CXSE vs QMOM

Comparison between WISDOMTREE CHINA EX-STATE-OWNED ENTERPRISES FUND (CXSE, ETF) and ALPHA ARCHITECT U.S. QUANTITATIVE MOMENTUM ETF (QMOM, ETF).

5-Year PerformanceQMOM has outperformed CXSE, delivering a return of +10.3% compared to -8.9%

CXSE vs QMOM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CXSE(ETF)	QMOM(ETF)
Net Assets	$516M	$519M
Expense Ratio	0.32%	0.28%
Max Drawdown	71.11%	39.92%
Sharpe Ratio	0.64	0.84
5Y Beta	0.66	1.20
P/E Ratio	N/A	53.14
Forward P/E	N/A	19.91
5Y Dividends CAGR	17.64%	95.10%
5Y EPS CAGR	N/A	15.66%
Debt to Equity	N/A	9.76%
P/S Ratio	N/A	2.34
P/B Ratio	N/A	5.88

Net Assets

CXSE

$516M

Winner

QMOM

$519M

Expense Ratio

CXSE

0.32%

Winner

QMOM

0.28%

Max Drawdown

CXSE

71.11%

Winner

QMOM

39.92%

Sharpe Ratio

CXSE

0.64

Winner

QMOM

0.84

5Y Beta

Winner

CXSE

0.66

QMOM

1.20

P/E Ratio

CXSE

N/A

QMOM

53.14

Forward P/E

CXSE

N/A

QMOM

19.91

5Y Dividends CAGR

CXSE

17.64%

Winner

QMOM

95.10%

5Y EPS CAGR

CXSE

N/A

QMOM

15.66%

Debt to Equity

CXSE

N/A

QMOM

9.76%

P/S Ratio

CXSE

N/A

QMOM

2.34

P/B Ratio

CXSE

N/A

QMOM

5.88

CXSE vs QMOM - Holdings Comparison

CXSE and QMOM have 1 common holdings. Overlap is -0.97%

CXSE's top 25 holdings weight is 55.09%. QMOM's top 25 holdings weight is 54.41%.

Rank	CXSE	QMOM
#1	n/a (n/a) - 7.68%	FLEX LTD (FLEX) - 2.98%
#2	TENCENT HOLDINGS LTD (n/a) - 7.00%	DELL TECHNOLOGIES INC ORDINARY SHARES CLASS C (DELL) - 2.83%
#3	n/a (n/a) - 4.54%	MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC (MTSI) - 2.81%
#4	ZHONGJI INNOLIGHT CO LTD CLASS A (n/a) - 4.33%	PLANET LABS PBC CLASS A (PL) - 2.53%
#5	n/a (n/a) - 3.89%	CORNING INC (GLW) - 2.31%
#6	EOPTOLINK TECHNOLOGY INC LTD CLASS A (n/a) - 2.60%	NVENT ELECTRIC PLC (NVT) - 2.28%
#7	PDD HOLDINGS INC ADR (PDD) - 2.23%	BORGWARNER INC (BWA) - 2.28%
#8	XIAOMI CORP CLASS B (n/a) - 2.00%	APPLIED MATERIALS INC (AMAT) - 2.21%
#9	CAMBRICON TECHNOLOGIES CORP LTD CLASS A (n/a) - 1.73%	SOUTHERN COPPER CORP (SCCO) - 2.16%
#10	MEITUAN CLASS B (n/a) - 1.66%	JABIL INC (JBL) - 2.14%
#11	MIDEA GROUP CO LTD CLASS A (n/a) - 1.51%	ATI INC (ATI) - 2.10%
#12	BYD CO LTD CLASS H (n/a) - 1.37%	ARROWHEAD PHARMACEUTICALS INC (ARWR) - 2.07%
#13	n/a (n/a) - 1.34%	REVOLUTION MEDICINES INC ORDINARY SHARES (RVMD) - 2.07%
#14	JD.COM INC ORDINARY SHARES CLASS A (n/a) - 1.34%	CARPENTER TECHNOLOGY CORP (CRS) - 2.05%
#15	n/a (n/a) - 1.33%	ANGLOGOLD ASHANTI PLC (AU) - 2.00%
#16	NETEASE INC ORDINARY SHARES (n/a) - 1.31%	CURTISS-WRIGHT CORP (CW) - 1.99%
#17	GIGADEVICE SEMICONDUCTOR INC CLASS A (n/a) - 1.13%	QUANTA SERVICES INC (PWR) - 1.98%
#18	BAIDU INC (n/a) - 1.12%	COEUR MINING INC (CDE) - 1.97%
#19	EAST MONEY INFORMATION CO LTD CLASS A (n/a) - 1.07%	MP MATERIALS CORP ORDINARY SHARES CLASS A (MP) - 1.96%
#20	MONTAGE TECHNOLOGY CO LTD CLASS A (n/a) - 1.06%	KEYSIGHT TECHNOLOGIES INC (KEYS) - 1.95%
#21	SUNGROW POWER SUPPLY CO LTD CLASS A (n/a) - 1.04%	CATERPILLAR INC (CAT) - 1.95%
#22	n/a (n/a) - 1.01%	IONIS PHARMACEUTICALS INC (IONS) - 1.95%
#23	n/a (n/a) - 0.94%	FORMFACTOR INC (FORM) - 1.95%
#24	TRIP.COM GROUP LTD (n/a) - 0.94%	VIAVI SOLUTIONS INC (VIAV) - 1.95%
#25	WUXI APPTEC CO LTD CLASS A (n/a) - 0.92%	DYCOM INDUSTRIES INC (DY) - 1.94%
Total Holdings	260	53

CXSE vs QMOM - Historical Returns

Returns include dividend reinvestment.

