PortfoliosLab logoPortfoliosLab logo

Sharpe ratio is not yet available for EMKT. 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 Lazard Emerging Markets Opportunities ETF's Sharpe Ratio with other ETFs in the Emerging Markets Diversified category across multiple time periods, showing how EMKT'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 Jun 25, 2026.


SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
EMEQNomura Focused Emerging Markets Equity ETF3.76
FRDMFreedom 100 Emerging Markets ETF3.00
EMDMFirst Trust Bloomberg Emerging Market Democracies ETF2.97
STXEStrive Emerging Markets Ex-China ETF2.71
PPEMPutnam Panagora ESG Emerging Markets Equity ETF -2.62
FTHFFirst Trust Emerging Markets Human Flourishing ETF2.60
PEMXPutnam Emerging Markets Ex-China ETF2.58
HEEMiShares Currency Hedged MSCI Emerging Markets ETF2.56
MEMXMatthews Emerging Markets Ex China Active ETF2.43
DIEMFranklin Emerging Market Core Dividend Tilt Index ETF2.35
EMKTLazard Emerging Markets Opportunities ETF

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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


Loading charts...

Sharpe Ratio Calculator

How does EMKT fit in your portfolio?

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

Analyze Your Portfolio