XSOE vs HDEF

Comparison between WISDOMTREE EMERGING MARKETS EX-STATE-OWNED ENTERPRISES FUND (XSOE, ETF) and XTRACKERS MSCI EAFE HIGH DIVIDEND YIELD EQUITY ETF (HDEF, ETF).

5-Year PerformanceHDEF has outperformed XSOE, delivering a return of +12.0% compared to +5.4%

XSOE vs HDEF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	XSOE(ETF)	HDEF(ETF)
Net Assets	$2.10B	$2.20B
Expense Ratio	0.32%	0.09%
Max Drawdown	47.21%	38.17%
Sharpe Ratio	1.23	1.47
5Y Beta	0.88	0.40
5Y Dividends CAGR	11.11%	12.60%

Net Assets

XSOE

$2.10B

Winner

HDEF

$2.20B

Expense Ratio

XSOE

0.32%

Winner

HDEF

0.09%

Max Drawdown

XSOE

47.21%

Winner

HDEF

38.17%

Sharpe Ratio

XSOE

1.23

Winner

HDEF

1.47

5Y Beta

XSOE

0.88

Winner

HDEF

0.40

5Y Dividends CAGR

XSOE

11.11%

Winner

HDEF

12.60%

XSOE vs HDEF - Historical Returns

Returns include dividend reinvestment.

Period	XSOE	HDEF
1 month	-0.70%	+4.18%
3 months	-0.55%	+6.87%
6 months	+11.10%	+5.56%
1 year	+34.75%	+21.47%
5 years(CAGR)	+5.36%	+12.04%
10 years(CAGR)	+9.51%	+9.12%
Max(CAGR)	+7.53%	+8.15%

XSOE

-0.70%

Winner

HDEF

+4.18%

XSOE

-0.55%

Winner

HDEF

+6.87%

Winner

XSOE

+11.10%

HDEF

+5.56%

Winner

XSOE

+34.75%

HDEF

+21.47%

5Y(CAGR)

XSOE

+5.36%

Winner

HDEF

+12.04%

10Y(CAGR)

Winner

XSOE

+9.51%

HDEF

+9.12%

Max(CAGR)

XSOE

+7.53%

Winner

HDEF

+8.15%

XSOE vs HDEF - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

Year	XSOE	HDEF
2026	+17.48%	+12.39%
2025	+30.05%	+33.36%
2024	+8.65%	+3.36%
2023	+9.13%	+17.51%
2022	-26.15%	-3.03%
2021	-6.70%	+6.01%
2020	+26.34%	-2.76%
2019	+25.07%	+25.44%
2018	-20.54%	-13.77%
2017	+49.23%	+9.90%
2016	+6.66%	+13.43%
2015	-11.84%	-4.66%
2014	+0.33%	N/A

XSOE vs HDEF Drawdown Comparison

The maximum drawdown for XSOE was -45.25%, occurring on Oct 24, 2022. Recovery took 1239 trading sessions.

The maximum drawdown for HDEF was -36.42%, occurring on Mar 23, 2020. Recovery took 255 trading sessions.

The current XSOE drawdown is -8.00%. The current HDEF drawdown is -0.28%.

Rank	XSOE	HDEF
#1	-45.25% Feb 16, 2021 - Jan 22, 2026	-36.42% Jan 2, 2020 - Jan 6, 2021
#2	-35.05% Jan 26, 2018 - Aug 5, 2020	-23.69% Feb 9, 2022 - Apr 6, 2023
#3	-31.24% Apr 28, 2015 - May 9, 2017	-17.55% Jan 22, 2018 - Oct 24, 2019
#4	-14.79% Jun 22, 2026 - Jul 29, 2026	-14.95% Aug 18, 2015 - Aug 10, 2016
#5	-13.31% Feb 25, 2026 - Apr 17, 2026	-11.15% Sep 26, 2024 - Mar 5, 2025
#6	-8.69% Jun 2, 2026 - Jun 18, 2026	-10.60% Mar 18, 2025 - Apr 22, 2025
#7	-6.06% Jan 22, 2015 - Apr 2, 2015	-9.31% Jun 15, 2021 - Jan 12, 2022
#8	-5.54% Nov 22, 2017 - Jan 2, 2018	-8.79% Jul 26, 2023 - Dec 13, 2023
#9	-5.52% Aug 28, 2020 - Oct 8, 2020	-8.02% Feb 27, 2026 - Jul 17, 2026
#10	-5.48% Jan 25, 2021 - Feb 5, 2021	-6.39% May 8, 2023 - Jun 15, 2023
#11	-5.15% May 11, 2026 - May 26, 2026	-5.63% Dec 9, 2016 - Jan 10, 2017
#12	-4.10% Dec 10, 2014 - Dec 22, 2014	-5.46% Dec 27, 2023 - Mar 20, 2024
#13	-4.09% Dec 26, 2014 - Jan 20, 2015	-4.72% Jan 8, 2021 - Mar 16, 2021
#14	-3.41% Sep 19, 2017 - Oct 10, 2017	-4.35% Nov 2, 2017 - Jan 9, 2018
#15	-3.41% Jan 28, 2026 - Feb 10, 2026	-4.24% May 17, 2024 - Jul 12, 2024

Correlation

Correlation between XSOE and HDEF is 0.80 which considered as a strong positive correlation - the stocks tend to move together.

0.80

-101

Dividend Comparison (2014 - 2026)

XSOE vs HDEF dividend yield comparison.

Year	XSOE	HDEF
2026	0.71%	2.52%
2025	1.50%	3.88%
2024	1.44%	4.53%
2023	1.78%	4.38%
2022	2.53%	5.41%
2021	1.36%	4.76%
2020	1.02%	3.93%
2019	2.01%	4.20%
2018	1.56%	3.55%
2017	0.65%	3.38%
2016	1.43%	9.52%
2015	3.93%	1.87%
2014	0.21%	0.00%