QMOM vs CXSE

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

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

QMOM vs CXSE - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

Winner

QMOM

$519M

CXSE

$516M

Expense Ratio

Winner

QMOM

0.28%

CXSE

0.32%

Max Drawdown

Winner

QMOM

39.92%

CXSE

71.11%

Sharpe Ratio

Winner

QMOM

0.84

CXSE

0.64

5Y Beta

QMOM

1.20

Winner

CXSE

0.66

P/E Ratio

QMOM

53.14

CXSE

N/A

Forward P/E

QMOM

19.91

CXSE

N/A

5Y Dividends CAGR

Winner

QMOM

95.10%

CXSE

17.64%

5Y EPS CAGR

QMOM

15.66%

CXSE

N/A

Debt to Equity

QMOM

9.76%

CXSE

N/A

P/S Ratio

QMOM

2.34

CXSE

N/A

P/B Ratio

QMOM

5.88

CXSE

N/A

QMOM vs CXSE - Holdings Comparison

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

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

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

QMOM vs CXSE - Historical Returns

Returns include dividend reinvestment.

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

Winner

QMOM

-1.14%

CXSE

-3.39%

Winner

QMOM

+10.65%

CXSE

+2.96%

Winner

QMOM

+18.03%

CXSE

-5.25%

Winner

QMOM

+22.33%

CXSE

+16.11%

5Y(CAGR)

Winner

QMOM

+10.27%

CXSE

-8.85%

10Y(CAGR)

Winner

QMOM

+13.17%

CXSE

+6.80%

Max(CAGR)

Winner

QMOM

+12.89%

CXSE

+4.92%

QMOM vs CXSE - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

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

QMOM vs CXSE Drawdown Comparison

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

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

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

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

Correlation

Correlation between QMOM and CXSE 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)

QMOM vs CXSE dividend yield comparison.

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