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XSOE vs. XC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSOE vs. XC - 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 WisdomTree Emerging Markets ex-China Fund (XC). 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 XC's 0.72% 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%

XC

1D
0.62%
1M
1.81%
6M
-4.03%
YTD
0.72%
1Y
8.07%
3Y*
10.34%
5Y*
10Y*
ALL TIME*
11.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$692.69K$486.37K$573.91K
$5.36M$5.75M$6.87M

XSOE vs. XC - Yearly Performance Comparison


2026 (YTD)2025202420232022
XSOE
WisdomTree Emerging Markets ex-State-Owned Enterprises Fund
17.82%30.05%7.02%10.28%1.65%
XC
WisdomTree Emerging Markets ex-China Fund
0.72%18.19%5.49%21.31%1.58%

Correlation

The correlation between XSOE and XC is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.73

Correlation (3Y)
Balances recent behavior with more history.

0.81

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2022

0.82

The correlation between XSOE and XC has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.

XSOE vs. XC - Sectors Allocation Comparison


Sectors
XSOE
XC

Technology

40.8%
3.5%

Consumer Cyclical

10.0%
12.1%

Financial Services

8.7%
31.9%

Industrials

6.9%
10.9%

Communication Services

5.0%
6.3%

Basic Materials

3.5%
10.0%

Consumer Defensive

2.5%
8.0%

Healthcare

2.3%
4.9%

Energy

1.4%
4.5%

Real Estate

0.6%
4.0%

Utilities

0.4%
3.8%

Technology

XSOE
40.8%
XC
3.5%

Consumer Cyclical

XSOE
10.0%
XC
12.1%

Financial Services

XSOE
8.7%
XC
31.9%

Industrials

XSOE
6.9%
XC
10.9%

Communication Services

XSOE
5.0%
XC
6.3%

Basic Materials

XSOE
3.5%
XC
10.0%

Consumer Defensive

XSOE
2.5%
XC
8.0%

Healthcare

XSOE
2.3%
XC
4.9%

Energy

XSOE
1.4%
XC
4.5%

Real Estate

XSOE
0.6%
XC
4.0%

Utilities

XSOE
0.4%
XC
3.8%

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Return for Risk

XSOE vs. XC — 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

XC
XC Risk / Return Rank: 2323
Overall Rank
XC Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
XC Sortino Ratio Rank: 2323
Sortino Ratio Rank
XC Omega Ratio Rank: 2323
Omega Ratio Rank
XC Calmar Ratio Rank: 2222
Calmar Ratio Rank
XC Martin Ratio Rank: 2222
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. XC - 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 WisdomTree Emerging Markets ex-China Fund (XC). 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.


XSOEXCDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.10

Omega ratioGain probability vs. loss probability

1.28

1.11

+0.17

Calmar ratioReturn relative to maximum drawdown

2.39

0.65

+1.74

Martin ratioReturn relative to average drawdown

7.55

1.57

+5.98

XSOE vs. XC - Sharpe Ratio Comparison

The current XSOE Sharpe Ratio is 1.45, which is higher than the XC Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of XSOE and XC, 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. XC - Drawdown Comparison

The maximum XSOE drawdown since its inception was -45.23%, which is greater than XC's maximum drawdown of -20.97%. Use the drawdown chart below to compare losses from any high point for XSOE and XC.


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Drawdown Indicators


XSOEXCDifference

Max Drawdown

Largest peak-to-trough decline

-45.23%

-20.97%

-24.26%

Max Drawdown (1Y)

Largest decline over 1 year

-14.79%

-12.47%

-2.32%

Max Drawdown (3Y)

Largest decline over 3 years

-19.96%

-20.97%

+1.01%

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%

-5.41%

-4.65%

Average Drawdown

Average peak-to-trough decline

-17.13%

-4.26%

-12.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

5.15%

-0.49%

Volatility

XSOE vs. XC - Volatility Comparison

WisdomTree Emerging Markets ex-State-Owned Enterprises Fund (XSOE) has a higher volatility of 9.01% compared to WisdomTree Emerging Markets ex-China Fund (XC) at 4.16%. This indicates that XSOE's price experiences larger fluctuations and is considered to be riskier than XC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSOEXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.01%

4.16%

+4.85%

Volatility (6M)

Calculated over the trailing 6-month period

22.22%

13.30%

+8.92%

Volatility (1Y)

Calculated over the trailing 1-year period

24.36%

15.01%

+9.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.29%

15.83%

+4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.97%

15.83%

+5.14%

XSOE vs. XC - Expense Ratio Comparison

Both XSOE and XC have an expense ratio of 0.32%.


Dividends

XSOE vs. XC - Dividend Comparison

XSOE's dividend yield for the trailing twelve months is around 1.66%, less than XC's 11.93% yield.


PositionTTM20252024202320222021202020192018201720162015
XC
WisdomTree Emerging Markets ex-China Fund
11.93%11.74%1.49%1.42%0.57%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 XC have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XSOE has higher volatility (9.01%) compared to XC (4.16%). In terms of maximum drawdown, XSOE dropped -45.23% vs XC's -20.97%.

On 3-year performance, XSOE leads with 18.40% vs 10.34% for XC. Both ETFs have the same 0.32% expense ratio. On volatility, XC has been the lower-risk option at 4.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, XSOE has performed better with a 18.40% return vs 10.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XSOE and XC have the same expense ratio: 0.32% per year.

XC has the higher dividend yield at 11.93%, compared with 1.66% for XSOE.

XSOE tracks WisdomTree Emerging Markets ex-State-Owned Enterprises Index, while XC tracks WisdomTree Emerging Markets ex-China Index - Benchmark TR Net.

XSOE currently has the higher Sharpe Ratio (1.45 vs 0.54), 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

Find the right allocation for XSOE and XC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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