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EMCC vs. VWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EMCC and VWO is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

EMCC vs. VWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI Emerging Markets Covered Call ETF (EMCC) and Vanguard FTSE Emerging Markets ETF (VWO). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
11.10%
20.01%
EMCC
VWO

Key characteristics

Returns By Period


EMCC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VWO

YTD

1.99%

1M

-2.01%

6M

-2.21%

1Y

10.69%

5Y*

8.34%

10Y*

2.96%

*Annualized

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EMCC vs. VWO - Expense Ratio Comparison

EMCC has a 0.60% expense ratio, which is higher than VWO's 0.08% expense ratio.


Expense ratio chart for EMCC: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EMCC: 0.60%
Expense ratio chart for VWO: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VWO: 0.08%

Risk-Adjusted Performance

EMCC vs. VWO — Risk-Adjusted Performance Rank

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

EMCC
The Risk-Adjusted Performance Rank of EMCC is 8080
Overall Rank
The Sharpe Ratio Rank of EMCC is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of EMCC is 7474
Sortino Ratio Rank
The Omega Ratio Rank of EMCC is 8181
Omega Ratio Rank
The Calmar Ratio Rank of EMCC is 8585
Calmar Ratio Rank
The Martin Ratio Rank of EMCC is 8282
Martin Ratio Rank

VWO
The Risk-Adjusted Performance Rank of VWO is 6363
Overall Rank
The Sharpe Ratio Rank of VWO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VWO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VWO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VWO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VWO is 5858
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.

EMCC vs. VWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Emerging Markets Covered Call ETF (EMCC) and Vanguard FTSE Emerging Markets ETF (VWO). 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.


The chart of Sharpe ratio for EMCC, currently valued at 0.89, compared to the broader market-1.000.001.002.003.004.00
EMCC: 0.89
VWO: 0.62
The chart of Sortino ratio for EMCC, currently valued at 1.25, compared to the broader market-2.000.002.004.006.008.00
EMCC: 1.25
VWO: 0.99
The chart of Omega ratio for EMCC, currently valued at 1.21, compared to the broader market0.501.001.502.002.50
EMCC: 1.21
VWO: 1.13
The chart of Calmar ratio for EMCC, currently valued at 1.48, compared to the broader market0.002.004.006.008.0010.0012.00
EMCC: 1.48
VWO: 0.66
The chart of Martin ratio for EMCC, currently valued at 4.58, compared to the broader market0.0020.0040.0060.00
EMCC: 4.58
VWO: 1.96


Rolling 12-month Sharpe Ratio0.000.501.001.50December2025FebruaryMarchApril
0.89
0.62
EMCC
VWO

Dividends

EMCC vs. VWO - Dividend Comparison

EMCC has not paid dividends to shareholders, while VWO's dividend yield for the trailing twelve months is around 3.16%.


TTM20242023202220212020201920182017201620152014
EMCC
Global X MSCI Emerging Markets Covered Call ETF
8.12%11.24%1.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
3.16%3.20%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%

Drawdowns

EMCC vs. VWO - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.27%
-7.05%
EMCC
VWO

Volatility

EMCC vs. VWO - Volatility Comparison

The current volatility for Global X MSCI Emerging Markets Covered Call ETF (EMCC) is 0.00%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 11.02%. This indicates that EMCC experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril0
11.02%
EMCC
VWO