EMCS's Sortino Ratio of 2.24 indicates that for each unit of downside volatility, it generates 2.24 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 14, 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 59.6% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. 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
- Returns are proportional to downside risk—neither strong nor weak
- Evaluate whether downside volatility aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
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%): 1.15 or lower
- Yellow zone (middle 50%): 1.15 to 2.68
- Green zone (top 25%): 2.68 or higher
- Top 1%: 14.32+
- Median: 2.01 — 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 Jul 14, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| PRVS | Parnassus Value Select ETF | 3.21 | |||
| EVLU | iShares MSCI Emerging Markets Value Factor ETF | 3.14 | |||
| GEME | Pacific North of South Global Emerging Markets Equity Active ETF | 2.95 | |||
| PIE | Invesco DWA Emerging Markets Momentum ETF | 2.76 | |||
| RSPE | Invesco ESG S&P 500 Equal Weight ETF | 2.75 | |||
| ETHO | Amplify Etho Climate Leadership U.S. ETF | 2.69 | |||
| NUMV | Nuveen ESG Mid-Cap Value ETF | 2.69 | |||
| ROAM | Hartford Multifactor Emerging Markets ETF | 2.63 | |||
| EFIV | State Street SPDR S&P 500 ESG ETF | 2.63 | |||
| ECOW | Pacer Emerging Markets Cash Cows 100 ETF | 2.62 | |||
| EMCS | Xtrackers MSCI Emerging Markets Climate Selection ETF | 2.24 |
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.
Loading charts...
IHow does EMCS fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio