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EMC vs. EMDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMC vs. EMDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Emerging Markets Great Consumer ETF (EMC) and ProShares MSCI Emerging Markets Dividend Growers ETF (EMDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMC achieves a 17.02% return, which is significantly higher than EMDV's 2.19% return.


EMC

1D
1.19%
1M
-1.41%
6M
8.04%
YTD
17.02%
1Y
25.57%
3Y*
13.10%
5Y*
10Y*
ALL TIME*
12.64%

EMDV

1D
0.66%
1M
4.99%
6M
0.40%
YTD
2.19%
1Y
6.81%
3Y*
2.30%
5Y*
-1.67%
10Y*
1.83%
ALL TIME*
4.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$303.53K$204.31K$229.90K
$3.02K$6.25K$10.42K

EMC vs. EMDV - Yearly Performance Comparison


2026 (YTD)202520242023
EMC
Global X Emerging Markets Great Consumer ETF
17.02%18.91%3.75%1.62%
EMDV
ProShares MSCI Emerging Markets Dividend Growers ETF
2.19%11.90%0.06%-3.91%

Correlation

The correlation between EMC and EMDV is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.67

Correlation (3Y)
Balances recent behavior with more history.

0.70

Correlation (All Time)
Calculated using the full available price history since May 15, 2023

0.71

The correlation between EMC and EMDV has been stable across timeframes, ranging from 0.67 to 0.71 - a consistent structural relationship.

EMC vs. EMDV - Sectors Allocation Comparison


Sectors
EMC
EMDV

Technology

44.9%
22.8%

Financial Services

21.4%
24.0%

Consumer Cyclical

8.8%
6.7%

Communication Services

7.4%
5.8%

Industrials

6.1%
6.7%

Basic Materials

3.1%
2.5%

Energy

3.0%

-

Consumer Defensive

2.0%
14.4%

Healthcare

2.0%
8.4%

Real Estate

1.4%

-

Utilities

-

8.8%

Technology

EMC
44.9%
EMDV
22.8%

Financial Services

EMC
21.4%
EMDV
24.0%

Consumer Cyclical

EMC
8.8%
EMDV
6.7%

Communication Services

EMC
7.4%
EMDV
5.8%

Industrials

EMC
6.1%
EMDV
6.7%

Basic Materials

EMC
3.1%
EMDV
2.5%

Energy

EMC
3.0%
EMDV

-

Consumer Defensive

EMC
2.0%
EMDV
14.4%

Healthcare

EMC
2.0%
EMDV
8.4%

Real Estate

EMC
1.4%
EMDV

-

Utilities

EMC

-

EMDV
8.8%

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Return for Risk

EMC vs. EMDV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EMC
EMC Risk / Return Rank: 4242
Overall Rank
EMC Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
EMC Sortino Ratio Rank: 3939
Sortino Ratio Rank
EMC Omega Ratio Rank: 4040
Omega Ratio Rank
EMC Calmar Ratio Rank: 4848
Calmar Ratio Rank
EMC Martin Ratio Rank: 4545
Martin Ratio Rank

EMDV
EMDV Risk / Return Rank: 2626
Overall Rank
EMDV Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
EMDV Sortino Ratio Rank: 2424
Sortino Ratio Rank
EMDV Omega Ratio Rank: 2424
Omega Ratio Rank
EMDV Calmar Ratio Rank: 2929
Calmar Ratio Rank
EMDV Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EMC vs. EMDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets Great Consumer ETF (EMC) 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.

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.


EMCEMDVDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.20

1.11

+0.09

Calmar ratioReturn relative to maximum drawdown

1.85

0.94

+0.90

Martin ratioReturn relative to average drawdown

5.44

2.24

+3.20

EMC vs. EMDV - Sharpe Ratio Comparison

The current EMC Sharpe Ratio is 1.05, which is higher than the EMDV Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of EMC and EMDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EMC vs. EMDV - Drawdown Comparison

The maximum EMC drawdown since its inception was -18.38%, smaller than the maximum EMDV drawdown of -39.20%. Use the drawdown chart below to compare losses from any high point for EMC and EMDV.


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Drawdown Indicators


EMCEMDVDifference

Max Drawdown

Largest peak-to-trough decline

-18.38%

-39.20%

+20.82%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

-7.24%

-6.65%

Max Drawdown (3Y)

Largest decline over 3 years

-18.38%

-20.71%

+2.33%

Max Drawdown (5Y)

Largest decline over 5 years

-33.37%

Max Drawdown (10Y)

Largest decline over 10 years

-39.20%

Current Drawdown

Current decline from peak

-8.19%

-13.94%

+5.75%

Average Drawdown

Average peak-to-trough decline

-4.23%

-13.59%

+9.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

3.04%

+1.67%

Volatility

EMC vs. EMDV - Volatility Comparison

Global X Emerging Markets Great Consumer ETF (EMC) has a higher volatility of 9.28% compared to ProShares MSCI Emerging Markets Dividend Growers ETF (EMDV) at 3.09%. This indicates that EMC'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.


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Volatility by Period


EMCEMDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.28%

3.09%

+6.19%

Volatility (6M)

Calculated over the trailing 6-month period

22.22%

9.92%

+12.30%

Volatility (1Y)

Calculated over the trailing 1-year period

24.58%

11.68%

+12.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.72%

15.42%

+4.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.72%

17.99%

+1.73%

EMC vs. EMDV - Expense Ratio Comparison

EMC has a 0.75% expense ratio, which is higher than EMDV's 0.60% expense ratio.


Dividends

EMC vs. EMDV - Dividend Comparison

EMC's dividend yield for the trailing twelve months is around 0.58%, less than EMDV's 1.89% yield.


PositionTTM2025202420232022202120202019201820172016
EMC
Global X Emerging Markets Great Consumer ETF
0.58%0.78%1.13%0.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EMDV
ProShares MSCI Emerging Markets Dividend Growers ETF
1.89%2.46%2.79%1.88%3.68%2.12%3.12%2.38%1.27%2.09%2.87%

Frequently Asked Questions


EMC and EMDV have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMC has higher volatility (9.28%) compared to EMDV (3.09%). In terms of maximum drawdown, EMC dropped -18.38% vs EMDV's -39.20%.

On 3-year performance, EMC leads with 13.10% vs 2.30% for EMDV. On fees, EMDV is cheaper at 0.60% per year. On volatility, EMDV has been the lower-risk option at 3.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, EMC has performed better with a 13.10% return vs 2.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMDV is cheaper with a 0.60% expense ratio, compared with 0.75% for EMC.

EMDV has the higher dividend yield at 1.89%, compared with 0.58% for EMC.

They also come from different issuers: Global X and ProShares. Their fees differ too: 0.75% for EMC and 0.60% for EMDV.

EMC currently has the higher Sharpe Ratio (1.05 vs 0.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for EMC and EMDV

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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