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ECLN vs. DBEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ECLN and DBEM is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

ECLN vs. DBEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust EIP Carbon Impact ETF (ECLN) and Xtrackers MSCI Emerging Markets Hedged Equity ETF (DBEM). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
74.39%
36.89%
ECLN
DBEM

Key characteristics

Sharpe Ratio

ECLN:

2.46

DBEM:

0.65

Sortino Ratio

ECLN:

3.28

DBEM:

0.99

Omega Ratio

ECLN:

1.44

DBEM:

1.12

Calmar Ratio

ECLN:

2.43

DBEM:

0.48

Martin Ratio

ECLN:

11.46

DBEM:

2.21

Ulcer Index

ECLN:

2.66%

DBEM:

4.35%

Daily Std Dev

ECLN:

12.39%

DBEM:

14.86%

Max Drawdown

ECLN:

-32.28%

DBEM:

-33.50%

Current Drawdown

ECLN:

0.00%

DBEM:

-8.83%

Returns By Period

In the year-to-date period, ECLN achieves a 8.03% return, which is significantly higher than DBEM's 3.28% return.


ECLN

YTD

8.03%

1M

2.46%

6M

7.37%

1Y

30.12%

5Y*

14.06%

10Y*

N/A

DBEM

YTD

3.28%

1M

2.37%

6M

-2.84%

1Y

9.41%

5Y*

9.09%

10Y*

3.72%

*Annualized

Compare stocks, funds, or ETFs

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


ECLN vs. DBEM - Expense Ratio Comparison

ECLN has a 0.97% expense ratio, which is higher than DBEM's 0.66% expense ratio.


ECLN
First Trust EIP Carbon Impact ETF
Expense ratio chart for ECLN: current value is 0.97%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ECLN: 0.97%
Expense ratio chart for DBEM: current value is 0.66%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DBEM: 0.66%

Risk-Adjusted Performance

ECLN vs. DBEM — Risk-Adjusted Performance Rank

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

ECLN
The Risk-Adjusted Performance Rank of ECLN is 9494
Overall Rank
The Sharpe Ratio Rank of ECLN is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of ECLN is 9595
Sortino Ratio Rank
The Omega Ratio Rank of ECLN is 9595
Omega Ratio Rank
The Calmar Ratio Rank of ECLN is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ECLN is 9393
Martin Ratio Rank

DBEM
The Risk-Adjusted Performance Rank of DBEM is 5555
Overall Rank
The Sharpe Ratio Rank of DBEM is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of DBEM is 5959
Sortino Ratio Rank
The Omega Ratio Rank of DBEM is 5757
Omega Ratio Rank
The Calmar Ratio Rank of DBEM is 4747
Calmar Ratio Rank
The Martin Ratio Rank of DBEM is 5353
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.

ECLN vs. DBEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust EIP Carbon Impact ETF (ECLN) and Xtrackers MSCI Emerging Markets Hedged Equity ETF (DBEM). 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.


Sharpe ratio
The chart of Sharpe ratio for ECLN, currently valued at 2.46, compared to the broader market0.002.004.00
ECLN: 2.46
DBEM: 0.65
The chart of Sortino ratio for ECLN, currently valued at 3.28, compared to the broader market-2.000.002.004.006.008.0010.0012.00
ECLN: 3.28
DBEM: 0.99
The chart of Omega ratio for ECLN, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.00
ECLN: 1.44
DBEM: 1.12
The chart of Calmar ratio for ECLN, currently valued at 2.43, compared to the broader market0.005.0010.0015.00
ECLN: 2.43
DBEM: 0.48
The chart of Martin ratio for ECLN, currently valued at 11.46, compared to the broader market0.0020.0040.0060.0080.00100.00
ECLN: 11.46
DBEM: 2.21

The current ECLN Sharpe Ratio is 2.46, which is higher than the DBEM Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of ECLN and DBEM, 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 Ratio1.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
2.46
0.65
ECLN
DBEM

Dividends

ECLN vs. DBEM - Dividend Comparison

ECLN's dividend yield for the trailing twelve months is around 2.52%, more than DBEM's 2.40% yield.


TTM20242023202220212020201920182017201620152014
ECLN
First Trust EIP Carbon Impact ETF
2.52%2.52%2.54%1.83%1.66%1.68%0.71%0.00%0.00%0.00%0.00%0.00%
DBEM
Xtrackers MSCI Emerging Markets Hedged Equity ETF
2.40%2.48%2.55%2.65%1.77%1.74%2.59%2.85%1.51%1.59%3.49%2.08%

Drawdowns

ECLN vs. DBEM - Drawdown Comparison

The maximum ECLN drawdown since its inception was -32.28%, roughly equal to the maximum DBEM drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for ECLN and DBEM. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-8.83%
ECLN
DBEM

Volatility

ECLN vs. DBEM - Volatility Comparison

The current volatility for First Trust EIP Carbon Impact ETF (ECLN) is 3.90%, while Xtrackers MSCI Emerging Markets Hedged Equity ETF (DBEM) has a volatility of 4.75%. This indicates that ECLN experiences smaller price fluctuations and is considered to be less risky than DBEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
3.90%
4.75%
ECLN
DBEM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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