Xtrackers MSCI Emerging Markets Climate Selection ETF (EMCS) Sortino Ratio: 2.21
EMCS's Sortino Ratio of 2.21 indicates that for each unit of downside volatility, it generates 2.21 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
EMCS Sortino Ratio Rank
EMCS ranks above 80.2% of all investments in our database based on Sortino Ratio over the past 12 months, demonstrating exceptional downside-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Suitable as a core holding given strong downside protection
- Monitor rank changes to detect weakening downside characteristics
- Exceptional risk-adjusted profile supports larger position sizes
- Compare with category peers to assess whether strength is investment-specific or category-wide
EMCS Sortino Ratio Market Positioning
The chart shows EMCS's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 0.79 or lower
- Yellow zone (middle 50%): 0.79 to 2.00
- Green zone (top 25%): 2.00 or higher
- Top 1%: 10.56+
- Median: 1.42 — half of all investments score higher
How it compares to other similar ETFs
The table compares Xtrackers MSCI Emerging Markets Climate Selection ETF's Sortino 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 Apr 2, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| PULT | Putnam ESG Ultra Short ETF | 15.37 | |||
| EMIF | iShares Emerging Markets Infrastructure ETF | 3.20 | |||
| ROAM | Hartford Multifactor Emerging Markets ETF | 2.92 | |||
| EMXC | iShares MSCI Emerging Markets ex China ETF | 2.88 | |||
| ECOW | Pacer Emerging Markets Cash Cows 100 ETF | 2.80 | |||
| AGEM | abrdn Emerging Markets Dividend Active ETF | 2.75 | |||
| SDEM | Global X MSCI SuperDividend Emerging Markets ETF | 2.71 | |||
| XCEM | Columbia EM Core ex-China ETF | 2.70 | |||
| EYLD | Cambria Emerging Shareholder Yield ETF | 2.61 | |||
| PIE | Invesco DWA Emerging Markets Momentum ETF | 2.56 | |||
| EMCS | Xtrackers MSCI Emerging Markets Climate Selection ETF | 2.21 |
Historical Sortino Ratio
The chart shows EMCS's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. 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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Explore EMCS risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.