Matthews Emerging Markets Sustainable Future Active ETF (EMSF) Sharpe Ratio: 1.26

EMSF's Sharpe Ratio of 1.26 indicates that for each unit of volatility, it generates 1.26 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

EMSF Sharpe Ratio Rank

Above Average

EMSF ranks above 69.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Above-average risk-adjusted returns with room for improvement
Compare against category peers to gauge relative positioning
Monitor for movement toward top tier or decline toward median
Consider pairing with top-tier holdings to improve portfolio efficiency

EMSF Sharpe Ratio Market Positioning

The chart shows EMSF's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.47 or lower
Yellow zone (middle 50%): 0.47 to 1.40
Green zone (top 25%): 1.40 or higher
Top 1%: 5.78+
Median: 0.94 — half of all investments score higher

How it compares to other similar ETFs

The table compares Matthews Emerging Markets Sustainable Future Active ETF's Sharpe Ratio with other ETFs in the Emerging Markets Diversified category across multiple time periods, showing how EMSF'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 1, 2026.

Symbol	Name	1Y Sharpe Ratio
EMDM	First Trust Bloomberg Emerging Market Democracies ETF	2.93
EMEQ	Nomura Focused Emerging Markets Equity ETF	2.72
FRDM	Freedom 100 Emerging Markets ETF	2.55
PEMX	Putnam Emerging Markets Ex-China ETF	2.46
MEMX	Matthews Emerging Markets Ex China Active ETF	2.46
FTHF	First Trust Emerging Markets Human Flourishing ETF	2.39
STXE	Strive Emerging Markets Ex-China ETF	2.23
AVXC	Avantis Emerging Markets ex-China Equity ETF	2.18
HEEM	iShares Currency Hedged MSCI Emerging Markets ETF	2.12
EMM	Global X Emerging Markets ex-China ETF	2.11
EMSF	Matthews Emerging Markets Sustainable Future Active ETF	1.26

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

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

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Explore EMSF risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

EMSF Sortino Ratio