EMCR vs. FNDF
Compare and contrast key facts about Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) and Schwab Fundamental International Large Company Index ETF (FNDF).
EMCR and FNDF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. FNDF is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental Developed ex-U.S. Large Company Index. It was launched on Aug 15, 2013. Both EMCR and FNDF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMCR or FNDF.
Key characteristics
| EMCR | FNDF | |
|---|---|---|
| YTD Return | 2.18% | 3.71% |
| 1Y Return | 9.90% | 12.66% |
| 3Y Return (Ann) | -3.46% | 5.52% |
| 5Y Return (Ann) | 3.59% | 7.74% |
| Sharpe Ratio | 0.75 | 1.14 |
| Daily Std Dev | 15.13% | 12.37% |
| Max Drawdown | -34.28% | -40.14% |
| Current Drawdown | -15.15% | -2.15% |
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.
Performance
EMCR vs. FNDF - Performance Comparison
In the year-to-date period, EMCR achieves a 2.18% return, which is significantly lower than FNDF's 3.71% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
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.
Dividends
EMCR vs. FNDF - Dividend Comparison
EMCR's dividend yield for the trailing twelve months is around 1.91%, less than FNDF's 3.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMCR Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF | 1.91% | 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 | 3.29% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% | 1.84% | 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.
Volatility
EMCR vs. FNDF - Volatility Comparison
Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) has a higher volatility of 4.31% compared to Schwab Fundamental International Large Company Index ETF (FNDF) at 3.37%. 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.