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Issuer
Global X
Inception Date
Sep 24, 2010
Region
Emerging Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$63M

Share Price Chart


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Performance

EMM Performance Chart

Global X Emerging Markets ex-China ETF (EMM) is up 38.2% since the beginning of the year. EMM is currently trading at $47 per share.


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S&P 500 Index

Returns By Period

Global X Emerging Markets ex-China ETF (EMM) has returned 38.17% so far this year and 64.91% over the past 12 months.


Global X Emerging Markets ex-China ETF

1D
0.39%
1M
10.41%
YTD
38.17%
6M
42.91%
1Y
64.91%
3Y*
24.34%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMM Monthly Returns History

Based on dividend-adjusted daily data since May 15, 2023, EMM's average daily return is +0.09%, while the average monthly return is +1.84%. At this rate, an investment would double in approximately 3.2 years.

Historically, 58% of months were positive and 42% were negative. The best month was Apr 2026 with a return of +17.1%, while the worst month was Mar 2026 at -10.9%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.

On a daily basis, EMM closed higher 55% of trading days. The best single day was Apr 8, 2026 with a return of +6.5%, while the worst single day was Jun 5, 2026 at -6.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.14%8.17%-10.86%17.13%8.04%5.70%38.17%
20250.92%-5.69%0.10%3.55%6.66%8.77%-0.97%-0.09%5.09%5.72%-0.90%4.44%30.21%
2024-3.27%4.88%3.15%-2.85%1.18%6.32%-0.43%-0.35%0.13%-2.24%-1.36%-2.31%2.34%
2023-4.56%4.22%6.56%-5.95%-4.12%-3.88%6.38%5.39%2.99%

Benchmark Metrics

Global X Emerging Markets ex-China ETF has an annualized alpha of 3.73%, beta of 0.93, and R2 of 0.50 versus S&P 500 Index. Calculated based on daily prices since May 15, 2023.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (86.75%) than losses (58.61%) - typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 3.73% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.93 and R2 of 0.50, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
3.73%
Beta
0.93
0.50
Upside Capture
86.75%
Downside Capture
58.61%

Expense Ratio

EMM has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Risk / Return Rank

EMM ranks 85 for risk / return — in the top 85% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


EMM Risk / Return Rank: 8585
Overall Rank
EMM Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EMM Sortino Ratio Rank: 8181
Sortino Ratio Rank
EMM Omega Ratio Rank: 8585
Omega Ratio Rank
EMM Calmar Ratio Rank: 8484
Calmar Ratio Rank
EMM Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Global X Emerging Markets ex-China ETF (EMM) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EMMBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.50

1.37

+0.13

Calmar ratioReturn relative to maximum drawdown

4.42

2.78

+1.64

Martin ratioReturn relative to average drawdown

17.82

12.44

+5.38

Dividends

Dividend History

Global X Emerging Markets ex-China ETF provided a 0.65% dividend yield over the last twelve months, with an annual payout of $0.31 per share. The fund has been increasing its distributions for 2 consecutive years.


0.70%0.75%0.80%0.85%0.90%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.35202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.31$0.31$0.21$0.17

Dividend yield

0.65%0.90%0.80%0.66%

Monthly Dividends

The table displays the monthly dividend distributions for Global X Emerging Markets ex-China ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.11$0.00$0.00$0.00$0.00$0.00$0.20$0.31
2024$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.00$0.00$0.00$0.13$0.21
2023$0.17$0.17

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Global X Emerging Markets ex-China ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Global X Emerging Markets ex-China ETF was 21.99%, occurring on Apr 8, 2025. Recovery took 52 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-21.99%Apr 2025
9mo 1d2mo 17d
11mo 18dJul 2024 - Jun 2025
2026 correction2026
-14.75%Mar 2026
1mo 2d18d
1mo 20dFeb 2026 - Apr 2026
2023 correction2023
-13.61%Oct 2023
2mo 26d4mo 7d
7mo 3dAug 2023 - Mar 2024
2026 pullback2026
-8.61%Jun 2026
7d8d
15dJun 2026 - Jun 2026
2026 pullback2026
-6.83%May 2026
8d7d
15dMay 2026 - May 2026

Drawdown Indicators


EMMBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-21.99%

-56.78%

+34.79%

Max Drawdown (1Y)

Largest decline over 1 year

-14.75%

-9.10%

-5.65%

Max Drawdown (3Y)

Largest decline over 3 years

-21.99%

-18.90%

-3.09%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-4.67%

-10.71%

+6.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

2.03%

+1.62%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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