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

Correlation

The correlation between EMCR and VXUS is 0.89, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

EMCR vs. VXUS - 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 Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

40.00%45.00%50.00%55.00%60.00%NovemberDecember2025FebruaryMarchApril
37.03%
42.10%
EMCR
VXUS

Key characteristics

Sharpe Ratio

EMCR:

0.17

VXUS:

-0.10

Sortino Ratio

EMCR:

0.36

VXUS:

-0.03

Omega Ratio

EMCR:

1.05

VXUS:

1.00

Calmar Ratio

EMCR:

0.17

VXUS:

-0.14

Martin Ratio

EMCR:

0.53

VXUS:

-0.36

Ulcer Index

EMCR:

5.84%

VXUS:

4.03%

Daily Std Dev

EMCR:

17.93%

VXUS:

14.80%

Max Drawdown

EMCR:

-34.28%

VXUS:

-35.97%

Current Drawdown

EMCR:

-13.52%

VXUS:

-10.61%

Returns By Period

In the year-to-date period, EMCR achieves a -3.46% return, which is significantly lower than VXUS's -2.22% return.


EMCR

YTD

-3.46%

1M

-9.34%

6M

-12.48%

1Y

3.36%

5Y*

7.44%

10Y*

N/A

VXUS

YTD

-2.22%

1M

-9.80%

6M

-9.29%

1Y

-1.13%

5Y*

9.40%

10Y*

4.00%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EMCR vs. VXUS - Expense Ratio Comparison

EMCR has a 0.15% expense ratio, which is higher than VXUS's 0.07% 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%.


EMCR
Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF
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 VXUS: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VXUS: 0.07%

Risk-Adjusted Performance

EMCR vs. VXUS — 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 6060
Overall Rank
The Sharpe Ratio Rank of EMCR is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of EMCR is 6060
Sortino Ratio Rank
The Omega Ratio Rank of EMCR is 5959
Omega Ratio Rank
The Calmar Ratio Rank of EMCR is 6363
Calmar Ratio Rank
The Martin Ratio Rank of EMCR is 5858
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 3838
Overall Rank
The Sharpe Ratio Rank of VXUS is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 3939
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 3939
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 3535
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 4040
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. VXUS - 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 Vanguard Total International Stock ETF (VXUS). 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.


Sharpe ratio
The chart of Sharpe ratio for EMCR, currently valued at 0.17, compared to the broader market-1.000.001.002.003.004.00
EMCR: 0.17
VXUS: -0.10
The chart of Sortino ratio for EMCR, currently valued at 0.36, compared to the broader market-2.000.002.004.006.008.0010.00
EMCR: 0.36
VXUS: -0.03
The chart of Omega ratio for EMCR, currently valued at 1.04, compared to the broader market0.501.001.502.002.50
EMCR: 1.05
VXUS: 1.00
The chart of Calmar ratio for EMCR, currently valued at 0.17, compared to the broader market0.005.0010.0015.00
EMCR: 0.17
VXUS: -0.14
The chart of Martin ratio for EMCR, currently valued at 0.53, compared to the broader market0.0020.0040.0060.0080.00100.00
EMCR: 0.53
VXUS: -0.36

The current EMCR Sharpe Ratio is 0.17, which is higher than the VXUS Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of EMCR and VXUS, 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
0.17
-0.10
EMCR
VXUS

Dividends

EMCR vs. VXUS - Dividend Comparison

EMCR's dividend yield for the trailing twelve months is around 6.85%, more than VXUS's 3.40% yield.


TTM20242023202220212020201920182017201620152014
EMCR
Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF
6.85%6.62%1.95%3.05%1.83%1.75%3.15%0.19%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
3.40%3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%

Drawdowns

EMCR vs. VXUS - Drawdown Comparison

The maximum EMCR drawdown since its inception was -34.28%, roughly equal to the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for EMCR and VXUS. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.52%
-10.61%
EMCR
VXUS

Volatility

EMCR vs. VXUS - Volatility Comparison

Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) and Vanguard Total International Stock ETF (VXUS) have volatilities of 7.41% and 7.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
7.41%
7.63%
EMCR
VXUS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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