STXF vs. STXE

Last updated Jun 13, 2026

STXF (Strive 500 ETF) and STXE (Strive Emerging Markets Ex-China ETF) are both exchange-traded funds - STXF is a Large Cap Blend Equities fund tracking the Bloomberg US Large Cap Index, while STXE is a Emerging Markets Diversified fund tracking the Bloomberg US 1000 Dividend Growth Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, STXF returned 21.18%/yr vs 27.42%/yr for STXE. A 0.65 correlation means they provide meaningful diversification when combined. STXF charges 0.05%/yr vs 0.32%/yr for STXE.

Performance

STXF vs. STXE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 500 ETF (STXF) and Strive Emerging Markets Ex-China ETF (STXE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STXF achieves a 8.95% return, which is significantly lower than STXE's 42.80% return.

STXF

• 1D: 0.50%
• 1M: 0.11%
• YTD: 8.95%
• 6M: 9.14%
• 1Y: 24.01%
• 3Y*: 21.18%
• 5Y*: —
• 10Y*: —

STXE

• 1D: 0.39%
• 1M: 4.62%
• YTD: 42.80%
• 6M: 47.91%
• 1Y: 71.44%
• 3Y*: 27.42%
• 5Y*: —
• 10Y*: —

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

STXF vs. STXE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
STXF Strive 500 ETF	8.95%	17.95%	25.13%	21.69%
STXE Strive Emerging Markets Ex-China ETF	42.80%	34.23%	2.09%	12.38%

Correlation

The correlation between STXF and STXE is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (All Time) Calculated using the full available price history since Jan 31, 2023	0.65

The correlation between STXF and STXE has been stable across timeframes, ranging from 0.65 to 0.71 - a consistent structural relationship.

Return for Risk

STXF vs. STXE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

STXF

STXF Risk / Return Rank: 62
STXF Sharpe Ratio Rank: 63
STXF Sortino Ratio Rank: 62
STXF Omega Ratio Rank: 61
STXF Calmar Ratio Rank: 58
STXF Martin Ratio Rank: 69

STXE

STXE Risk / Return Rank: 90
STXE Sharpe Ratio Rank: 92
STXE Sortino Ratio Rank: 87
STXE Omega Ratio Rank: 91
STXE Calmar Ratio Rank: 90
STXE Martin Ratio Rank: 91

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.

STXF vs. STXE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive 500 ETF (STXF) and Strive Emerging Markets Ex-China ETF (STXE). 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.

	STXF	STXE	Difference
Sharpe ratio: Return per unit of total volatility	1.87	2.85	-0.98
Sortino ratio: Return per unit of downside risk	2.59	3.46	-0.88
Omega ratio: Gain probability vs. loss probability	1.33	1.52	-0.19
Calmar ratio: Return relative to maximum drawdown	2.60	4.95	-2.35
Martin ratio: Return relative to average drawdown	11.44	19.26	-7.82

STXF vs. STXE - Sharpe Ratio Comparison

The current STXF Sharpe Ratio is 1.87, which is lower than the STXE Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of STXF and STXE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

STXF vs. STXE - Drawdown Comparison

The maximum STXF drawdown since its inception was -19.00%, roughly equal to the maximum STXE drawdown of -18.92%. Use the drawdown chart below to compare losses from any high point for STXF and STXE.

Drawdown Indicators

	STXF	STXE	Difference
Max Drawdown Largest peak-to-trough decline	-19.00%	-18.92%	-0.08%
Max Drawdown (1Y) Largest decline over 1 year	-9.29%	-14.51%	+5.22%
Max Drawdown (3Y) Largest decline over 3 years	-19.00%	-18.92%	-0.08%
Current Drawdown Current decline from peak	-2.48%	-4.02%	+1.54%
Average Drawdown Average peak-to-trough decline	-2.30%	-3.73%	+1.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.11%	3.73%	-1.62%

Volatility

STXF vs. STXE - Volatility Comparison

The current volatility for Strive 500 ETF (STXF) is 4.41%, while Strive Emerging Markets Ex-China ETF (STXE) has a volatility of 13.68%. This indicates that STXF experiences smaller price fluctuations and is considered to be less risky than STXE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STXF	STXE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.41%	13.68%	-9.27%
Volatility (6M) Calculated over the trailing 6-month period	10.02%	23.40%	-13.38%
Volatility (1Y) Calculated over the trailing 1-year period	12.90%	25.23%	-12.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.15%	18.51%	-2.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.15%	18.51%	-2.36%

STXF vs. STXE - Expense Ratio Comparison

STXF has a 0.05% expense ratio, which is lower than STXE's 0.32% expense ratio.

Dividends

STXF vs. STXE - Dividend Comparison

STXF's dividend yield for the trailing twelve months is around 1.04%, less than STXE's 1.88% yield.

Position	TTM	2025	2024	2023	2022
STXE Strive Emerging Markets Ex-China ETF	1.88%	2.66%	3.22%	1.08%	0.00%
STXF Strive 500 ETF	1.04%	1.05%	1.13%	1.21%	0.37%

Frequently Asked Questions

Can I hold both STXF and STXE in my portfolio?

STXF and STXE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STXF or STXE?

STXE has higher volatility (13.68%) compared to STXF (4.41%). In terms of maximum drawdown, STXF dropped -19.00% vs STXE's -18.92%.

Which ETF is better, STXF or STXE?

On 3-year performance, STXE leads with 27.42% vs 21.18% for STXF. On fees, STXF is cheaper at 0.05% per year. On volatility, STXF has been the lower-risk option at 4.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STXF or STXE?

Over the 3-year period, STXE has performed better with a 27.42% return vs 21.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STXF or STXE?

STXF is cheaper with a 0.05% expense ratio, compared with 0.32% for STXE.

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

STXE has the higher dividend yield at 1.88%, compared with 1.04% for STXF.

What is the main difference between STXF and STXE?

STXF is categorized as Large Cap Blend Equities, while STXE is Emerging Markets Diversified. STXF tracks Bloomberg US Large Cap Index, while STXE tracks Bloomberg US 1000 Dividend Growth Index - Benchmark TR Gross. Their fees differ too: 0.05% for STXF and 0.32% for STXE.

Which has better risk-adjusted returns?

STXE currently has the higher Sharpe Ratio (2.85 vs 1.87), 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.