EMCR vs. SNPE
Compare and contrast key facts about Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) and Xtrackers S&P 500 ESG ETF (SNPE).
EMCR and SNPE 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. SNPE is a passively managed fund by Deutsche Bank that tracks the performance of the S&P 500 ESG Index. It was launched on Jun 26, 2019. Both EMCR and SNPE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EMCR vs. SNPE - Performance Comparison
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EMCR vs. SNPE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EMCR Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF | 1.96% | 33.25% | 9.69% | 10.55% | -18.73% | 5.54% | 13.49% | 8.38% |
SNPE Xtrackers S&P 500 ESG ETF | -3.68% | 18.56% | 23.85% | 27.79% | -17.67% | 31.43% | 19.84% | 12.92% |
Returns By Period
In the year-to-date period, EMCR achieves a 1.96% return, which is significantly higher than SNPE's -3.68% return.
EMCR
- 1D
- 0.85%
- 1M
- -7.60%
- YTD
- 1.96%
- 6M
- 4.10%
- 1Y
- 30.72%
- 3Y*
- 16.19%
- 5Y*
- 5.98%
- 10Y*
- —
SNPE
- 1D
- 0.81%
- 1M
- -4.64%
- YTD
- -3.68%
- 6M
- 0.11%
- 1Y
- 19.72%
- 3Y*
- 18.73%
- 5Y*
- 12.74%
- 10Y*
- —
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EMCR vs. SNPE - Expense Ratio Comparison
EMCR has a 0.15% expense ratio, which is higher than SNPE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
EMCR vs. SNPE — Risk / Return Rank
EMCR
SNPE
EMCR vs. SNPE - 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 Xtrackers S&P 500 ESG ETF (SNPE). 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 | SNPE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 1.08 | +0.39 |
Sortino ratioReturn per unit of downside risk | 2.06 | 1.64 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.25 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.26 | 1.64 | +0.61 |
Martin ratioReturn relative to average drawdown | 8.67 | 7.56 | +1.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EMCR | SNPE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 1.08 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.75 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.78 | -0.30 |
Correlation
The correlation between EMCR and SNPE is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EMCR vs. SNPE - Dividend Comparison
EMCR's dividend yield for the trailing twelve months is around 2.38%, more than SNPE's 1.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EMCR Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF | 2.38% | 2.43% | 6.62% | 1.95% | 3.05% | 1.83% | 1.75% | 3.15% | 0.19% |
SNPE Xtrackers S&P 500 ESG ETF | 1.04% | 1.01% | 1.17% | 1.32% | 1.65% | 1.08% | 1.42% | 1.20% | 0.00% |
Drawdowns
EMCR vs. SNPE - Drawdown Comparison
The maximum EMCR drawdown since its inception was -34.28%, roughly equal to the maximum SNPE drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for EMCR and SNPE.
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Drawdown Indicators
| EMCR | SNPE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.28% | -33.37% | -0.91% |
Max Drawdown (1Y)Largest decline over 1 year | -13.84% | -12.37% | -1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -34.28% | -24.65% | -9.63% |
Current DrawdownCurrent decline from peak | -10.23% | -6.12% | -4.11% |
Average DrawdownAverage peak-to-trough decline | -9.49% | -5.06% | -4.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.61% | 2.69% | +0.92% |
Volatility
EMCR vs. SNPE - Volatility Comparison
Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) has a higher volatility of 9.47% compared to Xtrackers S&P 500 ESG ETF (SNPE) at 5.28%. This indicates that EMCR's price experiences larger fluctuations and is considered to be riskier than SNPE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMCR | SNPE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.47% | 5.28% | +4.19% |
Volatility (6M)Calculated over the trailing 6-month period | 14.87% | 9.34% | +5.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.89% | 18.28% | +2.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.81% | 17.10% | +1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.68% | 19.82% | -0.14% |