PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
EMEM vs. SCHE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EMEM vs. SCHE

Last updated Jul 28, 2026
Documentation

EMEM (Sophus Capital Emerging Market ETF) and SCHE (Schwab Emerging Markets Equity ETF) are both Emerging Markets Equities funds. EMEM is actively managed, while SCHE is passively managed. Their correlation of 0.88 means they have usually moved in the same direction. EMEM charges 0.65%/yr vs 0.11%/yr for SCHE.

Performance

EMEM vs. SCHE - Performance Comparison

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

Loading charts...

Returns By Period

EMEM

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

SCHE

1D
0.73%
1M
0.34%
6M
2.89%
YTD
8.99%
1Y
18.15%
3Y*
14.46%
5Y*
5.98%
10Y*
7.76%
ALL TIME*
4.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

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

EMEM

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

SCHE

Schwab Emerging Markets Equity ETF
$110.65M$108.98M$111.99M

EMEM vs. SCHE - Yearly Performance Comparison

2026 (YTD)
EMEM
Sophus Capital Emerging Market ETF		-2.00%
SCHE
Schwab Emerging Markets Equity ETF		1.75%

Correlation

The correlation between EMEM and SCHE is 0.88, meaning they have usually moved in the same direction, including during past declines.

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

0.88

EMEM vs. SCHE - Sectors Allocation Comparison

Sectors
EMEM
SCHE

Technology

41.2%
33.8%

Financial Services

14.2%
21.1%

Industrials

8.8%
6.8%

Consumer Cyclical

4.6%
8.9%

Communication Services

4.2%
7.1%

Basic Materials

3.4%
7.0%

Consumer Defensive

2.1%
3.3%

Energy

2.1%
4.2%

Healthcare

1.7%
3.4%

Real Estate

1.6%
1.6%

Utilities

0.5%
2.8%

Technology

EMEM
41.2%
SCHE
33.8%

Financial Services

EMEM
14.2%
SCHE
21.1%

Industrials

EMEM
8.8%
SCHE
6.8%

Consumer Cyclical

EMEM
4.6%
SCHE
8.9%

Communication Services

EMEM
4.2%
SCHE
7.1%

Basic Materials

EMEM
3.4%
SCHE
7.0%

Consumer Defensive

EMEM
2.1%
SCHE
3.3%

Energy

EMEM
2.1%
SCHE
4.2%

Healthcare

EMEM
1.7%
SCHE
3.4%

Real Estate

EMEM
1.6%
SCHE
1.6%

Utilities

EMEM
0.5%
SCHE
2.8%

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

Schwab Emerging Markets Equity ETF

Often compared with EMEM:
EMEM vs. EMSCEMEM vs. SPEMEMEM vs. VWOEMEM vs. EDIVEMEM vs. DEMEMEM vs. TJUNEMEM vs. EMXC
Often compared with SCHE:
SCHE vs. SCHFSCHE vs. VWOSCHE vs. IEMGSCHE vs. FNDESCHE vs. SWISXSCHE vs. SFENXSCHE vs. EEM

Return for Risk

EMEM vs. SCHE — 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.

SCHE
SCHE Risk / Return Rank: 4343
Overall Rank
SCHE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SCHE Sortino Ratio Rank: 4040
Sortino Ratio Rank
SCHE Omega Ratio Rank: 4141
Omega Ratio Rank
SCHE Calmar Ratio Rank: 4545
Calmar Ratio Rank
SCHE Martin Ratio Rank: 4747
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. SCHE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sophus Capital Emerging Market ETF (EMEM) and Schwab Emerging Markets Equity ETF (SCHE). 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.

EMEMSCHEDifference
Sharpe ratioReturn per unit of total volatility

—

1.03

—

Sortino ratioReturn per unit of downside risk

—

1.49

—

Omega ratioGain probability vs. loss probability

—

1.19

—

Calmar ratioReturn relative to maximum drawdown

—

1.61

—

Martin ratioReturn relative to average drawdown

—

5.42

—

EMEM vs. SCHE - Sharpe Ratio Comparison

Loading charts...

Drawdowns

EMEM vs. SCHE - Drawdown Comparison

The maximum EMEM drawdown since its inception was -11.28%, smaller than the maximum SCHE drawdown of -36.20%. Use the drawdown chart below to compare losses from any high point for EMEM and SCHE.

Loading charts...

Drawdown Indicators

EMEMSCHEDifference

Max Drawdown

Largest peak-to-trough decline

-11.28%

-36.20%

+24.92%

Max Drawdown (1Y)

Largest decline over 1 year

—

-11.29%

—

Max Drawdown (3Y)

Largest decline over 3 years

—

-17.08%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-31.38%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.20%

—

Current Drawdown

Current decline from peak

-10.73%

-4.15%

-6.58%

Average Drawdown

Average peak-to-trough decline

-4.82%

-12.51%

+7.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

3.36%

—

Volatility

EMEM vs. SCHE - Volatility Comparison

Loading charts...

Volatility by Period

EMEMSCHEDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

5.10%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

15.37%

—

Volatility (1Y)

Calculated over the trailing 1-year period

34.93%

17.81%

+17.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.93%

17.87%

+17.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.93%

19.43%

+15.50%

EMEM vs. SCHE - Expense Ratio Comparison

EMEM has a 0.65% expense ratio, which is higher than SCHE's 0.11% expense ratio.

Dividends

EMEM vs. SCHE - Dividend Comparison

EMEM has not paid dividends to shareholders, while SCHE's dividend yield for the trailing twelve months is around 2.67%.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
SCHE
Schwab Emerging Markets Equity ETF		2.67%2.88%3.03%3.83%2.88%2.86%2.09%3.27%2.64%2.31%2.27%2.50%

Frequently Asked Questions

EMEM and SCHE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SCHE is cheaper at 0.11% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCHE is cheaper with a 0.11% expense ratio, compared with 0.65% for EMEM.

SCHE has the higher dividend yield at 2.67%, compared with 0.00% for EMEM.

They also come from different issuers: Sophus Capital and Charles Schwab. Their fees differ too: 0.65% for EMEM and 0.11% for SCHE.

Portfolio Optimizer

Find the right allocation for EMEM and SCHE

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

Open Portfolio Optimizer