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EMCR vs. RFEM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMCR vs. RFEM - 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 First Trust RiverFront Dynamic Emerging Markets ETF (RFEM). The values are adjusted to include any dividend payments, if applicable.

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EMCR vs. RFEM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
RFEM
First Trust RiverFront Dynamic Emerging Markets ETF
3.81%27.71%10.85%20.78%-19.05%0.97%8.19%20.33%-3.32%

Returns By Period

In the year-to-date period, EMCR achieves a 1.10% return, which is significantly lower than RFEM's 3.81% return.


EMCR

1D
3.31%
1M
-9.79%
YTD
1.10%
6M
3.97%
1Y
30.14%
3Y*
15.86%
5Y*
5.80%
10Y*

RFEM

1D
3.53%
1M
-7.56%
YTD
3.81%
6M
9.28%
1Y
28.91%
3Y*
18.90%
5Y*
6.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMCR vs. RFEM - Expense Ratio Comparison

EMCR has a 0.15% expense ratio, which is lower than RFEM's 0.95% expense ratio.


Return for Risk

EMCR vs. RFEM — Risk / Return Rank

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

EMCR
EMCR Risk / Return Rank: 7979
Overall Rank
EMCR Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EMCR Sortino Ratio Rank: 7979
Sortino Ratio Rank
EMCR Omega Ratio Rank: 7878
Omega Ratio Rank
EMCR Calmar Ratio Rank: 7979
Calmar Ratio Rank
EMCR Martin Ratio Rank: 7878
Martin Ratio Rank

RFEM
RFEM Risk / Return Rank: 8383
Overall Rank
RFEM Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
RFEM Sortino Ratio Rank: 8484
Sortino Ratio Rank
RFEM Omega Ratio Rank: 8181
Omega Ratio Rank
RFEM Calmar Ratio Rank: 8383
Calmar Ratio Rank
RFEM Martin Ratio Rank: 8484
Martin Ratio Rank
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. RFEM - 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 First Trust RiverFront Dynamic Emerging Markets ETF (RFEM). 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.


EMCRRFEMDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.60

-0.15

Sortino ratio

Return per unit of downside risk

2.02

2.23

-0.21

Omega ratio

Gain probability vs. loss probability

1.30

1.32

-0.02

Calmar ratio

Return relative to maximum drawdown

2.15

2.41

-0.26

Martin ratio

Return relative to average drawdown

8.39

9.67

-1.27

EMCR vs. RFEM - Sharpe Ratio Comparison

The current EMCR Sharpe Ratio is 1.45, which is comparable to the RFEM Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of EMCR and RFEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EMCRRFEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.60

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.36

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.44

+0.03

Correlation

The correlation between EMCR and RFEM is 0.87, 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.


Dividends

EMCR vs. RFEM - Dividend Comparison

EMCR's dividend yield for the trailing twelve months is around 2.40%, more than RFEM's 1.97% yield.


TTM2025202420232022202120202019201820172016
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%
RFEM
First Trust RiverFront Dynamic Emerging Markets ETF
1.97%1.98%3.64%3.28%7.74%3.21%1.22%3.75%2.37%1.62%3.73%

Drawdowns

EMCR vs. RFEM - Drawdown Comparison

The maximum EMCR drawdown since its inception was -34.28%, smaller than the maximum RFEM drawdown of -42.22%. Use the drawdown chart below to compare losses from any high point for EMCR and RFEM.


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Drawdown Indicators


EMCRRFEMDifference

Max Drawdown

Largest peak-to-trough decline

-34.28%

-42.22%

+7.94%

Max Drawdown (1Y)

Largest decline over 1 year

-13.84%

-11.90%

-1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-34.28%

-35.06%

+0.78%

Current Drawdown

Current decline from peak

-10.99%

-8.53%

-2.46%

Average Drawdown

Average peak-to-trough decline

-9.49%

-12.16%

+2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

2.97%

+0.58%

Volatility

EMCR vs. RFEM - Volatility Comparison

Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) has a higher volatility of 10.62% compared to First Trust RiverFront Dynamic Emerging Markets ETF (RFEM) at 8.78%. This indicates that EMCR's price experiences larger fluctuations and is considered to be riskier than RFEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMCRRFEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.62%

8.78%

+1.84%

Volatility (6M)

Calculated over the trailing 6-month period

14.85%

12.83%

+2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

20.88%

18.10%

+2.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.82%

17.58%

+1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.68%

19.76%

-0.08%