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Xtrackers MSCI Emerging Markets Climate Selection ETF (EMCS) Sharpe Ratio: 1.71

ETF · Currency in USD · Last updated Jul 14, 2026

EMCS is a passive ETF by Xtrackers tracking the investment results of the MSCI Emerging Markets Climate Select Index. EMCS launched on Dec 4, 2018 and has a 0.15% expense ratio.

EMCS's Sharpe Ratio of 1.71 indicates that for each unit of volatility, it generates 1.71 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 14, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

EMCS Sharpe Ratio Rank

EMCS Sharpe Ratio Rank: 66.066
Above Average

EMCS ranks above 66.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

EMCS Sharpe Ratio Market Positioning

The chart shows EMCS's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.74 or lower
  • Yellow zone (middle 50%): 0.74 to 1.91
  • Green zone (top 25%): 1.91 or higher
  • Top 1%: 6.45+
  • Median: 1.39 — half of all investments score higher

How it compares to other similar ETFs

The table compares Xtrackers MSCI Emerging Markets Climate Selection ETF's Sharpe Ratio with other ETFs in the Emerging Markets Equities, ESG category across multiple time periods, showing how EMCS's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 14, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
EVLUiShares MSCI Emerging Markets Value Factor ETF2.44
GEMEPacific North of South Global Emerging Markets Equity Active ETF2.42
PIEInvesco DWA Emerging Markets Momentum ETF2.30
PRVSParnassus Value Select ETF2.28
DBEMXtrackers MSCI Emerging Markets Hedged Equity ETF2.05
ROAMHartford Multifactor Emerging Markets ETF2.03
EMXCiShares MSCI Emerging Markets ex China ETF2.01
EQLTiShares MSCI Emerging Markets Quality Factor ETF1.94
XCEMColumbia EM Core ex-China ETF1.93
RSPEInvesco ESG S&P 500 Equal Weight ETF1.93
EMCSXtrackers MSCI Emerging Markets Climate Selection ETF1.71

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows EMCS's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when EMCS consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does EMCS fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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