Period	CXSE	QMOM
1 month	-3.39%	-1.14%
3 months	+2.96%	+10.65%
6 months	-5.25%	+18.03%
1 year	+16.11%	+22.33%
5 years(CAGR)	-8.85%	+10.27%
10 years(CAGR)	+6.80%	+13.17%
Max(CAGR)	+4.92%	+12.89%

CXSE

-3.39%

Winner

QMOM

-1.14%

CXSE

+2.96%

Winner

QMOM

+10.65%

CXSE

-5.25%

Winner

QMOM

+18.03%

CXSE

+16.11%

Winner

QMOM

+22.33%

5Y(CAGR)

CXSE

-8.85%

Winner

QMOM

+10.27%

10Y(CAGR)

CXSE

+6.80%

Winner

QMOM

+13.17%

Max(CAGR)

CXSE

+4.92%

Winner

QMOM

+12.89%

CXSE vs QMOM - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	CXSE	QMOM
2026	-6.52%	+15.58%
2025	+39.36%	+1.42%
2024	+11.98%	+32.17%
2023	-20.35%	+13.84%
2022	-29.27%	-6.63%
2021	-24.40%	-2.71%
2020	+53.66%	+59.91%
2019	+38.47%	+29.03%
2018	-31.23%	-11.66%
2017	+82.07%	+16.06%
2016	-0.16%	+8.32%
2015	-3.27%	N/A
2014	+2.30%	N/A
2013	-5.39%	N/A
2012	+11.69%	N/A

CXSE vs QMOM Drawdown Comparison

The maximum drawdown for CXSE was -70.01%, occurring on Feb 2, 2024. This drawdown has not yet recovered.

The maximum drawdown for QMOM was -39.11%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The current CXSE drawdown is -48.28%. The current QMOM drawdown is -5.93%.

Rank	CXSE	QMOM
#1	-70.01% Feb 17, 2021 - Feb 2, 2024	-39.11% Feb 19, 2020 - Jul 6, 2020
#2	-41.23% Apr 27, 2015 - May 22, 2017	-38.89% Feb 12, 2021 - Oct 11, 2024
#3	-38.58% Jan 26, 2018 - Jun 19, 2020	-31.88% Sep 13, 2018 - Jan 13, 2020
#4	-22.21% Jan 10, 2013 - Jul 28, 2014	-26.48% Nov 26, 2024 - Jan 15, 2026
#5	-12.01% Sep 4, 2014 - Apr 6, 2015	-15.68% Jan 5, 2016 - Apr 14, 2016
#6	-9.77% Nov 21, 2017 - Jan 3, 2018	-12.65% Mar 2, 2026 - Apr 13, 2026
#7	-8.48% Sep 2, 2020 - Oct 9, 2020	-11.75% Oct 13, 2020 - Nov 6, 2020
#8	-6.93% Jan 25, 2021 - Feb 9, 2021	-11.65% Sep 1, 2020 - Oct 5, 2020
#9	-6.85% Nov 6, 2012 - Dec 10, 2012	-10.90% Jan 26, 2018 - Mar 12, 2018
#10	-5.56% Jul 9, 2020 - Aug 4, 2020	-8.59% Nov 6, 2020 - Nov 20, 2020
#11	-4.82% Nov 5, 2020 - Dec 18, 2020	-8.25% Jun 20, 2018 - Aug 27, 2018
#12	-4.42% Aug 5, 2020 - Aug 24, 2020	-8.17% Mar 12, 2018 - May 18, 2018
#13	-3.94% Apr 16, 2015 - Apr 23, 2015	-8.08% Feb 21, 2017 - Sep 20, 2017
#14	-3.91% Sep 20, 2017 - Oct 3, 2017	-7.88% Dec 22, 2020 - Jan 7, 2021
#15	-3.65% Aug 8, 2017 - Aug 22, 2017	-7.28% Jan 27, 2026 - Feb 19, 2026

Correlation

Correlation between CXSE and QMOM is 0.30 which considered as a very weak or no correlation - the stocks move independently of each other.

0.30

-101

Dividend Comparison (2013 - 2026)

CXSE vs QMOM dividend yield comparison.

Year	CXSE	QMOM
2026	0.05%	0.00%
2025	1.95%	0.54%
2024	1.70%	1.40%
2023	1.71%	0.87%
2022	1.55%	1.59%
2021	0.86%	0.12%
2020	0.54%	0.08%
2019	0.96%	0.01%
2018	1.49%	0.05%
2017	1.24%	0.13%
2016	1.39%	0.34%
2015	2.50%	0.00%
2014	2.29%	0.00%
2013	2.75%	0.00%