EMCS vs. VEXC
EMCS (Xtrackers MSCI Emerging Markets Climate Selection ETF) and VEXC (Vanguard Emerging Markets Ex-China ETF) are both Emerging Markets Equities funds - EMCS tracks the MSCI Emerging Markets Climate Select Index while VEXC tracks the FTSE Emerging ex China Index. Both are passively managed. Their correlation of 0.91 suggests significant overlap in exposure. EMCS charges 0.15%/yr vs 0.07%/yr for VEXC.
Performance
EMCS vs. VEXC - Performance Comparison
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Returns By Period
In the year-to-date period, EMCS achieves a 30.08% return, which is significantly higher than VEXC's 20.67% return.
EMCS
- 1D
- -6.03%
- 1M
- 5.49%
- YTD
- 30.08%
- 6M
- 31.16%
- 1Y
- 55.24%
- 3Y*
- 26.52%
- 5Y*
- 7.51%
- 10Y*
- —
VEXC
- 1D
- -3.33%
- 1M
- 3.67%
- YTD
- 20.67%
- 6M
- 21.35%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EMCS vs. VEXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EMCS Xtrackers MSCI Emerging Markets Climate Selection ETF | 30.08% | 3.31% |
VEXC Vanguard Emerging Markets Ex-China ETF | 20.67% | 4.50% |
Correlation
The correlation between EMCS and VEXC 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 (All Time) Calculated using the full available price history since Oct 2, 2025 | 0.91 |
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Return for Risk
EMCS vs. VEXC — Risk / Return Rank
EMCS
VEXC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EMCS vs. VEXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets Climate Selection ETF (EMCS) and Vanguard Emerging Markets Ex-China ETF (VEXC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EMCS | VEXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.41 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.88 | — | — |
| Martin ratioReturn relative to average drawdown | 14.31 | — | — |
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Drawdowns
EMCS vs. VEXC - Drawdown Comparison
The maximum EMCS drawdown since its inception was -44.86%, which is greater than VEXC's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for EMCS and VEXC.
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Drawdown Indicators
| EMCS | VEXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.86% | -12.42% | -32.44% |
Max Drawdown (1Y)Largest decline over 1 year | -14.32% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -16.73% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -42.06% | — | — |
Current DrawdownCurrent decline from peak | -6.03% | -3.33% | -2.70% |
Average DrawdownAverage peak-to-trough decline | -16.52% | -2.23% | -14.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | — | — |
Volatility
EMCS vs. VEXC - Volatility Comparison
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Volatility by Period
| EMCS | VEXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.09% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 23.01% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 25.41% | 20.27% | +5.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.33% | 20.27% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.04% | 20.27% | +1.77% |
EMCS vs. VEXC - Expense Ratio Comparison
EMCS has a 0.15% expense ratio, which is higher than VEXC'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%.
Dividends
EMCS vs. VEXC - Dividend Comparison
EMCS's dividend yield for the trailing twelve months is around 1.46%, more than VEXC's 1.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EMCS Xtrackers MSCI Emerging Markets Climate Selection ETF | 1.46% | 1.66% | 0.67% | 3.07% | 2.26% | 1.46% | 1.40% | 3.56% |
VEXC Vanguard Emerging Markets Ex-China ETF | 1.43% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, EMCS and VEXC 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.
On fees, VEXC is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VEXC is cheaper with a 0.07% expense ratio, compared with 0.15% for EMCS.
EMCS has the higher dividend yield at 1.46%, compared with 1.43% for VEXC.
EMCS tracks MSCI Emerging Markets Climate Select Index, while VEXC tracks FTSE Emerging ex China Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.15% for EMCS and 0.07% for VEXC.
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