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BGEG vs. EMSF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BGEG vs. EMSF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baillie Gifford Emerging Markets ETF (BGEG) and Matthews Emerging Markets Sustainable Future Active ETF (EMSF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BGEG

1D
-0.79%
1M
-4.41%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

EMSF

1D
-1.31%
1M
-8.33%
6M
23.37%
YTD
33.37%
1Y
36.96%
3Y*
5Y*
10Y*
ALL TIME*
16.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$72.52K$141.03K$341.75K
$91.16K$116.82K$196.53K

BGEG vs. EMSF - Yearly Performance Comparison


Correlation

The correlation between BGEG and EMSF is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 3, 2026

0.94

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Return for Risk

BGEG vs. EMSF — Risk / Return Rank

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

BGEG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


EMSF
EMSF Risk / Return Rank: 5555
Overall Rank
EMSF Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
EMSF Sortino Ratio Rank: 4747
Sortino Ratio Rank
EMSF Omega Ratio Rank: 5151
Omega Ratio Rank
EMSF Calmar Ratio Rank: 6969
Calmar Ratio Rank
EMSF Martin Ratio Rank: 5757
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.

BGEG vs. EMSF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford Emerging Markets ETF (BGEG) and Matthews Emerging Markets Sustainable Future Active ETF (EMSF). 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.

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.


BGEGEMSFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

2.55

Martin ratioReturn relative to average drawdown

7.06

BGEG vs. EMSF - Sharpe Ratio Comparison


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Drawdowns

BGEG vs. EMSF - Drawdown Comparison

The maximum BGEG drawdown since its inception was -11.84%, smaller than the maximum EMSF drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for BGEG and EMSF.


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Drawdown Indicators


BGEGEMSFDifference

Max Drawdown

Largest peak-to-trough decline

-11.84%

-24.75%

+12.91%

Max Drawdown (1Y)

Largest decline over 1 year

-14.57%

Current Drawdown

Current decline from peak

-9.38%

-13.92%

+4.54%

Average Drawdown

Average peak-to-trough decline

-5.82%

-5.82%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.29%

Volatility

BGEG vs. EMSF - Volatility Comparison


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Volatility by Period


BGEGEMSFDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.17%

Volatility (6M)

Calculated over the trailing 6-month period

26.08%

Volatility (1Y)

Calculated over the trailing 1-year period

35.72%

29.67%

+6.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.72%

24.27%

+11.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.72%

24.27%

+11.45%

BGEG vs. EMSF - Expense Ratio Comparison

Both BGEG and EMSF have an expense ratio of 0.79%.


Dividends

BGEG vs. EMSF - Dividend Comparison

BGEG has not paid dividends to shareholders, while EMSF's dividend yield for the trailing twelve months is around 1.41%.


PositionTTM202520242023
BGEG
Baillie Gifford Emerging Markets ETF
0.00%0.00%0.00%0.00%
EMSF
Matthews Emerging Markets Sustainable Future Active ETF
1.41%1.88%3.29%0.02%

Frequently Asked Questions


With a correlation of 0.94, BGEG and EMSF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.79% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

BGEG and EMSF have the same expense ratio: 0.79% per year.

EMSF has the higher dividend yield at 1.41%, compared with 0.00% for BGEG.

They also come from different issuers: Baillie Gifford and Matthews.

Portfolio Optimizer

Find the right allocation for BGEG and EMSF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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