EMC vs. STXE

Last updated Jun 4, 2026

EMC (Global X Emerging Markets Great Consumer ETF) and STXE (Strive Emerging Markets Ex-China ETF) are both Emerging Markets Diversified funds. EMC is actively managed, while STXE is passively managed. Over the past 3 years, EMC returned 17.56%/yr vs 29.77%/yr for STXE. Their correlation of 0.84 suggests significant overlap in exposure. EMC charges 0.75%/yr vs 0.32%/yr for STXE.

Performance

EMC vs. STXE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Emerging Markets Great Consumer ETF (EMC) and Strive Emerging Markets Ex-China ETF (STXE). 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 lower than STXE's 47.29% return.

EMC

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

STXE

• 1D: -1.00%
• 1M: 15.10%
• YTD: 47.29%
• 6M: 52.92%
• 1Y: 84.40%
• 3Y*: 29.77%
• 5Y*: —
• 10Y*: —

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

EMC vs. STXE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
EMC Global X Emerging Markets Great Consumer ETF	25.25%	18.91%	3.75%	1.90%
STXE Strive Emerging Markets Ex-China ETF	47.29%	34.23%	2.09%	11.48%

Correlation

The correlation between EMC and STXE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (All Time) Calculated using the full available price history since May 16, 2023	0.84

The correlation between EMC and STXE has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.

EMC vs. STXE - Sectors Allocation Comparison

Sectors	EMC	STXE
Technology	42.4%	47.7%
Financial Services	22.7%	22.5%
Consumer Cyclical	10.3%	4.0%
Communication Services	8.1%	3.2%
Industrials	4.5%	5.9%
Basic Materials	3.5%	7.1%
Energy	3.0%	3.9%
Healthcare	2.2%	1.1%
Consumer Defensive	2.1%	2.2%
Real Estate	1.4%	0.4%
Utilities	-	2.0%

Return for Risk

EMC vs. STXE — 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

STXE

STXE Risk / Return Rank: 92
STXE Sharpe Ratio Rank: 94
STXE Sortino Ratio Rank: 92
STXE Omega Ratio Rank: 93
STXE Calmar Ratio Rank: 91
STXE Martin Ratio Rank: 92

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. STXE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets Great Consumer ETF (EMC) and Strive Emerging Markets Ex-China ETF (STXE). 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	STXE	Difference
Sharpe ratio: Return per unit of total volatility	1.92	3.70	-1.78
Sortino ratio: Return per unit of downside risk	2.66	4.47	-1.80
Omega ratio: Gain probability vs. loss probability	1.35	1.65	-0.30
Calmar ratio: Return relative to maximum drawdown	2.86	5.85	-2.99
Martin ratio: Return relative to average drawdown	10.54	23.95	-13.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EMC vs. STXE - Sharpe Ratio Comparison

The current EMC Sharpe Ratio is 1.92, which is lower than the STXE Sharpe Ratio of 3.70. The chart below compares the historical Sharpe Ratios of EMC and STXE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EMC	STXE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.92	3.70	-1.78
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	1.57	-0.70

Drawdowns

EMC vs. STXE - Drawdown Comparison

The maximum EMC drawdown since its inception was -18.38%, roughly equal to the maximum STXE drawdown of -18.92%. Use the drawdown chart below to compare losses from any high point for EMC and STXE.

Drawdown Indicators

	EMC	STXE	Difference
Max Drawdown Largest peak-to-trough decline	-18.38%	-18.92%	+0.54%
Max Drawdown (1Y) Largest decline over 1 year	-13.89%	-14.51%	+0.62%
Max Drawdown (3Y) Largest decline over 3 years	-18.38%	-18.92%	+0.54%
Current Drawdown Current decline from peak	-1.64%	-1.00%	-0.64%
Average Drawdown Average peak-to-trough decline	-4.11%	-3.72%	-0.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.76%	3.54%	+0.22%

Volatility

EMC vs. STXE - Volatility Comparison

The current volatility for Global X Emerging Markets Great Consumer ETF (EMC) is 9.03%, while Strive Emerging Markets Ex-China ETF (STXE) has a volatility of 10.53%. This indicates that EMC experiences smaller price fluctuations and is considered to be less risky than STXE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EMC	STXE	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.03%	10.53%	-1.50%
Volatility (6M) Calculated over the trailing 6-month period	18.24%	20.81%	-2.57%
Volatility (1Y) Calculated over the trailing 1-year period	20.68%	22.95%	-2.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.55%	17.68%	+0.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.55%	17.68%	+0.87%

EMC vs. STXE - Expense Ratio Comparison

EMC has a 0.75% expense ratio, which is higher than STXE's 0.32% expense ratio.

Dividends

EMC vs. STXE - Dividend Comparison

EMC's dividend yield for the trailing twelve months is around 0.63%, less than STXE's 1.83% yield.

Position	TTM	2025	2024	2023
EMC Global X Emerging Markets Great Consumer ETF	0.63%	0.78%	1.13%	0.89%
STXE Strive Emerging Markets Ex-China ETF	1.83%	2.66%	3.22%	1.08%

Frequently Asked Questions

Can I hold both EMC and STXE in my portfolio?

EMC and STXE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EMC or STXE?

STXE has higher volatility (10.53%) compared to EMC (9.03%). In terms of maximum drawdown, EMC dropped -18.38% vs STXE's -18.92%.

Which ETF is better, EMC or STXE?

On 3-year performance, STXE leads with 29.77% vs 17.56% for EMC. On fees, STXE is cheaper at 0.32% per year. On volatility, EMC has been the lower-risk option at 9.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EMC or STXE?

Over the 3-year period, STXE has performed better with a 29.77% return vs 17.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EMC or STXE?

STXE is cheaper with a 0.32% expense ratio, compared with 0.75% for EMC.

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

STXE has the higher dividend yield at 1.83%, compared with 0.63% for EMC.

What is the main difference between EMC and STXE?

They also come from different issuers: Global X and Strive. Their fees differ too: 0.75% for EMC and 0.32% for STXE.

Which has better risk-adjusted returns?

STXE currently has the higher Sharpe Ratio (3.70 vs 1.92), 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.