EMCR vs. POWL

Last updated Apr 1, 2026

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.

Performance

EMCR vs. POWL - 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 Powell Industries, Inc. (POWL). The values are adjusted to include any dividend payments, if applicable.

EMCR vs. POWL - 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%
POWL Powell Industries, Inc.	73.89%	44.49%	152.21%	155.62%	24.34%	3.60%	-37.60%	101.58%	-10.36%

Returns By Period

In the year-to-date period, EMCR achieves a 1.10% return, which is significantly lower than POWL's 73.89% return.

EMCR

• 1D: 3.31%
• 1M: -8.38%
• YTD: 1.10%
• 6M: 3.22%
• 1Y: 29.61%
• 3Y*: 15.86%
• 5Y*: 5.80%
• 10Y*: —

POWL

• 1D: 2.40%
• 1M: 4.05%
• YTD: 73.89%
• 6M: 74.89%
• 1Y: 216.21%
• 3Y*: 136.92%
• 5Y*: 78.42%
• 10Y*: 37.23%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EMCR vs. POWL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EMCR

EMCR Risk / Return Rank: 79
EMCR Sharpe Ratio Rank: 78
EMCR Sortino Ratio Rank: 79
EMCR Omega Ratio Rank: 78
EMCR Calmar Ratio Rank: 79
EMCR Martin Ratio Rank: 78

POWL

POWL Risk / Return Rank: 96
POWL Sharpe Ratio Rank: 98
POWL Sortino Ratio Rank: 96
POWL Omega Ratio Rank: 93
POWL Calmar Ratio Rank: 97
POWL Martin Ratio Rank: 98

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EMCR vs. POWL - 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 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.

	EMCR	POWL	Difference
Sharpe ratio Return per unit of total volatility	1.45	3.73	-2.28
Sortino ratio Return per unit of downside risk	2.02	3.71	-1.69
Omega ratio Gain probability vs. loss probability	1.30	1.45	-0.15
Calmar ratio Return relative to maximum drawdown	2.15	7.34	-5.19
Martin ratio Return relative to average drawdown	8.39	23.54	-15.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EMCR vs. POWL - Sharpe Ratio Comparison

The current EMCR Sharpe Ratio is 1.45, which is lower than the POWL Sharpe Ratio of 3.73. The chart below compares the historical Sharpe Ratios of EMCR and POWL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EMCR	POWL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.45	3.73	-2.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	1.25	-0.94
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.69	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.26	+0.21

Correlation

The correlation between EMCR and POWL is 0.35, 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.

Dividends

EMCR vs. POWL - Dividend Comparison

EMCR's dividend yield for the trailing twelve months is around 2.40%, more than POWL's 0.19% 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%
POWL Powell Industries, Inc.	0.19%	0.34%	0.48%	1.19%	2.96%	3.53%	3.53%	2.12%	4.16%	3.63%	2.67%	4.00%

Drawdowns

EMCR vs. POWL - Drawdown Comparison

The maximum EMCR drawdown since its inception was -34.28%, smaller than the maximum POWL drawdown of -73.10%. Use the drawdown chart below to compare losses from any high point for EMCR and POWL.

Drawdown Indicators

	EMCR	POWL	Difference
Max Drawdown Largest peak-to-trough decline	-34.28%	-73.10%	+38.82%
Max Drawdown (1Y) Largest decline over 1 year	-13.84%	-30.88%	+17.04%
Max Drawdown (5Y) Largest decline over 5 years	-34.28%	-55.76%	+21.48%
Max Drawdown (10Y) Largest decline over 10 years	—	-68.85%	—
Current Drawdown Current decline from peak	-10.99%	-6.51%	-4.48%
Average Drawdown Average peak-to-trough decline	-9.49%	-36.26%	+26.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.55%	9.62%	-6.07%

Volatility

EMCR vs. POWL - Volatility Comparison

The current volatility for Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) is 10.62%, while Powell Industries, Inc. (POWL) has a volatility of 20.88%. 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.

Volatility by Period

	EMCR	POWL	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.62%	20.88%	-10.26%
Volatility (6M) Calculated over the trailing 6-month period	14.85%	43.67%	-28.82%
Volatility (1Y) Calculated over the trailing 1-year period	20.88%	58.41%	-37.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.82%	63.13%	-44.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.68%	54.20%	-34.52%