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Xtrackers Emerging Markets Carbon Reduction and Cl...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS2330511922
CUSIP233051192
IssuerDeutsche Bank
Inception DateDec 6, 2018
RegionEmerging Markets (Broad)
CategoryEmerging Markets Equities
Index TrackedSolactive ISS Emerging Markets Carbon Reduction & Climate Improvers Index - Benchmark TR Net
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF features an expense ratio of 0.15%, falling within the medium range.


0.50%1.00%1.50%2.00%0.15%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with EMCR

Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF

Popular comparisons: EMCR vs. SPEM, EMCR vs. FLLA, EMCR vs. FEMKX, EMCR vs. FNDF

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


20.00%40.00%60.00%80.00%100.00%OctoberNovemberDecember2024FebruaryMarch
31.77%
94.68%
EMCR (Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF had a return of 1.83% year-to-date (YTD) and 8.36% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date1.83%10.04%
1 month1.77%3.53%
6 months10.35%22.79%
1 year8.36%32.16%
5 years (annualized)4.02%13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.27%4.09%
2023-5.61%-3.71%-3.20%8.70%2.76%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
EMCR
Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF
0.65
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF Sharpe ratio is 0.65. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
0.65
2.76
EMCR (Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF granted a 1.92% dividend yield in the last twelve months. The annual payout for that period amounted to $0.54 per share.


PeriodTTM202320222021202020192018
Dividend$0.54$0.54$0.78$0.59$0.55$0.88$0.04

Dividend yield

1.92%1.95%3.05%1.83%1.75%3.15%0.19%

Monthly Dividends

The table displays the monthly dividend distributions for Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.00$0.00$0.00$0.29
2022$0.00$0.00$0.00$0.00$0.00$0.34$0.00$0.00$0.00$0.00$0.00$0.44
2021$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.00$0.00$0.00$0.25
2020$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.00$0.00$0.00$0.29
2019$0.00$0.00$0.00$0.00$0.00$0.41$0.00$0.00$0.00$0.00$0.00$0.47
2018$0.04

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-15.44%
0
EMCR (Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF was 34.28%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF drawdown is 15.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.28%Sep 8, 2021285Oct 24, 2022
-32.56%Jan 21, 202044Mar 23, 2020109Aug 26, 2020153
-7.98%Jul 5, 201929Aug 14, 201947Oct 21, 201976
-6.16%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-6.15%Dec 13, 20188Dec 24, 201810Jan 9, 201918

Volatility

Volatility Chart

The current Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF volatility is 3.34%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
3.34%
2.82%
EMCR (Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF)
Benchmark (^GSPC)