EMEQ vs. ITRN
EMEQ (Nomura Focused Emerging Markets Equity ETF) is Emerging Markets Diversified fund actively managed by Nomura, while ITRN (Ituran Location and Control Ltd.) is a stock. Over the past year, EMEQ returned 127.62% vs 51.72% for ITRN. At a 0.40 correlation, their price movements are largely independent.
Performance
EMEQ vs. ITRN - Performance Comparison
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Returns By Period
In the year-to-date period, EMEQ achieves a 70.04% return, which is significantly higher than ITRN's 35.25% return.
EMEQ
- 1D
- 0.10%
- 1M
- 0.76%
- 6M
- 58.06%
- YTD
- 70.04%
- 1Y
- 127.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ITRN
- 1D
- -0.50%
- 1M
- -14.61%
- 6M
- 33.88%
- YTD
- 35.25%
- 1Y
- 51.72%
- 3Y*
- 41.37%
- 5Y*
- 21.07%
- 10Y*
- 13.25%
EMEQ vs. ITRN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EMEQ Nomura Focused Emerging Markets Equity ETF | 70.04% | 69.78% | -0.73% |
ITRN Ituran Location and Control Ltd. | 35.25% | 45.63% | 15.42% |
Correlation
The correlation between EMEQ and ITRN is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2024 | 0.40 |
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Return for Risk
EMEQ vs. ITRN — Risk / Return Rank
EMEQ
ITRN
EMEQ vs. ITRN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nomura Focused Emerging Markets Equity ETF (EMEQ) and Ituran Location and Control Ltd. (ITRN). 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.
| EMEQ | ITRN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.78 | ||
| Sortino ratioReturn per unit of downside risk | +1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.27 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 6.98 | 2.14 | +4.84 |
| Martin ratioReturn relative to average drawdown | 23.27 | 6.04 | +17.24 |
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Drawdowns
EMEQ vs. ITRN - Drawdown Comparison
The maximum EMEQ drawdown since its inception was -19.99%, smaller than the maximum ITRN drawdown of -68.39%. Use the drawdown chart below to compare losses from any high point for EMEQ and ITRN.
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Drawdown Indicators
| EMEQ | ITRN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.99% | -68.39% | +48.40% |
Max Drawdown (1Y)Largest decline over 1 year | -17.91% | -22.99% | +5.08% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.82% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -30.03% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -68.39% | — |
Current DrawdownCurrent decline from peak | -12.48% | -14.96% | +2.48% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -19.45% | +15.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.36% | 8.16% | -2.80% |
Volatility
EMEQ vs. ITRN - Volatility Comparison
Nomura Focused Emerging Markets Equity ETF (EMEQ) has a higher volatility of 18.22% compared to Ituran Location and Control Ltd. (ITRN) at 11.17%. This indicates that EMEQ's price experiences larger fluctuations and is considered to be riskier than ITRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMEQ | ITRN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.22% | 11.17% | +7.05% |
Volatility (6M)Calculated over the trailing 6-month period | 35.48% | 24.12% | +11.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.20% | 32.94% | +5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.24% | 30.60% | +2.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.24% | 33.65% | -0.41% |
Dividends
EMEQ vs. ITRN - Dividend Comparison
EMEQ's dividend yield for the trailing twelve months is around 1.62%, less than ITRN's 5.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMEQ Nomura Focused Emerging Markets Equity ETF | 1.62% | 2.76% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITRN Ituran Location and Control Ltd. | 5.36% | 4.65% | 5.01% | 2.50% | 2.65% | 3.37% | 1.26% | 3.78% | 2.96% | 3.27% | 3.25% | 4.12% |
Frequently Asked Questions
EMEQ and ITRN have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMEQ has higher volatility (18.22%) compared to ITRN (11.17%). In terms of maximum drawdown, EMEQ dropped -19.99% vs ITRN's -68.39%.
EMEQ currently has the higher Sharpe Ratio (3.27 vs 1.50), 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.
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