EMCR vs. FEMKX
Compare and contrast key facts about Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) and Fidelity Emerging Markets (FEMKX).
EMCR is a passively managed fund by Deutsche Bank that tracks the performance of the Solactive ISS Emerging Markets Carbon Reduction & Climate Improvers Index - Benchmark TR Net. It was launched on Dec 6, 2018. FEMKX is managed by Fidelity. It was launched on Nov 1, 1990.
Performance
EMCR vs. FEMKX - Performance Comparison
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EMCR vs. FEMKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EMCR Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF | 1.10% | 33.25% | 9.69% | 10.55% | -18.73% | 5.54% | 13.49% | 22.41% | -1.76% |
FEMKX Fidelity Emerging Markets | -2.45% | 31.02% | 7.12% | 15.16% | -27.48% | 1.25% | 32.56% | 33.67% | -2.20% |
Returns By Period
In the year-to-date period, EMCR achieves a 1.10% return, which is significantly higher than FEMKX's -2.45% return.
EMCR
- 1D
- 3.31%
- 1M
- -9.79%
- YTD
- 1.10%
- 6M
- 3.97%
- 1Y
- 30.14%
- 3Y*
- 15.86%
- 5Y*
- 5.80%
- 10Y*
- —
FEMKX
- 1D
- -0.90%
- 1M
- -11.42%
- YTD
- -2.45%
- 6M
- 1.51%
- 1Y
- 29.35%
- 3Y*
- 13.32%
- 5Y*
- 2.59%
- 10Y*
- 9.57%
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EMCR vs. FEMKX - Expense Ratio Comparison
EMCR has a 0.15% expense ratio, which is lower than FEMKX's 0.88% expense ratio.
Return for Risk
EMCR vs. FEMKX — Risk / Return Rank
EMCR
FEMKX
EMCR vs. FEMKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) and Fidelity Emerging Markets (FEMKX). 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.
| EMCR | FEMKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.45 | 1.48 | -0.03 |
Sortino ratioReturn per unit of downside risk | 2.02 | 2.03 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.29 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.15 | 2.01 | +0.14 |
Martin ratioReturn relative to average drawdown | 8.39 | 7.64 | +0.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EMCR | FEMKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 1.48 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.14 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.29 | +0.18 |
Correlation
The correlation between EMCR and FEMKX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EMCR vs. FEMKX - Dividend Comparison
EMCR's dividend yield for the trailing twelve months is around 2.40%, more than FEMKX's 0.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMCR Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF | 2.40% | 2.43% | 6.62% | 1.95% | 3.05% | 1.83% | 1.75% | 3.15% | 0.19% | 0.00% | 0.00% | 0.00% |
FEMKX Fidelity Emerging Markets | 0.05% | 0.05% | 0.65% | 1.11% | 0.77% | 6.00% | 1.39% | 1.71% | 0.83% | 0.08% | 0.67% | 0.51% |
Drawdowns
EMCR vs. FEMKX - Drawdown Comparison
The maximum EMCR drawdown since its inception was -34.28%, smaller than the maximum FEMKX drawdown of -71.14%. Use the drawdown chart below to compare losses from any high point for EMCR and FEMKX.
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Drawdown Indicators
| EMCR | FEMKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.28% | -71.14% | +36.86% |
Max Drawdown (1Y)Largest decline over 1 year | -13.84% | -13.00% | -0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -34.28% | -40.88% | +6.60% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.24% | — |
Current DrawdownCurrent decline from peak | -10.99% | -13.00% | +2.01% |
Average DrawdownAverage peak-to-trough decline | -9.49% | -26.06% | +16.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 3.42% | +0.13% |
Volatility
EMCR vs. FEMKX - Volatility Comparison
Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) has a higher volatility of 10.62% compared to Fidelity Emerging Markets (FEMKX) at 9.18%. This indicates that EMCR's price experiences larger fluctuations and is considered to be riskier than FEMKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMCR | FEMKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.62% | 9.18% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 14.85% | 14.16% | +0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.88% | 19.32% | +1.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.82% | 18.46% | +0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.68% | 18.41% | +1.27% |