EMCR vs. POWL
Compare and contrast key facts about Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) and Powell Industries, Inc. (POWL).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMCR or POWL.
Performance
EMCR vs. POWL - Performance Comparison
Returns By Period
In the year-to-date period, EMCR achieves a 11.42% return, which is significantly lower than POWL's 227.70% return.
EMCR
11.42%
-4.56%
4.51%
14.99%
4.61%
N/A
POWL
227.70%
7.92%
56.29%
246.85%
52.89%
24.25%
Key characteristics
| EMCR | POWL | |
|---|---|---|
| Sharpe Ratio | 0.89 | 2.74 |
| Sortino Ratio | 1.33 | 3.59 |
| Omega Ratio | 1.16 | 1.44 |
| Calmar Ratio | 0.68 | 6.74 |
| Martin Ratio | 4.23 | 13.95 |
| Ulcer Index | 3.50% | 17.78% |
| Daily Std Dev | 16.55% | 90.60% |
| Max Drawdown | -34.28% | -73.09% |
| Current Drawdown | -9.01% | -18.20% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between EMCR and POWL is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
EMCR vs. POWL - 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 Powell Industries, Inc. (POWL). 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. POWL - Dividend Comparison
EMCR's dividend yield for the trailing twelve months is around 0.93%, more than POWL's 0.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMCR Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF | 0.93% | 1.95% | 3.05% | 1.83% | 1.75% | 3.15% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
POWL Powell Industries, Inc. | 0.37% | 1.19% | 2.96% | 3.53% | 3.53% | 2.12% | 4.16% | 3.63% | 2.67% | 4.00% | 2.06% | 0.37% |
Drawdowns
EMCR vs. POWL - Drawdown Comparison
The maximum EMCR drawdown since its inception was -34.28%, smaller than the maximum POWL drawdown of -73.09%. Use the drawdown chart below to compare losses from any high point for EMCR and POWL. For additional features, visit the drawdowns tool.
Volatility
EMCR vs. POWL - Volatility Comparison
The current volatility for Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) is 5.29%, while Powell Industries, Inc. (POWL) has a volatility of 34.31%. This indicates that EMCR experiences smaller price fluctuations and is considered to be less risky than POWL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.