Correlation
The correlation between XSOE and DFAE is 0.64, 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.
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
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Key characteristics
XSOE:
0.51
DFAE:
0.51
XSOE:
0.73
DFAE:
0.72
XSOE:
1.09
DFAE:
1.09
XSOE:
0.22
DFAE:
0.42
XSOE:
1.11
DFAE:
1.25
XSOE:
7.06%
DFAE:
6.14%
XSOE:
18.91%
DFAE:
18.62%
XSOE:
-45.23%
DFAE:
-32.21%
XSOE:
-22.67%
DFAE:
-2.51%
Returns By Period
In the year-to-date period, XSOE achieves a 6.63% return, which is significantly lower than DFAE's 7.56% return.
XSOE
6.63%
1.44%
4.37%
10.56%
4.05%
4.94%
4.24%
DFAE
7.56%
1.83%
5.88%
10.19%
5.72%
N/A
N/A
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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.
Risk-Adjusted Performance
XSOE vs. DFAE — Risk-Adjusted Performance Rank
XSOE
DFAE
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.
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Dividends
XSOE vs. DFAE - Dividend Comparison
XSOE's dividend yield for the trailing twelve months is around 1.35%, less than DFAE's 2.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSOE WisdomTree Emerging Markets ex-State-Owned Enterprises Fund | 1.35% | 1.44% | 1.78% | 2.53% | 1.36% | 1.02% | 2.00% | 1.56% | 0.65% | 1.43% | 3.93% | 0.21% |
DFAE Dimensional Emerging Core Equity Market ETF | 2.29% | 2.35% | 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.
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Volatility
XSOE vs. DFAE - Volatility Comparison
WisdomTree Emerging Markets ex-State-Owned Enterprises Fund (XSOE) has a higher volatility of 4.60% compared to Dimensional Emerging Core Equity Market ETF (DFAE) at 4.34%. This indicates that XSOE's price experiences larger fluctuations and is considered to be riskier than DFAE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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