XSOE vs. IVV
Compare and contrast key facts about WisdomTree Emerging Markets ex-State-Owned Enterprises Fund (XSOE) and iShares Core S&P 500 ETF (IVV).
XSOE and IVV 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. IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000. Both XSOE and IVV 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 IVV.
Performance
XSOE vs. IVV - Performance Comparison
Returns By Period
In the year-to-date period, XSOE achieves a 9.69% return, which is significantly lower than IVV's 25.45% return.
XSOE
9.69%
-4.82%
2.85%
14.08%
3.16%
N/A
IVV
25.45%
0.97%
11.84%
31.81%
15.61%
13.13%
Key characteristics
| XSOE | IVV | |
|---|---|---|
| Sharpe Ratio | 0.98 | 2.70 |
| Sortino Ratio | 1.47 | 3.60 |
| Omega Ratio | 1.18 | 1.50 |
| Calmar Ratio | 0.42 | 3.91 |
| Martin Ratio | 4.64 | 17.60 |
| Ulcer Index | 3.32% | 1.87% |
| Daily Std Dev | 15.70% | 12.17% |
| Max Drawdown | -45.23% | -55.25% |
| Current Drawdown | -25.67% | -1.40% |
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XSOE vs. IVV - Expense Ratio Comparison
XSOE has a 0.32% expense ratio, which is higher than IVV's 0.03% expense ratio.
Correlation
The correlation between XSOE and IVV is 0.61, 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. IVV - 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 iShares Core S&P 500 ETF (IVV). 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. IVV - Dividend Comparison
XSOE's dividend yield for the trailing twelve months is around 1.55%, more than IVV's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
IVV iShares Core S&P 500 ETF | 1.25% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
Drawdowns
XSOE vs. IVV - Drawdown Comparison
The maximum XSOE drawdown since its inception was -45.23%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for XSOE and IVV. For additional features, visit the drawdowns tool.
Volatility
XSOE vs. IVV - Volatility Comparison
WisdomTree Emerging Markets ex-State-Owned Enterprises Fund (XSOE) and iShares Core S&P 500 ETF (IVV) have volatilities of 4.29% and 4.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.