EMC vs. LLII

Last updated Jun 4, 2026

EMC (Global X Emerging Markets Great Consumer ETF) and LLII (REX LLY Growth & Income ETF) are both exchange-traded funds - EMC is a Emerging Markets Diversified fund actively managed by Global X, while LLII is a Derivative Income fund actively managed by REX. Both are actively managed. At a 0.08 correlation, their price movements are largely independent. EMC charges 0.75%/yr vs 0.99%/yr for LLII.

Performance

EMC vs. LLII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Emerging Markets Great Consumer ETF (EMC) and REX LLY Growth & Income ETF (LLII). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EMC achieves a 25.25% return, which is significantly higher than LLII's -4.28% return.

EMC

• 1D: -1.64%
• 1M: 9.84%
• YTD: 25.25%
• 6M: 27.29%
• 1Y: 39.53%
• 3Y*: 17.56%
• 5Y*: —
• 10Y*: —

LLII

• 1D: 1.47%
• 1M: 9.79%
• YTD: -4.28%
• 6M: 0.70%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EMC vs. LLII - Yearly Performance Comparison

	2026 (YTD)	2025
EMC Global X Emerging Markets Great Consumer ETF	25.25%	0.21%
LLII REX LLY Growth & Income ETF	-4.28%	19.03%

Correlation

The correlation between EMC and LLII is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 5, 2025	0.08

Return for Risk

EMC vs. LLII — Risk / Return Rank

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

EMC

EMC Risk / Return Rank: 58
EMC Sharpe Ratio Rank: 57
EMC Sortino Ratio Rank: 56
EMC Omega Ratio Rank: 57
EMC Calmar Ratio Rank: 58
EMC Martin Ratio Rank: 60

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EMC vs. LLII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets Great Consumer ETF (EMC) and REX LLY Growth & Income ETF (LLII). 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.

	EMC	LLII	Difference
Sharpe ratio: Return per unit of total volatility	1.92	—	—
Sortino ratio: Return per unit of downside risk	2.66	—	—
Omega ratio: Gain probability vs. loss probability	1.35	—	—
Calmar ratio: Return relative to maximum drawdown	2.86	—	—
Martin ratio: Return relative to average drawdown	10.54	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	EMC	LLII	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.92	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	0.71	+0.16

Drawdowns

EMC vs. LLII - Drawdown Comparison

The maximum EMC drawdown since its inception was -18.38%, smaller than the maximum LLII drawdown of -23.96%. Use the drawdown chart below to compare losses from any high point for EMC and LLII.

Drawdown Indicators

	EMC	LLII	Difference
Max Drawdown Largest peak-to-trough decline	-18.38%	-23.96%	+5.58%
Max Drawdown (1Y) Largest decline over 1 year	-13.89%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-18.38%	—	—
Current Drawdown Current decline from peak	-1.64%	-6.88%	+5.24%
Average Drawdown Average peak-to-trough decline	-4.11%	-9.28%	+5.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.76%	—	—

Volatility

Volatility by Period

	EMC	LLII	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.03%	—	—
Volatility (6M) Calculated over the trailing 6-month period	18.24%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.68%	36.42%	-15.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.55%	36.42%	-17.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.55%	36.42%	-17.87%

EMC vs. LLII - Expense Ratio Comparison

EMC has a 0.75% expense ratio, which is lower than LLII's 0.99% expense ratio.

Dividends

EMC vs. LLII - Dividend Comparison

EMC's dividend yield for the trailing twelve months is around 0.63%, less than LLII's 25.95% yield.

Position	TTM	2025	2024	2023
EMC Global X Emerging Markets Great Consumer ETF	0.63%	0.78%	1.13%	0.89%
LLII REX LLY Growth & Income ETF	25.95%	5.13%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EMC and LLII in my portfolio?

EMC and LLII have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EMC or LLII?

On fees, EMC is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EMC or LLII?

EMC is cheaper with a 0.75% expense ratio, compared with 0.99% for LLII.

Which ETF pays a higher dividend yield, EMC or LLII?

LLII has the higher dividend yield at 25.95%, compared with 0.63% for EMC.

What is the main difference between EMC and LLII?

EMC is categorized as Emerging Markets Diversified, while LLII is Derivative Income. They also come from different issuers: Global X and REX. Their fees differ too: 0.75% for EMC and 0.99% for LLII.