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EMFM vs. XLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EMFM and XLV is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

EMFM vs. XLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI Next Emerging & Frontier ETF (EMFM) and Health Care Select Sector SPDR Fund (XLV). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
465.98%
131.74%
EMFM
XLV

Key characteristics

Returns By Period


EMFM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

XLV

YTD

2.33%

1M

-4.19%

6M

-5.28%

1Y

3.36%

5Y*

7.76%

10Y*

8.97%

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EMFM vs. XLV - Expense Ratio Comparison

EMFM has a 0.70% expense ratio, which is higher than XLV's 0.12% expense ratio.


EMFM
Global X MSCI Next Emerging & Frontier ETF
Expense ratio chart for EMFM: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for XLV: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

EMFM vs. XLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Next Emerging & Frontier ETF (EMFM) and Health Care Select Sector SPDR Fund (XLV). 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.


Sharpe ratio
The chart of Sharpe ratio for EMFM, currently valued at 0.34, compared to the broader market0.002.004.000.340.47
The chart of Sortino ratio for EMFM, currently valued at 0.49, compared to the broader market-2.000.002.004.006.008.0010.000.490.71
The chart of Omega ratio for EMFM, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.09
The chart of Calmar ratio for EMFM, currently valued at 0.01, compared to the broader market0.005.0010.0015.000.010.40
The chart of Martin ratio for EMFM, currently valued at 0.59, compared to the broader market0.0020.0040.0060.0080.00100.000.591.38
EMFM
XLV


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.34
0.47
EMFM
XLV

Dividends

EMFM vs. XLV - Dividend Comparison

EMFM has not paid dividends to shareholders, while XLV's dividend yield for the trailing twelve months is around 1.21%.


TTM20232022202120202019201820172016201520142013
EMFM
Global X MSCI Next Emerging & Frontier ETF
101.60%2.95%0.63%2.17%2.61%2.85%3.29%1.72%10.97%0.00%0.00%0.00%
XLV
Health Care Select Sector SPDR Fund
1.21%1.59%1.47%1.33%1.49%2.17%1.58%1.47%1.60%1.43%1.35%1.52%

Drawdowns

EMFM vs. XLV - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-78.34%
-11.91%
EMFM
XLV

Volatility

EMFM vs. XLV - Volatility Comparison

The current volatility for Global X MSCI Next Emerging & Frontier ETF (EMFM) is 0.00%, while Health Care Select Sector SPDR Fund (XLV) has a volatility of 3.45%. This indicates that EMFM experiences smaller price fluctuations and is considered to be less risky than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember0
3.45%
EMFM
XLV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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