Summary
STXE
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 51.93% Volatility 21.58% Sharpe 2.00
Official loaded data — not a live quote.

STRIVE EMERGING MARKETS EX-CHINA ETF

Symbol: STXE

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 30/01/2023

Latest date: 20/07/2026

Current price: $46.65

Expense ratio: 0.32%

Assets under management
$150.0M
-1.21% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-15.06%

Ann. -64.82% (Sharpe / Sortino numerator)

Volatility

44.31%

Sharpe ratio

-1.545

VaR 95%

-4.21%

CVaR 95%: -5.25%
Max drawdown: -8.73%
Sortino ratio: -2.389
Calmar ratio: -7.43

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

5.34%

Ann. 28.22% (Sharpe / Sortino numerator)

Volatility

31.33%

Sharpe ratio

0.785

VaR 95%

-3.94%

CVaR 95%: -4.66%
Max drawdown: -14.82%
Sortino ratio: 1.023
Calmar ratio: 1.90

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

22.69%

Ann. 40.69% (Sharpe / Sortino numerator)

Volatility

25.04%

Sharpe ratio

1.480

VaR 95%

-2.39%

CVaR 95%: -3.76%
Max drawdown: -14.82%
Sortino ratio: 1.879
Calmar ratio: 2.75

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

51.93%

Ann. 46.70% (Sharpe / Sortino numerator)

Volatility

21.58%

Sharpe ratio

1.996

VaR 95%

-1.85%

CVaR 95%: -3.24%
Max drawdown: -14.82%
Sortino ratio: 2.503
Calmar ratio: 3.15

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

65.59%

Ann. 20.58% (Sharpe / Sortino numerator)

Volatility

18.37%

Sharpe ratio

0.923

VaR 95%

-1.76%

CVaR 95%: -2.77%
Max drawdown: -18.91%
Sortino ratio: 1.168
Calmar ratio: 1.09

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

86.93%

Ann. 19.50% (Sharpe / Sortino numerator)

Volatility

16.57%

Sharpe ratio

0.958

VaR 95%

-1.59%

CVaR 95%: -2.44%
Max drawdown: -18.91%
Sortino ratio: 1.271
Calmar ratio: 1.03

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.184%

Best day

6.373%

08/04/2026
Worst day

-7.795%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $47.22 $47.39 $46.65 $46.65 6,800
17/07/2026 $45.64 $47.27 $45.64 $46.90 28,800
16/07/2026 $47.68 $47.68 $46.94 $47.04 13,300
15/07/2026 $49.04 $49.04 $47.75 $48.58 7,400
14/07/2026 $48.89 $49.20 $48.78 $49.02 14,100
13/07/2026 $48.60 $48.63 $47.86 $47.95 5,400
10/07/2026 $50.07 $50.38 $49.62 $50.30 16,600
09/07/2026 $50.33 $50.37 $49.93 $50.07 6,600
08/07/2026 $49.24 $49.85 $48.63 $49.85 8,900
07/07/2026 $50.05 $50.05 $49.08 $49.55 9,400