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XC vs. FTHF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XC vs. FTHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets ex-China Fund (XC) and First Trust Emerging Markets Human Flourishing ETF (FTHF). The values are adjusted to include any dividend payments, if applicable.

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XC vs. FTHF - Yearly Performance Comparison


2026 (YTD)202520242023
XC
WisdomTree Emerging Markets ex-China Fund
-3.53%18.19%5.49%17.11%
FTHF
First Trust Emerging Markets Human Flourishing ETF
13.15%65.30%-8.14%18.14%

Returns By Period

In the year-to-date period, XC achieves a -3.53% return, which is significantly lower than FTHF's 13.15% return.


XC

1D
3.04%
1M
-8.43%
YTD
-3.53%
6M
0.10%
1Y
17.84%
3Y*
11.68%
5Y*
10Y*

FTHF

1D
4.87%
1M
-11.82%
YTD
13.15%
6M
30.54%
1Y
74.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XC vs. FTHF - Expense Ratio Comparison

XC has a 0.32% expense ratio, which is lower than FTHF's 0.75% expense ratio.


Return for Risk

XC vs. FTHF — Risk / Return Rank

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

XC
XC Risk / Return Rank: 5858
Overall Rank
XC Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
XC Sortino Ratio Rank: 6363
Sortino Ratio Rank
XC Omega Ratio Rank: 5959
Omega Ratio Rank
XC Calmar Ratio Rank: 5555
Calmar Ratio Rank
XC Martin Ratio Rank: 5454
Martin Ratio Rank

FTHF
FTHF Risk / Return Rank: 9494
Overall Rank
FTHF Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FTHF Sortino Ratio Rank: 9494
Sortino Ratio Rank
FTHF Omega Ratio Rank: 9696
Omega Ratio Rank
FTHF Calmar Ratio Rank: 9696
Calmar Ratio Rank
FTHF Martin Ratio Rank: 9292
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.

XC vs. FTHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets ex-China Fund (XC) and First Trust Emerging Markets Human Flourishing ETF (FTHF). 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.


XCFTHFDifference

Sharpe ratio

Return per unit of total volatility

1.07

2.39

-1.32

Sortino ratio

Return per unit of downside risk

1.59

2.97

-1.38

Omega ratio

Gain probability vs. loss probability

1.22

1.50

-0.28

Calmar ratio

Return relative to maximum drawdown

1.39

4.52

-3.12

Martin ratio

Return relative to average drawdown

5.13

13.04

-7.91

XC vs. FTHF - Sharpe Ratio Comparison

The current XC Sharpe Ratio is 1.07, which is lower than the FTHF Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of XC and FTHF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XCFTHFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

2.39

-1.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

1.42

-0.66

Correlation

The correlation between XC and FTHF is 0.84, 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.


Dividends

XC vs. FTHF - Dividend Comparison

XC's dividend yield for the trailing twelve months is around 12.42%, more than FTHF's 3.98% yield.


TTM2025202420232022
XC
WisdomTree Emerging Markets ex-China Fund
12.42%11.74%1.49%1.42%0.57%
FTHF
First Trust Emerging Markets Human Flourishing ETF
3.98%4.40%3.34%0.51%0.00%

Drawdowns

XC vs. FTHF - Drawdown Comparison

The maximum XC drawdown since its inception was -20.97%, which is greater than FTHF's maximum drawdown of -17.36%. Use the drawdown chart below to compare losses from any high point for XC and FTHF.


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Drawdown Indicators


XCFTHFDifference

Max Drawdown

Largest peak-to-trough decline

-20.97%

-17.36%

-3.61%

Max Drawdown (1Y)

Largest decline over 1 year

-12.47%

-16.31%

+3.84%

Current Drawdown

Current decline from peak

-9.41%

-12.23%

+2.82%

Average Drawdown

Average peak-to-trough decline

-3.99%

-4.33%

+0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

5.65%

-2.26%

Volatility

XC vs. FTHF - Volatility Comparison

The current volatility for WisdomTree Emerging Markets ex-China Fund (XC) is 7.82%, while First Trust Emerging Markets Human Flourishing ETF (FTHF) has a volatility of 15.47%. This indicates that XC experiences smaller price fluctuations and is considered to be less risky than FTHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCFTHFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.82%

15.47%

-7.65%

Volatility (6M)

Calculated over the trailing 6-month period

10.76%

20.68%

-9.92%

Volatility (1Y)

Calculated over the trailing 1-year period

16.80%

31.44%

-14.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.73%

24.24%

-8.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.73%

24.24%

-8.51%