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Issuer
Xtrackers
Inception Date
Dec 4, 2018
Region
Emerging Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
MSCI Emerging Markets Climate Select Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$1B

Share Price Chart


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Performance

EMCS Performance Chart

Xtrackers MSCI Emerging Markets Climate Selection ETF (EMCS) is up 38.4% since the beginning of the year. EMCS is currently trading at $49 per share. Investors who bought $1,000 worth of EMCS shares 5 years ago would now be looking at an investment worth $1,541.


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S&P 500 Index

Returns By Period

Xtrackers MSCI Emerging Markets Climate Selection ETF (EMCS) has returned 38.43% so far this year and 66.57% over the past 12 months.


Xtrackers MSCI Emerging Markets Climate Selection ETF

1D
0.71%
1M
12.26%
YTD
38.43%
6M
40.42%
1Y
66.57%
3Y*
29.17%
5Y*
9.04%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMCS Monthly Returns History

Based on dividend-adjusted daily data since Dec 6, 2018, EMCS's average daily return is +0.05%, while the average monthly return is +1.10%. At this rate, an investment would double in approximately 5.3 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2022 with a return of +18.3%, while the worst month was Mar 2020 at -14.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, EMCS closed higher 53% of trading days. The best single day was Mar 16, 2022 with a return of +8.9%, while the worst single day was Mar 16, 2020 at -10.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.71%6.12%-9.64%13.40%9.49%6.94%38.43%
20252.93%2.92%1.19%-0.88%4.95%7.64%-0.48%1.45%9.68%3.66%-2.33%3.07%38.71%
2024-4.30%3.55%2.96%0.32%2.71%3.02%1.11%1.72%7.25%-3.33%-3.80%-0.88%10.12%
202310.31%-7.82%3.67%-2.40%-2.33%4.23%5.45%-6.22%-4.51%-3.00%7.02%2.93%5.68%
2022-0.39%-5.47%-3.19%-6.70%0.45%-5.57%-1.87%-1.00%-12.44%-3.31%18.26%-2.62%-23.58%
20216.78%-0.73%-0.37%1.48%0.68%2.00%-7.04%1.96%-4.59%2.00%-5.19%1.80%-2.02%

Benchmark Metrics

Xtrackers MSCI Emerging Markets Climate Selection ETF has an annualized alpha of 1.58%, beta of 0.79, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since December 06, 2018.

  • This ETF participated in 74.98% of S&P 500 Index downside but only 71.63% of its upside - more exposed to losses than it benefited from rallies.

Alpha
1.58%
Beta
0.79
0.51
Upside Capture
71.63%
Downside Capture
74.98%

Expense Ratio

EMCS has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

EMCS ranks 85 for risk / return — in the top 85% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


EMCS Risk / Return Rank: 8585
Overall Rank
EMCS Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EMCS Sortino Ratio Rank: 8080
Sortino Ratio Rank
EMCS Omega Ratio Rank: 8585
Omega Ratio Rank
EMCS Calmar Ratio Rank: 8686
Calmar Ratio Rank
EMCS Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets Climate Selection ETF (EMCS) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EMCSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.50

1.37

+0.13

Calmar ratioReturn relative to maximum drawdown

4.67

2.78

+1.89

Martin ratioReturn relative to average drawdown

17.33

12.44

+4.89

Dividends

Dividend History

Xtrackers MSCI Emerging Markets Climate Selection ETF provided a 1.37% dividend yield over the last twelve months, with an annual payout of $0.67 per share.


1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.20$0.40$0.60$0.80$1.002019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.67$0.59$0.18$0.73$0.53$0.46$0.45$0.98

Dividend yield

1.37%1.66%0.67%3.07%2.26%1.46%1.40%3.56%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.25$0.25
2025$0.00$0.00$0.00$0.00$0.00$0.16$0.00$0.00$0.00$0.00$0.00$0.43$0.59
2024$0.00$0.00$0.00$0.00$0.00$0.09$0.00$0.00$0.00$0.00$0.00$0.09$0.18
2023$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.00$0.47$0.73
2022$0.00$0.00$0.00$0.00$0.00$0.32$0.00$0.00$0.00$0.00$0.00$0.21$0.53
2021$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.00$0.39$0.46

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers MSCI Emerging Markets Climate Selection 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 MSCI Emerging Markets Climate Selection ETF was 44.86%, occurring on Oct 24, 2022. Recovery took 736 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-44.86%Oct 2022
1y 8mo2y 11mo
4y 7moFeb 2021 - Oct 2025
COVID crash2020
-31.23%Mar 2020
2mo 9d4mo
6mo 9dJan 2020 - Jul 2020
2026 correction2026
-14.32%Mar 2026
1mo 2d18d
1mo 20dFeb 2026 - Apr 2026
2019 correction2019
-11.70%Aug 2019
3mo 28d4mo
7mo 28dApr 2019 - Dec 2019
2026 pullback2026
-9.22%Jun 2026
2d13d
15dJun 2026 - Jun 2026

Drawdown Indicators


EMCSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-44.86%

-56.78%

+11.92%

Max Drawdown (1Y)

Largest decline over 1 year

-14.32%

-9.10%

-5.22%

Max Drawdown (3Y)

Largest decline over 3 years

-16.73%

-18.90%

+2.17%

Max Drawdown (5Y)

Largest decline over 5 years

-42.06%

-25.43%

-16.63%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-16.52%

-10.71%

-5.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

2.03%

+1.82%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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