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EMEM vs. EMCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EMEM vs. EMCS

Last updated Jul 28, 2026
Documentation

EMEM (Sophus Capital Emerging Market ETF) and EMCS (Xtrackers MSCI Emerging Markets Climate Selection ETF) are both Emerging Markets Equities funds. EMEM is actively managed, while EMCS is passively managed. Their 0.96 correlation means they have historically moved very closely together. EMEM charges 0.65%/yr vs 0.15%/yr for EMCS.

Performance

EMEM vs. EMCS - Performance Comparison

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

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Returns By Period

EMEM

1D
0.29%
1M
-5.50%
6M
—
YTD
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
ALL TIME*
—

EMCS

1D
0.52%
1M
-5.72%
6M
13.72%
YTD
22.49%
1Y
38.47%
3Y*
21.43%
5Y*
7.67%
10Y*
—
ALL TIME*
10.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

EMCS

Xtrackers MSCI Emerging Markets Climate Selection ETF
$175.68K$2.77M$969.19K

EMEM

Sophus Capital Emerging Market ETF
$469.31K$366.44K$1.50M

EMEM vs. EMCS - Yearly Performance Comparison

2026 (YTD)
EMEM
Sophus Capital Emerging Market ETF		-2.00%
EMCS
Xtrackers MSCI Emerging Markets Climate Selection ETF		1.41%

Correlation

The correlation between EMEM and EMCS is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.

Correlation
Correlation (All Time)
Calculated using the full available price history since May 20, 2026

0.96

EMEM vs. EMCS - Sectors Allocation Comparison

Sectors
EMEM
EMCS

Technology

41.2%
51.4%

Financial Services

14.2%
27.3%

Industrials

8.8%
1.2%

Consumer Cyclical

4.6%
7.5%

Communication Services

4.2%
7.5%

Basic Materials

3.4%
2.3%

Consumer Defensive

2.1%
0.0%

Energy

2.1%
1.1%

Healthcare

1.7%
0.0%

Real Estate

1.6%
1.8%

Utilities

0.5%
0.0%

Technology

EMEM
41.2%
EMCS
51.4%

Financial Services

EMEM
14.2%
EMCS
27.3%

Industrials

EMEM
8.8%
EMCS
1.2%

Consumer Cyclical

EMEM
4.6%
EMCS
7.5%

Communication Services

EMEM
4.2%
EMCS
7.5%

Basic Materials

EMEM
3.4%
EMCS
2.3%

Consumer Defensive

EMEM
2.1%
EMCS
0.0%

Energy

EMEM
2.1%
EMCS
1.1%

Healthcare

EMEM
1.7%
EMCS
0.0%

Real Estate

EMEM
1.6%
EMCS
1.8%

Utilities

EMEM
0.5%
EMCS
0.0%

Compare stocks, funds, or ETFs

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

Sophus Capital Emerging Market ETF

Xtrackers MSCI Emerging Markets Climate Selection ETF

Often compared with EMEM:
EMEM vs. EMSCEMEM vs. SPEMEMEM vs. VWOEMEM vs. EDIVEMEM vs. DEMEMEM vs. TJUNEMEM vs. EMXC
Often compared with EMCS:
EMCS vs. SNPDEMCS vs. TDECEMCS vs. BHYBEMCS vs. FEMEMCS vs. EDOGEMCS vs. VEXCEMCS vs. SCHE

Return for Risk

EMEM vs. EMCS — Risk / Return Rank

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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EMCS
EMCS Risk / Return Rank: 6666
Overall Rank
EMCS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
EMCS Sortino Ratio Rank: 5858
Sortino Ratio Rank
EMCS Omega Ratio Rank: 6565
Omega Ratio Rank
EMCS Calmar Ratio Rank: 7575
Calmar Ratio Rank
EMCS 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.

EMEM vs. EMCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sophus Capital Emerging Market ETF (EMEM) and Xtrackers MSCI Emerging Markets Climate Selection ETF (EMCS). 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.

EMEMEMCSDifference
Sharpe ratioReturn per unit of total volatility

—

1.45

—

Sortino ratioReturn per unit of downside risk

—

1.98

—

Omega ratioGain probability vs. loss probability

—

1.27

—

Calmar ratioReturn relative to maximum drawdown

—

2.70

—

Martin ratioReturn relative to average drawdown

—

8.35

—

EMEM vs. EMCS - Sharpe Ratio Comparison

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Drawdowns

EMEM vs. EMCS - Drawdown Comparison

The maximum EMEM drawdown since its inception was -11.28%, smaller than the maximum EMCS drawdown of -44.86%. Use the drawdown chart below to compare losses from any high point for EMEM and EMCS.

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Drawdown Indicators

EMEMEMCSDifference

Max Drawdown

Largest peak-to-trough decline

-11.28%

-44.86%

+33.58%

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

—

-39.62%

—

Current Drawdown

Current decline from peak

-10.73%

-11.52%

+0.79%

Average Drawdown

Average peak-to-trough decline

-4.82%

-16.42%

+11.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

4.63%

—

Volatility

EMEM vs. EMCS - Volatility Comparison

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Volatility by Period

EMEMEMCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

8.93%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

24.30%

—

Volatility (1Y)

Calculated over the trailing 1-year period

34.93%

26.74%

+8.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.93%

21.56%

+13.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.93%

22.15%

+12.78%

EMEM vs. EMCS - Expense Ratio Comparison

EMEM has a 0.65% expense ratio, which is higher than EMCS's 0.15% expense ratio.

Dividends

EMEM vs. EMCS - Dividend Comparison

EMEM has not paid dividends to shareholders, while EMCS's dividend yield for the trailing twelve months is around 1.55%.

PositionTTM2025202420232022202120202019
EMCS
Xtrackers MSCI Emerging Markets Climate Selection ETF		1.55%1.66%0.67%3.07%2.26%1.46%1.40%3.56%
EMEM
Sophus Capital Emerging Market ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.96, EMEM and EMCS 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, EMCS is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMCS is cheaper with a 0.15% expense ratio, compared with 0.65% for EMEM.

EMCS has the higher dividend yield at 1.55%, compared with 0.00% for EMEM.

They also come from different issuers: Sophus Capital and Xtrackers. Their fees differ too: 0.65% for EMEM and 0.15% for EMCS.

Portfolio Optimizer

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