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Sophus Capital Emerging Market ETF (EMEM) Sharpe Ratio

ETF · Currency in USD · Last updated Jul 28, 2026

Sophus Capital Emerging Market ETF is an actively managed, all-cap equity fund seeking long-term capital appreciation across the full emerging market universe. The team uses its proprietary Sophus Capital Emerging Markets Alpha Model to rank thousands of companies on earnings growth and valuation, followed by fundamental research on top-ranked names to build a diversified portfolio of companies with improving fundamentals and positive earnings revisions.

Sharpe ratio is not yet available for EMEM. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Sophus Capital Emerging Market ETF's Sharpe Ratio with other ETFs in the Emerging Markets Equities category across multiple time periods, showing how EMEM'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 28, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
EMEQNomura Focused Emerging Markets Equity ETF2.62
EVLUiShares MSCI Emerging Markets Value Factor ETF2.31
EMDMFirst Trust Bloomberg Emerging Market Democracies ETF2.24
GEMEPacific North of South Global Emerging Markets Equity Active ETF2.23
FTHFFirst Trust Emerging Markets Human Flourishing ETF2.14
FRDMFreedom 100 Emerging Markets ETF2.07
ROAMHartford Multifactor Emerging Markets ETF1.87
STXEStrive Emerging Markets Ex-China ETF1.81
PIEInvesco DWA Emerging Markets Momentum ETF1.78
EQLTiShares MSCI Emerging Markets Quality Factor ETF1.78
EMEMSophus Capital Emerging Market ETF—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows EMEM'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 EMEM consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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