PortfoliosLab logoPortfoliosLab logo
AVES vs. EMCR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVES vs. EMCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Emerging Markets Value ETF (AVES) and Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

AVES vs. EMCR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AVES
Avantis Emerging Markets Value ETF
2.97%30.49%4.50%16.79%-16.04%1.32%
EMCR
Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF
1.10%33.25%9.69%10.55%-18.73%-1.32%

Returns By Period

In the year-to-date period, AVES achieves a 2.97% return, which is significantly higher than EMCR's 1.10% return.


AVES

1D
3.01%
1M
-9.24%
YTD
2.97%
6M
6.68%
1Y
31.64%
3Y*
16.33%
5Y*
10Y*

EMCR

1D
3.31%
1M
-9.79%
YTD
1.10%
6M
3.97%
1Y
30.14%
3Y*
15.86%
5Y*
5.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AVES vs. EMCR - Expense Ratio Comparison

AVES has a 0.36% expense ratio, which is higher than EMCR's 0.15% expense ratio.


Return for Risk

AVES vs. EMCR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVES
AVES Risk / Return Rank: 8686
Overall Rank
AVES Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
AVES Sortino Ratio Rank: 8787
Sortino Ratio Rank
AVES Omega Ratio Rank: 8888
Omega Ratio Rank
AVES Calmar Ratio Rank: 8585
Calmar Ratio Rank
AVES Martin Ratio Rank: 8585
Martin Ratio Rank

EMCR
EMCR Risk / Return Rank: 7979
Overall Rank
EMCR Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EMCR Sortino Ratio Rank: 7979
Sortino Ratio Rank
EMCR Omega Ratio Rank: 7878
Omega Ratio Rank
EMCR Calmar Ratio Rank: 7979
Calmar Ratio Rank
EMCR Martin Ratio Rank: 7878
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.

AVES vs. EMCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Emerging Markets Value ETF (AVES) and Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


AVESEMCRDifference

Sharpe ratio

Return per unit of total volatility

1.76

1.45

+0.31

Sortino ratio

Return per unit of downside risk

2.32

2.02

+0.29

Omega ratio

Gain probability vs. loss probability

1.34

1.30

+0.05

Calmar ratio

Return relative to maximum drawdown

2.40

2.15

+0.25

Martin ratio

Return relative to average drawdown

9.31

8.39

+0.91

AVES vs. EMCR - Sharpe Ratio Comparison

The current AVES Sharpe Ratio is 1.76, which is comparable to the EMCR Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of AVES and EMCR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


AVESEMCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

1.45

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.47

-0.01

Correlation

The correlation between AVES and EMCR is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AVES vs. EMCR - Dividend Comparison

AVES's dividend yield for the trailing twelve months is around 3.19%, more than EMCR's 2.40% yield.


TTM20252024202320222021202020192018
AVES
Avantis Emerging Markets Value ETF
3.19%3.17%4.09%3.96%3.70%0.62%0.00%0.00%0.00%
EMCR
Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF
2.40%2.43%6.62%1.95%3.05%1.83%1.75%3.15%0.19%

Drawdowns

AVES vs. EMCR - Drawdown Comparison

The maximum AVES drawdown since its inception was -27.40%, smaller than the maximum EMCR drawdown of -34.28%. Use the drawdown chart below to compare losses from any high point for AVES and EMCR.


Loading graphics...

Drawdown Indicators


AVESEMCRDifference

Max Drawdown

Largest peak-to-trough decline

-27.40%

-34.28%

+6.88%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-13.84%

+0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-34.28%

Current Drawdown

Current decline from peak

-10.28%

-10.99%

+0.71%

Average Drawdown

Average peak-to-trough decline

-7.91%

-9.49%

+1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

3.55%

-0.22%

Volatility

AVES vs. EMCR - Volatility Comparison

The current volatility for Avantis Emerging Markets Value ETF (AVES) is 8.89%, while Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) has a volatility of 10.62%. This indicates that AVES experiences smaller price fluctuations and is considered to be less risky than EMCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


AVESEMCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.89%

10.62%

-1.73%

Volatility (6M)

Calculated over the trailing 6-month period

12.90%

14.85%

-1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

18.09%

20.88%

-2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.73%

18.82%

-2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

19.68%

-2.95%