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EMCR vs. SPEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EMCR and SPEM is 0.67, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

EMCR vs. SPEM - 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 SPDR Portfolio Emerging Markets ETF (SPEM). The values are adjusted to include any dividend payments, if applicable.

25.00%30.00%35.00%40.00%45.00%50.00%NovemberDecember2025FebruaryMarchApril
45.66%
39.84%
EMCR
SPEM

Key characteristics

Sharpe Ratio

EMCR:

0.58

SPEM:

0.64

Sortino Ratio

EMCR:

0.98

SPEM:

1.01

Omega Ratio

EMCR:

1.13

SPEM:

1.13

Calmar Ratio

EMCR:

0.65

SPEM:

0.66

Martin Ratio

EMCR:

1.86

SPEM:

1.99

Ulcer Index

EMCR:

6.43%

SPEM:

5.85%

Daily Std Dev

EMCR:

20.57%

SPEM:

18.30%

Max Drawdown

EMCR:

-34.28%

SPEM:

-64.41%

Current Drawdown

EMCR:

-8.07%

SPEM:

-7.26%

Returns By Period

In the year-to-date period, EMCR achieves a 2.62% return, which is significantly higher than SPEM's 1.88% return.


EMCR

YTD

2.62%

1M

-2.61%

6M

-2.45%

1Y

11.45%

5Y*

8.44%

10Y*

N/A

SPEM

YTD

1.88%

1M

-1.96%

6M

-2.19%

1Y

11.17%

5Y*

8.71%

10Y*

3.57%

*Annualized

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EMCR vs. SPEM - Expense Ratio Comparison

EMCR has a 0.15% expense ratio, which is higher than SPEM's 0.11% 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%.


Expense ratio chart for EMCR: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EMCR: 0.15%
Expense ratio chart for SPEM: current value is 0.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPEM: 0.11%

Risk-Adjusted Performance

EMCR vs. SPEM — Risk-Adjusted Performance Rank

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

EMCR
The Risk-Adjusted Performance Rank of EMCR is 6363
Overall Rank
The Sharpe Ratio Rank of EMCR is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of EMCR is 6565
Sortino Ratio Rank
The Omega Ratio Rank of EMCR is 6161
Omega Ratio Rank
The Calmar Ratio Rank of EMCR is 7171
Calmar Ratio Rank
The Martin Ratio Rank of EMCR is 5757
Martin Ratio Rank

SPEM
The Risk-Adjusted Performance Rank of SPEM is 6565
Overall Rank
The Sharpe Ratio Rank of SPEM is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SPEM is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SPEM is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPEM is 7171
Calmar Ratio Rank
The Martin Ratio Rank of SPEM is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EMCR vs. SPEM - 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 SPDR Portfolio Emerging Markets ETF (SPEM). 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.


The chart of Sharpe ratio for EMCR, currently valued at 0.58, compared to the broader market-1.000.001.002.003.004.00
EMCR: 0.58
SPEM: 0.64
The chart of Sortino ratio for EMCR, currently valued at 0.98, compared to the broader market-2.000.002.004.006.008.00
EMCR: 0.98
SPEM: 1.01
The chart of Omega ratio for EMCR, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
EMCR: 1.13
SPEM: 1.13
The chart of Calmar ratio for EMCR, currently valued at 0.65, compared to the broader market0.002.004.006.008.0010.0012.00
EMCR: 0.65
SPEM: 0.66
The chart of Martin ratio for EMCR, currently valued at 1.86, compared to the broader market0.0020.0040.0060.00
EMCR: 1.86
SPEM: 1.99

The current EMCR Sharpe Ratio is 0.58, which is comparable to the SPEM Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of EMCR and SPEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.58
0.64
EMCR
SPEM

Dividends

EMCR vs. SPEM - Dividend Comparison

EMCR's dividend yield for the trailing twelve months is around 6.45%, more than SPEM's 2.73% yield.


TTM20242023202220212020201920182017201620152014
EMCR
Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF
6.45%6.62%1.95%3.05%1.83%1.75%3.15%0.19%0.00%0.00%0.00%0.00%
SPEM
SPDR Portfolio Emerging Markets ETF
2.73%2.78%2.80%3.38%3.14%1.92%2.94%2.34%1.12%1.51%2.40%2.26%

Drawdowns

EMCR vs. SPEM - Drawdown Comparison

The maximum EMCR drawdown since its inception was -34.28%, smaller than the maximum SPEM drawdown of -64.41%. Use the drawdown chart below to compare losses from any high point for EMCR and SPEM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-8.07%
-7.26%
EMCR
SPEM

Volatility

EMCR vs. SPEM - Volatility Comparison

Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) has a higher volatility of 12.57% compared to SPDR Portfolio Emerging Markets ETF (SPEM) at 10.98%. This indicates that EMCR's price experiences larger fluctuations and is considered to be riskier than SPEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.57%
10.98%
EMCR
SPEM