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EMCR vs. TDEC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMCR vs. TDEC - 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 FT Vest Emerging Markets Buffer ETF - December (TDEC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMCR achieves a 22.13% return, which is significantly higher than TDEC's 8.78% return.


EMCR

1D
-0.87%
1M
5.56%
YTD
22.13%
6M
24.53%
1Y
47.15%
3Y*
23.37%
5Y*
8.83%
10Y*

TDEC

1D
-0.33%
1M
0.36%
YTD
8.78%
6M
10.67%
1Y
22.62%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMCR vs. TDEC - Yearly Performance Comparison


Correlation

The correlation between EMCR and TDEC is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Dec 24, 2024

0.93

The correlation between EMCR and TDEC has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

EMCR vs. TDEC — Risk / Return Rank

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

EMCR
EMCR Risk / Return Rank: 7373
Overall Rank
EMCR Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EMCR Sortino Ratio Rank: 7171
Sortino Ratio Rank
EMCR Omega Ratio Rank: 7575
Omega Ratio Rank
EMCR Calmar Ratio Rank: 7070
Calmar Ratio Rank
EMCR Martin Ratio Rank: 7171
Martin Ratio Rank

TDEC
TDEC Risk / Return Rank: 7070
Overall Rank
TDEC Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TDEC Sortino Ratio Rank: 7171
Sortino Ratio Rank
TDEC Omega Ratio Rank: 8484
Omega Ratio Rank
TDEC Calmar Ratio Rank: 5757
Calmar Ratio Rank
TDEC Martin Ratio Rank: 6868
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. TDEC - 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 FT Vest Emerging Markets Buffer ETF - December (TDEC). 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.


EMCRTDECDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.44

1.50

-0.06

Calmar ratioReturn relative to maximum drawdown

3.42

2.79

+0.64

Martin ratioReturn relative to average drawdown

13.08

12.24

+0.84

EMCR vs. TDEC - Sharpe Ratio Comparison

The current EMCR Sharpe Ratio is 2.42, which is comparable to the TDEC Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of EMCR and TDEC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EMCRTDECDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

2.26

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.78

-1.18

Drawdowns

EMCR vs. TDEC - Drawdown Comparison

The maximum EMCR drawdown since its inception was -34.28%, which is greater than TDEC's maximum drawdown of -10.30%. Use the drawdown chart below to compare losses from any high point for EMCR and TDEC.


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Drawdown Indicators


EMCRTDECDifference

Max Drawdown

Largest peak-to-trough decline

-34.28%

-10.30%

-23.98%

Max Drawdown (1Y)

Largest decline over 1 year

-13.84%

-8.16%

-5.68%

Max Drawdown (3Y)

Largest decline over 3 years

-18.38%

Max Drawdown (5Y)

Largest decline over 5 years

-34.28%

Current Drawdown

Current decline from peak

-2.21%

-0.66%

-1.55%

Average Drawdown

Average peak-to-trough decline

-9.33%

-1.04%

-8.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

1.85%

+1.76%

Volatility

EMCR vs. TDEC - Volatility Comparison

Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) has a higher volatility of 8.00% compared to FT Vest Emerging Markets Buffer ETF - December (TDEC) at 2.72%. This indicates that EMCR's price experiences larger fluctuations and is considered to be riskier than TDEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMCRTDECDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.00%

2.72%

+5.28%

Volatility (6M)

Calculated over the trailing 6-month period

16.94%

9.03%

+7.91%

Volatility (1Y)

Calculated over the trailing 1-year period

19.62%

10.09%

+9.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.29%

11.73%

+7.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.86%

11.73%

+8.13%

EMCR vs. TDEC - Expense Ratio Comparison

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


Dividends

EMCR vs. TDEC - Dividend Comparison

EMCR's dividend yield for the trailing twelve months is around 1.99%, while TDEC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
EMCR
Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF
1.99%2.43%6.62%1.95%3.05%1.83%1.75%3.15%0.19%
TDEC
FT Vest Emerging Markets Buffer ETF - December
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, EMCR and TDEC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

EMCR has higher volatility (8.00%) compared to TDEC (2.72%). In terms of maximum drawdown, EMCR dropped -34.28% vs TDEC's -10.30%.

On 1-year performance, EMCR leads with 47.15% vs 22.62% for TDEC. On fees, EMCR is cheaper at 0.15% per year. On volatility, TDEC has been the lower-risk option at 2.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EMCR has performed better with a 47.15% return vs 22.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMCR is cheaper with a 0.15% expense ratio, compared with 0.95% for TDEC.

EMCR has the higher dividend yield at 1.99%, compared with 0.00% for TDEC.

EMCR is categorized as Emerging Markets Equities, while TDEC is Defined Outcome. EMCR tracks Solactive ISS Emerging Markets Carbon Reduction & Climate Improvers Index - Benchmark TR Net, while TDEC tracks MSCI Emerging Markets. They also come from different issuers: Deutsche Bank and FT Vest. Their fees differ too: 0.15% for EMCR and 0.95% for TDEC.

EMCR currently has the higher Sharpe Ratio (2.42 vs 2.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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