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XSOE vs. VEXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSOE vs. VEXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets ex-State-Owned Enterprises Fund (XSOE) and Vanguard Emerging Markets Ex-China ETF (VEXC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XSOE achieves a 23.47% return, which is significantly higher than VEXC's 20.67% return.


XSOE

1D
-5.74%
1M
2.49%
YTD
23.47%
6M
24.31%
1Y
46.15%
3Y*
22.11%
5Y*
4.49%
10Y*
10.33%

VEXC

1D
-3.33%
1M
3.67%
YTD
20.67%
6M
21.35%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSOE vs. VEXC - Yearly Performance Comparison


Correlation

The correlation between XSOE and VEXC is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 2, 2025

0.93

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Return for Risk

XSOE vs. VEXC — Risk / Return Rank

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

XSOE
XSOE Risk / Return Rank: 6969
Overall Rank
XSOE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
XSOE Sortino Ratio Rank: 6060
Sortino Ratio Rank
XSOE Omega Ratio Rank: 7272
Omega Ratio Rank
XSOE Calmar Ratio Rank: 7373
Calmar Ratio Rank
XSOE Martin Ratio Rank: 7272
Martin Ratio Rank

VEXC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

XSOE vs. VEXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets ex-State-Owned Enterprises Fund (XSOE) and Vanguard Emerging Markets Ex-China ETF (VEXC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XSOEVEXCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

3.48

Martin ratioReturn relative to average drawdown

12.67

XSOE vs. VEXC - Sharpe Ratio Comparison


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Drawdowns

XSOE vs. VEXC - Drawdown Comparison

The maximum XSOE drawdown since its inception was -45.23%, which is greater than VEXC's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for XSOE and VEXC.


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Drawdown Indicators


XSOEVEXCDifference

Max Drawdown

Largest peak-to-trough decline

-45.23%

-12.42%

-32.81%

Max Drawdown (1Y)

Largest decline over 1 year

-13.31%

Max Drawdown (3Y)

Largest decline over 3 years

-19.96%

Max Drawdown (5Y)

Largest decline over 5 years

-42.05%

Max Drawdown (10Y)

Largest decline over 10 years

-45.23%

Current Drawdown

Current decline from peak

-5.74%

-3.33%

-2.41%

Average Drawdown

Average peak-to-trough decline

-17.22%

-2.23%

-14.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

Volatility

XSOE vs. VEXC - Volatility Comparison


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Volatility by Period


XSOEVEXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.60%

Volatility (6M)

Calculated over the trailing 6-month period

20.57%

Volatility (1Y)

Calculated over the trailing 1-year period

22.57%

20.27%

+2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.04%

20.27%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.89%

20.27%

+0.62%

XSOE vs. VEXC - Expense Ratio Comparison

XSOE has a 0.32% expense ratio, which is higher than VEXC's 0.07% expense ratio.


Dividends

XSOE vs. VEXC - Dividend Comparison

XSOE's dividend yield for the trailing twelve months is around 1.32%, less than VEXC's 1.43% yield.


PositionTTM20252024202320222021202020192018201720162015
VEXC
Vanguard Emerging Markets Ex-China ETF
1.43%0.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XSOE
WisdomTree Emerging Markets ex-State-Owned Enterprises Fund
1.32%1.50%1.44%1.78%2.53%1.36%1.02%2.01%1.56%0.65%1.43%3.93%

Frequently Asked Questions


With a correlation of 0.93, XSOE and VEXC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VEXC is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEXC is cheaper with a 0.07% expense ratio, compared with 0.32% for XSOE.

VEXC has the higher dividend yield at 1.43%, compared with 1.32% for XSOE.

XSOE tracks WisdomTree Emerging Markets ex-State-Owned Enterprises Index, while VEXC tracks FTSE Emerging ex China Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.32% for XSOE and 0.07% for VEXC.

Portfolio Optimizer

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