EMC vs. EVLU
EMC (Global X Emerging Markets Great Consumer ETF) and EVLU (iShares MSCI Emerging Markets Value Factor ETF) are both Emerging Markets Equities funds. EMC is actively managed, while EVLU is passively managed. Over the past year, EMC returned 25.57% vs 54.31% for EVLU. Their correlation of 0.87 means they have usually moved in the same direction. EMC charges 0.75%/yr vs 0.35%/yr for EVLU.
Performance
EMC vs. EVLU - Performance Comparison
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Returns By Period
In the year-to-date period, EMC achieves a 17.02% return, which is significantly lower than EVLU's 27.72% 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%
EVLU
- 1D
- 1.05%
- 1M
- 1.55%
- 6M
- 17.67%
- YTD
- 27.72%
- 1Y
- 54.31%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 35.77%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $303.53K | $204.31K | $229.90K | |
| $177.11K | $141.92K | $126.02K |
EMC vs. EVLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EMC Global X Emerging Markets Great Consumer ETF | 17.02% | 18.91% | 0.08% |
EVLU iShares MSCI Emerging Markets Value Factor ETF | 27.72% | 38.54% | 1.21% |
Correlation
The correlation between EMC and EVLU is 0.88, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2024 | 0.87 |
The correlation between EMC and EVLU has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.
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Return for Risk
EMC vs. EVLU — Risk / Return Rank
EMC
EVLU
EMC vs. EVLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets Great Consumer ETF (EMC) and iShares MSCI Emerging Markets Value Factor ETF (EVLU). 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.
| EMC | EVLU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.45 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 4.23 | -2.38 |
| Martin ratioReturn relative to average drawdown | 5.44 | 12.22 | -6.78 |
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Drawdowns
EMC vs. EVLU - Drawdown Comparison
The maximum EMC drawdown since its inception was -18.38%, which is greater than EVLU's maximum drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for EMC and EVLU.
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Drawdown Indicators
| EMC | EVLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.38% | -17.17% | -1.21% |
Max Drawdown (1Y)Largest decline over 1 year | -13.89% | -12.90% | -0.99% |
Max Drawdown (3Y)Largest decline over 3 years | -18.38% | — | — |
Current DrawdownCurrent decline from peak | -8.19% | -6.86% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -4.23% | -3.76% | -0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.71% | 4.46% | +0.25% |
Volatility
EMC vs. EVLU - Volatility Comparison
Global X Emerging Markets Great Consumer ETF (EMC) has a higher volatility of 9.28% compared to iShares MSCI Emerging Markets Value Factor ETF (EVLU) at 6.42%. This indicates that EMC's price experiences larger fluctuations and is considered to be riskier than EVLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMC | EVLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.28% | 6.42% | +2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 22.22% | 18.35% | +3.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.58% | 20.92% | +3.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.72% | 20.36% | -0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.72% | 20.36% | -0.64% |
EMC vs. EVLU - Expense Ratio Comparison
EMC has a 0.75% expense ratio, which is higher than EVLU's 0.35% expense ratio.
Dividends
EMC vs. EVLU - Dividend Comparison
EMC's dividend yield for the trailing twelve months is around 0.58%, less than EVLU's 3.81% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
EMC Global X Emerging Markets Great Consumer ETF | 0.58% | 0.78% | 1.13% | 0.89% |
EVLU iShares MSCI Emerging Markets Value Factor ETF | 3.81% | 5.20% | 1.03% | 0.00% |
Frequently Asked Questions
EMC and EVLU have a correlation of 0.88, 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 EVLU (6.42%). In terms of maximum drawdown, EMC dropped -18.38% vs EVLU's -17.17%.
On 1-year performance, EVLU leads with 54.31% vs 25.57% for EMC. On fees, EVLU is cheaper at 0.35% per year. On volatility, EVLU has been the lower-risk option at 6.42%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EVLU has performed better with a 54.31% return vs 25.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EVLU is cheaper with a 0.35% expense ratio, compared with 0.75% for EMC.
EVLU has the higher dividend yield at 3.81%, compared with 0.58% for EMC.
They also come from different issuers: Global X and iShares. Their fees differ too: 0.75% for EMC and 0.35% for EVLU.
EVLU currently has the higher Sharpe Ratio (2.61 vs 1.05), 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.
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