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

Correlation

The correlation between EMCR and FNDF is 0.80, 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.


-0.50.00.51.00.8

Performance

EMCR vs. FNDF - 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 Schwab Fundamental International Large Company Index ETF (FNDF). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
43.89%
53.36%
EMCR
FNDF

Key characteristics

Sharpe Ratio

EMCR:

0.97

FNDF:

0.32

Sortino Ratio

EMCR:

1.44

FNDF:

0.51

Omega Ratio

EMCR:

1.18

FNDF:

1.06

Calmar Ratio

EMCR:

0.74

FNDF:

0.40

Martin Ratio

EMCR:

3.78

FNDF:

1.20

Ulcer Index

EMCR:

4.22%

FNDF:

3.38%

Daily Std Dev

EMCR:

16.39%

FNDF:

12.68%

Max Drawdown

EMCR:

-34.28%

FNDF:

-40.14%

Current Drawdown

EMCR:

-9.19%

FNDF:

-10.12%

Returns By Period

In the year-to-date period, EMCR achieves a 11.20% return, which is significantly higher than FNDF's 1.40% return.


EMCR

YTD

11.20%

1M

-0.50%

6M

3.18%

1Y

14.22%

5Y*

3.75%

10Y*

N/A

FNDF

YTD

1.40%

1M

-2.74%

6M

-2.22%

1Y

2.43%

5Y*

6.06%

10Y*

5.46%

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. FNDF - Expense Ratio Comparison

EMCR has a 0.15% expense ratio, which is lower than FNDF's 0.25% 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%.


FNDF
Schwab Fundamental International Large Company Index ETF
Expense ratio chart for FNDF: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
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. FNDF - 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 Schwab Fundamental International Large Company Index ETF (FNDF). 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 market0.002.004.000.970.32
The chart of Sortino ratio for EMCR, currently valued at 1.44, compared to the broader market-2.000.002.004.006.008.0010.001.440.51
The chart of Omega ratio for EMCR, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.06
The chart of Calmar ratio for EMCR, currently valued at 0.74, compared to the broader market0.005.0010.0015.000.740.40
The chart of Martin ratio for EMCR, currently valued at 3.78, compared to the broader market0.0020.0040.0060.0080.00100.003.781.20
EMCR
FNDF

The current EMCR Sharpe Ratio is 0.97, which is higher than the FNDF Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of EMCR and FNDF, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.97
0.32
EMCR
FNDF

Dividends

EMCR vs. FNDF - Dividend Comparison

EMCR's dividend yield for the trailing twelve months is around 6.53%, more than FNDF's 4.05% yield.


TTM20232022202120202019201820172016201520142013
EMCR
Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF
6.53%1.95%3.05%1.83%1.75%3.15%0.19%0.00%0.00%0.00%0.00%0.00%
FNDF
Schwab Fundamental International Large Company Index ETF
4.05%3.41%3.10%3.54%2.17%3.20%3.47%2.32%2.42%2.08%1.83%0.48%

Drawdowns

EMCR vs. FNDF - Drawdown Comparison

The maximum EMCR drawdown since its inception was -34.28%, smaller than the maximum FNDF drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for EMCR and FNDF. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.19%
-10.12%
EMCR
FNDF

Volatility

EMCR vs. FNDF - Volatility Comparison

Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) has a higher volatility of 4.14% compared to Schwab Fundamental International Large Company Index ETF (FNDF) at 3.32%. This indicates that EMCR's price experiences larger fluctuations and is considered to be riskier than FNDF 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%
3.32%
EMCR
FNDF
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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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