio Rank
The Calmar Ratio Rank of VEU is 4444
Calmar Ratio Rank
The Martin Ratio Rank of VEU is 3030
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. VEU - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for STXE, currently valued at 0.38, compared to the broader market0.002.004.000.380.78
The chart of Sortino ratio for STXE, currently valued at 0.59, compared to the broader market-2.000.002.004.006.008.0010.000.591.15
The chart of Omega ratio for STXE, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.14
The chart of Calmar ratio for STXE, currently valued at 0.46, compared to the broader market0.005.0010.0015.000.461.01
The chart of Martin ratio for STXE, currently valued at 1.08, compared to the broader market0.0020.0040.0060.0080.00100.001.082.54
STXE
VEU

The current STXE Sharpe Ratio is 0.38, which is lower than the VEU Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of STXE and VEU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.38
0.78
STXE
VEU

Dividends

STXE vs. VEU - Dividend Comparison

STXE's dividend yield for the trailing twelve months is around 3.21%, more than VEU's 3.17% yield.


TTM20242023202220212020201920182017201620152014
STXE
Strive Emerging Markets Ex-China ETF
3.21%3.23%1.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEU
Vanguard FTSE All-World ex-US ETF
3.17%3.24%3.32%3.12%3.07%2.00%3.10%3.27%2.66%2.96%2.95%3.52%

Drawdowns

STXE vs. VEU - Drawdown Comparison

The maximum STXE drawdown since its inception was -11.78%, 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. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-10.17%
-6.19%
STXE
VEU

Volatility

STXE vs. VEU - Volatility Comparison

Strive Emerging Markets Ex-China ETF (STXE) has a higher volatility of 4.12% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 3.69%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
4.12%
3.69%
STXE
VEU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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