EMCS vs. XAIX

Last updated Jun 24, 2026

EMCS (Xtrackers MSCI Emerging Markets Climate Selection ETF) and XAIX (Xtrackers Artificial Intelligence and Big Data ETF) are both exchange-traded funds - EMCS is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Climate Select Index, while XAIX is a Technology Equities fund tracking the Nasdaq Global Artificial Intelligence and Big Data Index. Both are passively managed. Over the past year, EMCS returned 55.24% vs 52.90% for XAIX. A 0.69 correlation means they provide meaningful diversification when combined. EMCS charges 0.15%/yr vs 0.35%/yr for XAIX.

Performance

EMCS vs. XAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI Emerging Markets Climate Selection ETF (EMCS) and Xtrackers Artificial Intelligence and Big Data ETF (XAIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with EMCS having a 30.08% return and XAIX slightly higher at 30.66%.

EMCS

• 1D: -6.03%
• 1M: 5.49%
• YTD: 30.08%
• 6M: 31.16%
• 1Y: 55.24%
• 3Y*: 26.52%
• 5Y*: 7.51%
• 10Y*: —

XAIX

• 1D: -4.93%
• 1M: 3.71%
• YTD: 30.66%
• 6M: 30.48%
• 1Y: 52.90%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EMCS vs. XAIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EMCS Xtrackers MSCI Emerging Markets Climate Selection ETF	30.08%	38.71%	2.46%
XAIX Xtrackers Artificial Intelligence and Big Data ETF	30.66%	29.05%	15.21%

Correlation

The correlation between EMCS and XAIX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (All Time) Calculated using the full available price history since Aug 2, 2024	0.69

The correlation between EMCS and XAIX has been stable across timeframes, ranging from 0.69 to 0.77 - a consistent structural relationship.

EMCS vs. XAIX - Sectors Allocation Comparison

Sectors	EMCS	XAIX
Technology	50.7%	71.7%
Financial Services	26.0%	5.2%
Consumer Cyclical	9.1%	8.9%
Communication Services	7.4%	14.1%
Basic Materials	2.6%	0.0%
Real Estate	1.8%	-
Industrials	1.2%	0.1%
Energy	1.2%	0.0%
Consumer Defensive	0.0%	0.0%
Healthcare	0.0%	0.0%
Utilities	0.0%	0.0%

Return for Risk

EMCS vs. XAIX — Risk / Return Rank

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

EMCS

EMCS Risk / Return Rank: 75
EMCS Sharpe Ratio Rank: 75
EMCS Sortino Ratio Rank: 66
EMCS Omega Ratio Rank: 76
EMCS Calmar Ratio Rank: 80
EMCS Martin Ratio Rank: 80

XAIX

XAIX Risk / Return Rank: 70
XAIX Sharpe Ratio Rank: 72
XAIX Sortino Ratio Rank: 62
XAIX Omega Ratio Rank: 69
XAIX Calmar Ratio Rank: 77
XAIX Martin Ratio Rank: 72

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.

EMCS vs. XAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets Climate Selection ETF (EMCS) and Xtrackers Artificial Intelligence and Big Data ETF (XAIX). 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	XAIX	Difference
Sharpe ratio: Return per unit of total volatility	2.19	2.21	-0.03
Sortino ratio: Return per unit of downside risk	2.77	2.79	-0.01
Omega ratio: Gain probability vs. loss probability	1.41	1.39	+0.02
Calmar ratio: Return relative to maximum drawdown	3.88	3.79	+0.08
Martin ratio: Return relative to average drawdown	14.31	12.74	+1.57

EMCS vs. XAIX - Sharpe Ratio Comparison

The current EMCS Sharpe Ratio is 2.19, which is comparable to the XAIX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of EMCS and XAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EMCS vs. XAIX - Drawdown Comparison

The maximum EMCS drawdown since its inception was -44.86%, which is greater than XAIX's maximum drawdown of -23.95%. Use the drawdown chart below to compare losses from any high point for EMCS and XAIX.

Drawdown Indicators

	EMCS	XAIX	Difference
Max Drawdown Largest peak-to-trough decline	-44.86%	-23.95%	-20.91%
Max Drawdown (1Y) Largest decline over 1 year	-14.32%	-14.01%	-0.31%
Max Drawdown (3Y) Largest decline over 3 years	-16.73%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-42.06%	—	—
Current Drawdown Current decline from peak	-6.03%	-8.01%	+1.98%
Average Drawdown Average peak-to-trough decline	-16.52%	-3.59%	-12.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.87%	4.16%	-0.29%

Volatility

EMCS vs. XAIX - Volatility Comparison

Xtrackers MSCI Emerging Markets Climate Selection ETF (EMCS) and Xtrackers Artificial Intelligence and Big Data ETF (XAIX) have volatilities of 14.09% and 14.31%, 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.

Volatility by Period

	EMCS	XAIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.09%	14.31%	-0.22%
Volatility (6M) Calculated over the trailing 6-month period	23.01%	21.18%	+1.83%
Volatility (1Y) Calculated over the trailing 1-year period	25.41%	24.04%	+1.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.33%	24.71%	-3.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.04%	24.71%	-2.67%

EMCS vs. XAIX - Expense Ratio Comparison

EMCS has a 0.15% expense ratio, which is lower than XAIX's 0.35% expense ratio.

Dividends

EMCS vs. XAIX - Dividend Comparison

EMCS's dividend yield for the trailing twelve months is around 1.46%, more than XAIX's 0.39% 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%
XAIX Xtrackers Artificial Intelligence and Big Data ETF	0.39%	0.54%	0.08%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EMCS and XAIX in my portfolio?

EMCS and XAIX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EMCS or XAIX?

XAIX has higher volatility (14.31%) compared to EMCS (14.09%). In terms of maximum drawdown, EMCS dropped -44.86% vs XAIX's -23.95%.

Which ETF is better, EMCS or XAIX?

On 1-year performance, EMCS leads with 55.24% vs 52.90% for XAIX. On fees, EMCS is cheaper at 0.15% per year. On volatility, EMCS has been the lower-risk option at 14.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EMCS or XAIX?

Over the 1-year period, EMCS has performed better with a 55.24% return vs 52.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EMCS or XAIX?

EMCS is cheaper with a 0.15% expense ratio, compared with 0.35% for XAIX.

Which ETF pays a higher dividend yield, EMCS or XAIX?

EMCS has the higher dividend yield at 1.46%, compared with 0.39% for XAIX.

What is the main difference between EMCS and XAIX?

EMCS is categorized as Emerging Markets Equities, while XAIX is Technology Equities. EMCS tracks MSCI Emerging Markets Climate Select Index, while XAIX tracks Nasdaq Global Artificial Intelligence and Big Data Index. Their fees differ too: 0.15% for EMCS and 0.35% for XAIX.

Which has better risk-adjusted returns?

XAIX currently has the higher Sharpe Ratio (2.21 vs 2.19), 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.