DVYE vs. EMC
Compare and contrast key facts about iShares Emerging Markets Dividend ETF (DVYE) and Global X Emerging Markets Great Consumer ETF (EMC).
DVYE and EMC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DVYE is a passively managed fund by iShares that tracks the performance of the Dow Jones Emerging Markets Select Dividend Index. It was launched on Feb 23, 2012. EMC is an actively managed fund by Global X. It was launched on Sep 24, 2010.
Performance
DVYE vs. EMC - Performance Comparison
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DVYE vs. EMC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DVYE iShares Emerging Markets Dividend ETF | 10.54% | 28.36% | 8.89% | 15.27% |
EMC Global X Emerging Markets Great Consumer ETF | 1.57% | 18.91% | 3.75% | 1.90% |
Returns By Period
In the year-to-date period, DVYE achieves a 10.54% return, which is significantly higher than EMC's 1.57% return.
DVYE
- 1D
- -0.12%
- 1M
- -1.30%
- YTD
- 10.54%
- 6M
- 17.72%
- 1Y
- 32.92%
- 3Y*
- 22.29%
- 5Y*
- 6.19%
- 10Y*
- 7.75%
EMC
- 1D
- 1.09%
- 1M
- -6.98%
- YTD
- 1.57%
- 6M
- -0.05%
- 1Y
- 19.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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DVYE vs. EMC - Expense Ratio Comparison
DVYE has a 0.49% expense ratio, which is lower than EMC's 0.75% expense ratio.
Return for Risk
DVYE vs. EMC — Risk / Return Rank
DVYE
EMC
DVYE vs. EMC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Dividend ETF (DVYE) and Global X Emerging Markets Great Consumer ETF (EMC). 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.
| DVYE | EMC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.92 | 0.94 | +0.98 |
Sortino ratioReturn per unit of downside risk | 2.56 | 1.43 | +1.13 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.19 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 1.46 | +1.19 |
Martin ratioReturn relative to average drawdown | 13.28 | 5.39 | +7.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DVYE | EMC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 0.94 | +0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.50 | -0.34 |
Correlation
The correlation between DVYE and EMC is 0.73, 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
DVYE vs. EMC - Dividend Comparison
DVYE's dividend yield for the trailing twelve months is around 5.12%, more than EMC's 0.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVYE iShares Emerging Markets Dividend ETF | 5.12% | 5.88% | 11.81% | 9.05% | 9.89% | 7.31% | 5.27% | 5.97% | 5.69% | 4.81% | 4.56% | 6.53% |
EMC Global X Emerging Markets Great Consumer ETF | 0.77% | 0.78% | 1.13% | 0.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DVYE vs. EMC - Drawdown Comparison
The maximum DVYE drawdown since its inception was -47.42%, which is greater than EMC's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for DVYE and EMC.
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Drawdown Indicators
| DVYE | EMC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.42% | -18.38% | -29.04% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -13.89% | +1.24% |
Max Drawdown (5Y)Largest decline over 5 years | -40.89% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.89% | — | — |
Current DrawdownCurrent decline from peak | -3.11% | -9.81% | +6.70% |
Average DrawdownAverage peak-to-trough decline | -15.54% | -4.21% | -11.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 3.76% | -1.24% |
Volatility
DVYE vs. EMC - Volatility Comparison
The current volatility for iShares Emerging Markets Dividend ETF (DVYE) is 6.20%, while Global X Emerging Markets Great Consumer ETF (EMC) has a volatility of 9.76%. This indicates that DVYE experiences smaller price fluctuations and is considered to be less risky than EMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DVYE | EMC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.20% | 9.76% | -3.56% |
Volatility (6M)Calculated over the trailing 6-month period | 10.75% | 15.35% | -4.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.19% | 21.21% | -4.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 17.72% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.47% | 17.72% | +0.75% |