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CRBN vs. EMDV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CRBN and EMDV is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

CRBN vs. EMDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI ACWI Low Carbon Target ETF (CRBN) and ProShares MSCI Emerging Markets Dividend Growers ETF (EMDV). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%December2025FebruaryMarchAprilMay
177.10%
36.14%
CRBN
EMDV

Key characteristics

Sharpe Ratio

CRBN:

0.66

EMDV:

0.07

Sortino Ratio

CRBN:

1.09

EMDV:

0.20

Omega Ratio

CRBN:

1.16

EMDV:

1.03

Calmar Ratio

CRBN:

0.74

EMDV:

0.03

Martin Ratio

CRBN:

3.22

EMDV:

0.08

Ulcer Index

CRBN:

3.79%

EMDV:

11.28%

Daily Std Dev

CRBN:

17.72%

EMDV:

17.69%

Max Drawdown

CRBN:

-33.13%

EMDV:

-39.19%

Current Drawdown

CRBN:

-4.03%

EMDV:

-22.37%

Returns By Period

In the year-to-date period, CRBN achieves a 1.17% return, which is significantly lower than EMDV's 3.16% return.


CRBN

YTD

1.17%

1M

5.74%

6M

-0.79%

1Y

11.68%

5Y*

13.52%

10Y*

9.11%

EMDV

YTD

3.16%

1M

5.62%

6M

-2.19%

1Y

1.28%

5Y*

2.50%

10Y*

N/A

*Annualized

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CRBN vs. EMDV - Expense Ratio Comparison

CRBN has a 0.20% expense ratio, which is lower than EMDV's 0.60% expense ratio.


Risk-Adjusted Performance

CRBN vs. EMDV — Risk-Adjusted Performance Rank

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

CRBN
The Risk-Adjusted Performance Rank of CRBN is 7373
Overall Rank
The Sharpe Ratio Rank of CRBN is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of CRBN is 7171
Sortino Ratio Rank
The Omega Ratio Rank of CRBN is 7373
Omega Ratio Rank
The Calmar Ratio Rank of CRBN is 7676
Calmar Ratio Rank
The Martin Ratio Rank of CRBN is 7777
Martin Ratio Rank

EMDV
The Risk-Adjusted Performance Rank of EMDV is 2121
Overall Rank
The Sharpe Ratio Rank of EMDV is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of EMDV is 2121
Sortino Ratio Rank
The Omega Ratio Rank of EMDV is 2121
Omega Ratio Rank
The Calmar Ratio Rank of EMDV is 2121
Calmar Ratio Rank
The Martin Ratio Rank of EMDV is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CRBN vs. EMDV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI Low Carbon Target ETF (CRBN) and ProShares MSCI Emerging Markets Dividend Growers ETF (EMDV). 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.


The current CRBN Sharpe Ratio is 0.66, which is higher than the EMDV Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of CRBN and EMDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.66
0.07
CRBN
EMDV

Dividends

CRBN vs. EMDV - Dividend Comparison

CRBN's dividend yield for the trailing twelve months is around 1.92%, less than EMDV's 2.78% yield.


TTM2024202320222021202020192018201720162015
CRBN
iShares MSCI ACWI Low Carbon Target ETF
1.92%1.94%2.01%1.95%1.57%1.41%2.27%2.51%2.05%2.27%2.01%
EMDV
ProShares MSCI Emerging Markets Dividend Growers ETF
2.78%2.79%1.88%3.68%2.12%3.12%2.38%1.27%2.09%2.79%0.00%

Drawdowns

CRBN vs. EMDV - Drawdown Comparison

The maximum CRBN drawdown since its inception was -33.13%, smaller than the maximum EMDV drawdown of -39.19%. Use the drawdown chart below to compare losses from any high point for CRBN and EMDV. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.03%
-22.37%
CRBN
EMDV

Volatility

CRBN vs. EMDV - Volatility Comparison

iShares MSCI ACWI Low Carbon Target ETF (CRBN) has a higher volatility of 5.60% compared to ProShares MSCI Emerging Markets Dividend Growers ETF (EMDV) at 2.99%. This indicates that CRBN's price experiences larger fluctuations and is considered to be riskier than EMDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
5.60%
2.99%
CRBN
EMDV