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EMCR vs. FLLA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EMCR and FLLA is 0.60, 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.


-0.50.00.51.00.6

Performance

EMCR vs. FLLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) and Franklin FTSE Latin America ETF (FLLA). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
43.89%
-4.38%
EMCR
FLLA

Key characteristics

Sharpe Ratio

EMCR:

0.97

FLLA:

-1.34

Sortino Ratio

EMCR:

1.44

FLLA:

-1.83

Omega Ratio

EMCR:

1.18

FLLA:

0.79

Calmar Ratio

EMCR:

0.74

FLLA:

-0.91

Martin Ratio

EMCR:

3.78

FLLA:

-1.88

Ulcer Index

EMCR:

4.22%

FLLA:

13.20%

Daily Std Dev

EMCR:

16.39%

FLLA:

18.54%

Max Drawdown

EMCR:

-34.28%

FLLA:

-53.87%

Current Drawdown

EMCR:

-9.19%

FLLA:

-27.45%

Returns By Period

In the year-to-date period, EMCR achieves a 11.20% return, which is significantly higher than FLLA's -27.00% return.


EMCR

YTD

11.20%

1M

-0.50%

6M

3.18%

1Y

14.22%

5Y*

3.75%

10Y*

N/A

FLLA

YTD

-27.00%

1M

-9.19%

6M

-13.27%

1Y

-26.05%

5Y*

-3.91%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EMCR vs. FLLA - Expense Ratio Comparison

EMCR has a 0.15% expense ratio, which is lower than FLLA's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


FLLA
Franklin FTSE Latin America ETF
Expense ratio chart for FLLA: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for EMCR: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

EMCR vs. FLLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) and Franklin FTSE Latin America ETF (FLLA). 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.


Sharpe ratio
The chart of Sharpe ratio for EMCR, currently valued at 0.97, compared to the broader market0.002.004.000.97-1.34
The chart of Sortino ratio for EMCR, currently valued at 1.44, compared to the broader market-2.000.002.004.006.008.0010.001.44-1.83
The chart of Omega ratio for EMCR, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.180.79
The chart of Calmar ratio for EMCR, currently valued at 0.74, compared to the broader market0.005.0010.0015.000.74-0.91
The chart of Martin ratio for EMCR, currently valued at 3.78, compared to the broader market0.0020.0040.0060.0080.00100.003.78-1.88
EMCR
FLLA

The current EMCR Sharpe Ratio is 0.97, which is higher than the FLLA Sharpe Ratio of -1.34. The chart below compares the historical Sharpe Ratios of EMCR and FLLA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
0.97
-1.34
EMCR
FLLA

Dividends

EMCR vs. FLLA - Dividend Comparison

EMCR's dividend yield for the trailing twelve months is around 6.53%, more than FLLA's 3.28% yield.


TTM202320222021202020192018
EMCR
Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF
6.53%1.95%3.05%1.83%1.75%3.15%0.19%
FLLA
Franklin FTSE Latin America ETF
3.28%5.44%9.55%7.60%2.12%3.17%0.48%

Drawdowns

EMCR vs. FLLA - Drawdown Comparison

The maximum EMCR drawdown since its inception was -34.28%, smaller than the maximum FLLA drawdown of -53.87%. Use the drawdown chart below to compare losses from any high point for EMCR and FLLA. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.19%
-27.45%
EMCR
FLLA

Volatility

EMCR vs. FLLA - Volatility Comparison

The current volatility for Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) is 4.14%, while Franklin FTSE Latin America ETF (FLLA) has a volatility of 7.44%. This indicates that EMCR experiences smaller price fluctuations and is considered to be less risky than FLLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.14%
7.44%
EMCR
FLLA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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