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EMEM vs. EMXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMEM vs. EMXC - Performance Comparison

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

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Returns By Period


EMEM

1D
-3.34%
1M
1.75%
6M
YTD
1Y
3Y*
5Y*
10Y*

EMXC

1D
-3.38%
1M
3.70%
6M
27.75%
YTD
33.98%
1Y
57.25%
3Y*
26.31%
5Y*
12.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMEM vs. EMXC - Yearly Performance Comparison


Correlation

The correlation between EMEM and EMXC is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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Return for Risk

EMEM vs. EMXC — 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.


EMXC
EMXC Risk / Return Rank: 8282
Overall Rank
EMXC Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EMXC Sortino Ratio Rank: 7373
Sortino Ratio Rank
EMXC Omega Ratio Rank: 8383
Omega Ratio Rank
EMXC Calmar Ratio Rank: 8686
Calmar Ratio Rank
EMXC Martin Ratio Rank: 8585
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. EMXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sophus Capital Emerging Market ETF (EMEM) and iShares MSCI Emerging Markets ex China ETF (EMXC). 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.


EMEMEMXCDifference
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

3.99

Martin ratioReturn relative to average drawdown

14.52

EMEM vs. EMXC - Sharpe Ratio Comparison


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Drawdowns

EMEM vs. EMXC - Drawdown Comparison

The maximum EMEM drawdown since its inception was -8.12%, smaller than the maximum EMXC drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for EMEM and EMXC.


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Drawdown Indicators


EMEMEMXCDifference

Max Drawdown

Largest peak-to-trough decline

-8.12%

-42.81%

+34.69%

Max Drawdown (1Y)

Largest decline over 1 year

-14.41%

Max Drawdown (3Y)

Largest decline over 3 years

-19.12%

Max Drawdown (5Y)

Largest decline over 5 years

-28.91%

Current Drawdown

Current decline from peak

-6.79%

-9.10%

+2.31%

Average Drawdown

Average peak-to-trough decline

-3.06%

-10.14%

+7.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

Volatility

EMEM vs. EMXC - Volatility Comparison


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Volatility by Period


EMEMEMXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.36%

Volatility (6M)

Calculated over the trailing 6-month period

24.36%

Volatility (1Y)

Calculated over the trailing 1-year period

38.40%

26.09%

+12.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.40%

18.64%

+19.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.40%

20.34%

+18.06%

EMEM vs. EMXC - Expense Ratio Comparison

EMEM has a 0.65% expense ratio, which is higher than EMXC's 0.49% expense ratio.


Dividends

EMEM vs. EMXC - Dividend Comparison

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


PositionTTM202520242023202220212020201920182017
EMEM
Sophus Capital Emerging Market ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EMXC
iShares MSCI Emerging Markets ex China ETF
1.99%2.82%2.69%1.83%2.85%1.78%1.45%3.25%2.63%0.99%

Frequently Asked Questions


With a correlation of 0.96, EMEM and EMXC 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, EMXC is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMXC is cheaper with a 0.49% expense ratio, compared with 0.65% for EMEM.

EMXC has the higher dividend yield at 1.99%, compared with 0.00% for EMEM.

They also come from different issuers: Sophus Capital and iShares. Their fees differ too: 0.65% for EMEM and 0.49% for EMXC.

Portfolio Optimizer

Find the right allocation for EMEM and EMXC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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