STXE vs. VEXC

Last updated Aug 2, 2026

STXE (Strive Emerging Markets Ex-China ETF) and VEXC (Vanguard Emerging Markets Ex-China ETF) are both Emerging Markets Equities funds - STXE tracks the Bloomberg US 1000 Dividend Growth Index - Benchmark TR Gross while VEXC tracks the FTSE Emerging ex China Index. Both are passively managed. Their correlation of 0.89 means they have usually moved in the same direction. STXE charges 0.32%/yr vs 0.07%/yr for VEXC.

Performance

STXE vs. VEXC - Performance Comparison

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

Returns By Period

In the year-to-date period, STXE achieves a 31.48% return, which is significantly higher than VEXC's 17.29% 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%

VEXC

• 1D: 1.25%
• 1M: -2.53%
• 6M: 11.04%
• YTD: 17.29%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
STXE Strive Emerging Markets Ex-China ETF	$412.67K	$566.81K	$571.67K
VEXC Vanguard Emerging Markets Ex-China ETF	$2.10M	$2.14M	$2.87M

STXE vs. VEXC - Yearly Performance Comparison

	2026 (YTD)	2025
STXE Strive Emerging Markets Ex-China ETF	31.48%	8.76%
VEXC Vanguard Emerging Markets Ex-China ETF	17.29%	4.50%

Correlation

The correlation between STXE and VEXC is 0.89, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 2, 2025	0.89

Return for Risk

STXE vs. VEXC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

STXE

STXE Risk / Return Rank: 79
STXE Sharpe Ratio Rank: 81
STXE Sortino Ratio Rank: 74
STXE Omega Ratio Rank: 81
STXE Calmar Ratio Rank: 77
STXE Martin Ratio Rank: 79

VEXC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

STXE vs. VEXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive Emerging Markets Ex-China ETF (STXE) and Vanguard Emerging Markets Ex-China ETF (VEXC). 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	VEXC	Difference
Sharpe ratio: Return per unit of total volatility	1.86	—	—
Sortino ratio: Return per unit of downside risk	2.40	—	—
Omega ratio: Gain probability vs. loss probability	1.34	—	—
Calmar ratio: Return relative to maximum drawdown	2.73	—	—
Martin ratio: Return relative to average drawdown	10.29	—	—

Drawdowns

STXE vs. VEXC - Drawdown Comparison

The maximum STXE drawdown since its inception was -20.38%, which is greater than VEXC's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for STXE and VEXC.

Drawdown Indicators

	STXE	VEXC	Difference
Max Drawdown Largest peak-to-trough decline	-20.38%	-12.42%	-7.96%
Max Drawdown (1Y) Largest decline over 1 year	-20.38%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-20.38%	—	—
Current Drawdown Current decline from peak	-14.59%	-6.04%	-8.55%
Average Drawdown Average peak-to-trough decline	-3.95%	-2.61%	-1.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.39%	—	—

Volatility

Volatility by Period

	STXE	VEXC	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.05%	—	—
Volatility (6M) Calculated over the trailing 6-month period	28.09%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	29.83%	20.44%	+9.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.17%	20.44%	-0.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.17%	20.44%	-0.27%

STXE vs. VEXC - Expense Ratio Comparison

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

Dividends

STXE vs. VEXC - Dividend Comparison

STXE's dividend yield for the trailing twelve months is around 1.91%, more than VEXC's 1.47% yield.

Position	TTM	2025	2024	2023
STXE Strive Emerging Markets Ex-China ETF	1.91%	2.66%	3.22%	1.08%
VEXC Vanguard Emerging Markets Ex-China ETF	1.47%	0.43%	0.00%	0.00%

Frequently Asked Questions

Can I hold both STXE and VEXC in my portfolio?

STXE and VEXC have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, STXE or VEXC?

On fees, VEXC is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, STXE or VEXC?

VEXC is cheaper with a 0.07% expense ratio, compared with 0.32% for STXE.

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

STXE has the higher dividend yield at 1.91%, compared with 1.47% for VEXC.

What is the main difference between STXE and VEXC?

STXE tracks Bloomberg US 1000 Dividend Growth Index - Benchmark TR Gross, while VEXC tracks FTSE Emerging ex China Index. They also come from different issuers: Strive and Vanguard. Their fees differ too: 0.32% for STXE and 0.07% for VEXC.