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XSOE vs. WNTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSOE vs. WNTR - 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 YieldMax MSTR Short Option Income Strategy ETF (WNTR). 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 17.82% return, which is significantly higher than WNTR's 10.51% return.


XSOE

1D
0.75%
1M
-3.00%
6M
9.56%
YTD
17.82%
1Y
35.13%
3Y*
18.40%
5Y*
4.61%
10Y*
9.26%
ALL TIME*
7.25%

WNTR

1D
-0.22%
1M
7.89%
6M
8.31%
YTD
10.51%
1Y
106.92%
3Y*
5Y*
10Y*
ALL TIME*
47.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.92M$3.66M$3.95M
$5.36M$5.75M$6.87M

XSOE vs. WNTR - Yearly Performance Comparison


Correlation

The correlation between XSOE and WNTR is -0.39, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.39

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2025

-0.38

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Return for Risk

XSOE vs. WNTR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XSOE
XSOE Risk / Return Rank: 6060
Overall Rank
XSOE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XSOE Sortino Ratio Rank: 5454
Sortino Ratio Rank
XSOE Omega Ratio Rank: 6262
Omega Ratio Rank
XSOE Calmar Ratio Rank: 6565
Calmar Ratio Rank
XSOE Martin Ratio Rank: 6060
Martin Ratio Rank

WNTR
WNTR Risk / Return Rank: 6969
Overall Rank
WNTR Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
WNTR Sortino Ratio Rank: 6767
Sortino Ratio Rank
WNTR Omega Ratio Rank: 7171
Omega Ratio Rank
WNTR Calmar Ratio Rank: 7070
Calmar Ratio Rank
WNTR Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XSOE vs. WNTR - 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 YieldMax MSTR Short Option Income Strategy ETF (WNTR). 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.


XSOEWNTRDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.28

1.30

-0.03

Calmar ratioReturn relative to maximum drawdown

2.39

2.52

-0.13

Martin ratioReturn relative to average drawdown

7.55

6.38

+1.17

XSOE vs. WNTR - Sharpe Ratio Comparison

The current XSOE Sharpe Ratio is 1.45, which is comparable to the WNTR Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of XSOE and WNTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XSOE vs. WNTR - Drawdown Comparison

The maximum XSOE drawdown since its inception was -45.23%, which is greater than WNTR's maximum drawdown of -42.65%. Use the drawdown chart below to compare losses from any high point for XSOE and WNTR.


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Drawdown Indicators


XSOEWNTRDifference

Max Drawdown

Largest peak-to-trough decline

-45.23%

-42.65%

-2.58%

Max Drawdown (1Y)

Largest decline over 1 year

-14.79%

-42.65%

+27.86%

Max Drawdown (3Y)

Largest decline over 3 years

-19.96%

Max Drawdown (5Y)

Largest decline over 5 years

-38.76%

Max Drawdown (10Y)

Largest decline over 10 years

-45.23%

Current Drawdown

Current decline from peak

-10.06%

-9.84%

-0.22%

Average Drawdown

Average peak-to-trough decline

-17.13%

-20.15%

+3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

16.83%

-12.17%

Volatility

XSOE vs. WNTR - Volatility Comparison

The current volatility for WisdomTree Emerging Markets ex-State-Owned Enterprises Fund (XSOE) is 9.01%, while YieldMax MSTR Short Option Income Strategy ETF (WNTR) has a volatility of 13.00%. This indicates that XSOE experiences smaller price fluctuations and is considered to be less risky than WNTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSOEWNTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.01%

13.00%

-3.99%

Volatility (6M)

Calculated over the trailing 6-month period

22.22%

47.22%

-25.00%

Volatility (1Y)

Calculated over the trailing 1-year period

24.36%

54.66%

-30.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.29%

53.34%

-33.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.97%

53.34%

-32.37%

XSOE vs. WNTR - Expense Ratio Comparison

XSOE has a 0.32% expense ratio, which is lower than WNTR's 1.00% expense ratio.


Dividends

XSOE vs. WNTR - Dividend Comparison

XSOE's dividend yield for the trailing twelve months is around 1.66%, less than WNTR's 107.26% yield.


PositionTTM20252024202320222021202020192018201720162015
WNTR
YieldMax MSTR Short Option Income Strategy ETF
107.26%58.56%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
1.66%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


XSOE and WNTR have a correlation of -0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WNTR has higher volatility (13.00%) compared to XSOE (9.01%). In terms of maximum drawdown, XSOE dropped -45.23% vs WNTR's -42.65%.

On 1-year performance, WNTR leads with 106.92% vs 35.13% for XSOE. On fees, XSOE is cheaper at 0.32% per year. On volatility, XSOE has been the lower-risk option at 9.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, WNTR has performed better with a 106.92% return vs 35.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XSOE is cheaper with a 0.32% expense ratio, compared with 1.00% for WNTR.

WNTR has the higher dividend yield at 107.26%, compared with 1.66% for XSOE.

XSOE is categorized as Emerging Markets Equities, while WNTR is Derivative Income. They also come from different issuers: WisdomTree and YieldMax. Their fees differ too: 0.32% for XSOE and 1.00% for WNTR.

WNTR currently has the higher Sharpe Ratio (1.97 vs 1.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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