XSOE vs. ETHO
Compare and contrast key facts about WisdomTree Emerging Markets ex-State-Owned Enterprises Fund (XSOE) and Etho Climate Leadership U.S. ETF (ETHO).
XSOE and ETHO 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. ETHO is a passively managed fund by ETFMG that tracks the performance of the Etho Climate Leadership Index. It was launched on Nov 18, 2015. Both XSOE and ETHO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XSOE or ETHO.
Performance
XSOE vs. ETHO - Performance Comparison
Returns By Period
In the year-to-date period, XSOE achieves a 8.36% return, which is significantly lower than ETHO's 10.50% return.
XSOE
8.36%
-5.17%
0.53%
14.09%
2.75%
N/A
ETHO
10.50%
1.20%
6.79%
22.01%
9.09%
N/A
Key characteristics
| XSOE | ETHO | |
|---|---|---|
| Sharpe Ratio | 0.85 | 1.35 |
| Sortino Ratio | 1.30 | 1.92 |
| Omega Ratio | 1.16 | 1.24 |
| Calmar Ratio | 0.37 | 0.98 |
| Martin Ratio | 4.13 | 6.52 |
| Ulcer Index | 3.23% | 3.35% |
| Daily Std Dev | 15.70% | 16.22% |
| Max Drawdown | -45.23% | -36.67% |
| Current Drawdown | -26.57% | -4.48% |
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XSOE vs. ETHO - Expense Ratio Comparison
XSOE has a 0.32% expense ratio, which is lower than ETHO's 0.48% expense ratio.
Correlation
The correlation between XSOE and ETHO is 0.59, 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.
Risk-Adjusted Performance
XSOE vs. ETHO - 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 Etho Climate Leadership U.S. ETF (ETHO). 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. ETHO - Dividend Comparison
XSOE's dividend yield for the trailing twelve months is around 1.57%, more than ETHO's 1.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XSOE WisdomTree Emerging Markets ex-State-Owned Enterprises Fund | 1.57% | 1.78% | 2.53% | 1.36% | 1.02% | 2.01% | 1.56% | 0.65% | 1.43% | 3.94% | 0.21% |
ETHO Etho Climate Leadership U.S. ETF | 1.14% | 1.55% | 1.09% | 0.67% | 0.75% | 0.82% | 0.91% | 0.81% | 1.17% | 0.00% | 0.00% |
Drawdowns
XSOE vs. ETHO - Drawdown Comparison
The maximum XSOE drawdown since its inception was -45.23%, which is greater than ETHO's maximum drawdown of -36.67%. Use the drawdown chart below to compare losses from any high point for XSOE and ETHO. For additional features, visit the drawdowns tool.
Volatility
XSOE vs. ETHO - Volatility Comparison
The current volatility for WisdomTree Emerging Markets ex-State-Owned Enterprises Fund (XSOE) is 4.24%, while Etho Climate Leadership U.S. ETF (ETHO) has a volatility of 5.37%. This indicates that XSOE experiences smaller price fluctuations and is considered to be less risky than ETHO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.