WEX vs. RSEE

Last updated Apr 1, 2026

Compare and contrast key facts about WEX Inc. (WEX) and Rareview Systematic Equity ETF (RSEE).

RSEE is an actively managed fund by Rareview Funds. It was launched on Jan 20, 2022.

Performance

WEX vs. RSEE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WEX Inc. (WEX) and Rareview Systematic Equity ETF (RSEE). The values are adjusted to include any dividend payments, if applicable.

WEX vs. RSEE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
WEX WEX Inc.	2.73%	-15.02%	-9.88%	18.88%	8.09%
RSEE Rareview Systematic Equity ETF	-4.66%	20.54%	18.54%	10.21%	-1.61%

Returns By Period

In the year-to-date period, WEX achieves a 2.73% return, which is significantly higher than RSEE's -4.66% return.

WEX

• 1D: -0.22%
• 1M: 2.58%
• YTD: 2.73%
• 6M: -2.85%
• 1Y: -2.53%
• 3Y*: -5.94%
• 5Y*: -6.70%
• 10Y*: 6.15%

RSEE

• 1D: 2.50%
• 1M: -9.62%
• YTD: -4.66%
• 6M: -1.29%
• 1Y: 18.64%
• 3Y*: 12.76%
• 5Y*: —
• 10Y*: —

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

Return for Risk

WEX vs. RSEE — Risk / Return Rank

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

WEX

WEX Risk / Return Rank: 38
WEX Sharpe Ratio Rank: 39
WEX Sortino Ratio Rank: 35
WEX Omega Ratio Rank: 35
WEX Calmar Ratio Rank: 41
WEX Martin Ratio Rank: 40

RSEE

RSEE Risk / Return Rank: 48
RSEE Sharpe Ratio Rank: 43
RSEE Sortino Ratio Rank: 47
RSEE Omega Ratio Rank: 47
RSEE Calmar Ratio Rank: 49
RSEE Martin Ratio Rank: 55

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.

WEX vs. RSEE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WEX Inc. (WEX) and Rareview Systematic Equity ETF (RSEE). 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.

	WEX	RSEE	Difference
Sharpe ratio Return per unit of total volatility	-0.06	0.80	-0.86
Sortino ratio Return per unit of downside risk	0.22	1.29	-1.07
Omega ratio Gain probability vs. loss probability	1.03	1.18	-0.16
Calmar ratio Return relative to maximum drawdown	-0.03	1.26	-1.29
Martin ratio Return relative to average drawdown	-0.07	5.44	-5.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WEX vs. RSEE - Sharpe Ratio Comparison

The current WEX Sharpe Ratio is -0.06, which is lower than the RSEE Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of WEX and RSEE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WEX	RSEE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.06	0.80	-0.86
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.19	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.16	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.52	-0.24

Correlation

The correlation between WEX and RSEE is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

WEX vs. RSEE - Dividend Comparison

WEX has not paid dividends to shareholders, while RSEE's dividend yield for the trailing twelve months is around 0.25%.

	TTM	2025	2024	2023	2022
WEX WEX Inc.	0.00%	0.00%	0.00%	0.00%	0.00%
RSEE Rareview Systematic Equity ETF	0.25%	0.24%	9.02%	0.84%	1.97%

Drawdowns

WEX vs. RSEE - Drawdown Comparison

The maximum WEX drawdown since its inception was -78.96%, which is greater than RSEE's maximum drawdown of -21.60%. Use the drawdown chart below to compare losses from any high point for WEX and RSEE.

Drawdown Indicators

	WEX	RSEE	Difference
Max Drawdown Largest peak-to-trough decline	-78.96%	-21.60%	-57.36%
Max Drawdown (1Y) Largest decline over 1 year	-29.87%	-14.97%	-14.90%
Max Drawdown (5Y) Largest decline over 5 years	-53.15%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-64.60%	—	—
Current Drawdown Current decline from peak	-36.82%	-10.71%	-26.11%
Average Drawdown Average peak-to-trough decline	-17.32%	-3.86%	-13.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.22%	3.47%	+9.75%

Volatility

WEX vs. RSEE - Volatility Comparison

WEX Inc. (WEX) has a higher volatility of 10.94% compared to Rareview Systematic Equity ETF (RSEE) at 8.01%. This indicates that WEX's price experiences larger fluctuations and is considered to be riskier than RSEE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WEX	RSEE	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.94%	8.01%	+2.93%
Volatility (6M) Calculated over the trailing 6-month period	25.30%	13.69%	+11.61%
Volatility (1Y) Calculated over the trailing 1-year period	42.64%	23.46%	+19.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.67%	18.95%	+16.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.68%	18.95%	+20.73%