XSOE vs. DFAE
Compare and contrast key facts about WisdomTree Emerging Markets ex-State-Owned Enterprises Fund (XSOE) and Dimensional Emerging Core Equity Market ETF (DFAE).
XSOE and DFAE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XSOE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Emerging Markets ex-State-Owned Enterprises Index. It was launched on Dec 10, 2014. DFAE is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Dec 2, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XSOE or DFAE.
Performance
XSOE vs. DFAE - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with XSOE having a 9.27% return and DFAE slightly lower at 9.01%.
XSOE
9.27%
-4.55%
3.23%
14.67%
3.03%
N/A
DFAE
9.01%
-4.40%
1.62%
13.25%
N/A
N/A
Key characteristics
| XSOE | DFAE | |
|---|---|---|
| Sharpe Ratio | 0.91 | 0.88 |
| Sortino Ratio | 1.38 | 1.30 |
| Omega Ratio | 1.17 | 1.16 |
| Calmar Ratio | 0.39 | 0.68 |
| Martin Ratio | 4.20 | 4.14 |
| Ulcer Index | 3.40% | 3.15% |
| Daily Std Dev | 15.66% | 14.92% |
| Max Drawdown | -45.23% | -32.21% |
| Current Drawdown | -25.96% | -8.24% |
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XSOE vs. DFAE - Expense Ratio Comparison
XSOE has a 0.32% expense ratio, which is lower than DFAE's 0.35% expense ratio.
Correlation
The correlation between XSOE and DFAE is 0.98, 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.
Risk-Adjusted Performance
XSOE vs. DFAE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets ex-State-Owned Enterprises Fund (XSOE) and Dimensional Emerging Core Equity Market ETF (DFAE). 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.
Dividends
XSOE vs. DFAE - Dividend Comparison
XSOE's dividend yield for the trailing twelve months is around 1.55%, less than DFAE's 2.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XSOE WisdomTree Emerging Markets ex-State-Owned Enterprises Fund | 1.55% | 1.78% | 2.53% | 1.36% | 1.02% | 2.01% | 1.56% | 0.65% | 1.43% | 3.94% | 0.21% |
DFAE Dimensional Emerging Core Equity Market ETF | 2.09% | 2.43% | 2.85% | 1.64% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XSOE vs. DFAE - Drawdown Comparison
The maximum XSOE drawdown since its inception was -45.23%, which is greater than DFAE's maximum drawdown of -32.21%. Use the drawdown chart below to compare losses from any high point for XSOE and DFAE. For additional features, visit the drawdowns tool.
Volatility
XSOE vs. DFAE - Volatility Comparison
The current volatility for WisdomTree Emerging Markets ex-State-Owned Enterprises Fund (XSOE) is 4.27%, while Dimensional Emerging Core Equity Market ETF (DFAE) has a volatility of 4.70%. This indicates that XSOE experiences smaller price fluctuations and is considered to be less risky than DFAE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.