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EMKT vs. IXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMKT vs. IXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard Emerging Markets Opportunities ETF (EMKT) and iShares Global Energy ETF (IXC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMKT achieves a 25.98% return, which is significantly higher than IXC's 19.75% return.


EMKT

1D
0.48%
1M
3.85%
YTD
25.98%
6M
26.41%
1Y
3Y*
5Y*
10Y*

IXC

1D
-2.08%
1M
-10.58%
YTD
19.75%
6M
20.79%
1Y
30.95%
3Y*
15.57%
5Y*
17.21%
10Y*
9.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMKT vs. IXC - Yearly Performance Comparison


2026 (YTD)2025
EMKT
Lazard Emerging Markets Opportunities ETF
25.98%-1.26%
IXC
iShares Global Energy ETF
19.75%2.84%

Correlation

The correlation between EMKT and IXC is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 27, 2025

-0.15

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Return for Risk

EMKT vs. IXC — Risk / Return Rank

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

EMKT

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


IXC
IXC Risk / Return Rank: 5050
Overall Rank
IXC Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 4848
Sortino Ratio Rank
IXC Omega Ratio Rank: 4747
Omega Ratio Rank
IXC Calmar Ratio Rank: 5151
Calmar Ratio Rank
IXC Martin Ratio Rank: 5151
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.

EMKT vs. IXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Emerging Markets Opportunities ETF (EMKT) and iShares Global Energy ETF (IXC). 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.


EMKTIXCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

2.25

Martin ratioReturn relative to average drawdown

7.97

EMKT vs. IXC - Sharpe Ratio Comparison


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Drawdowns

EMKT vs. IXC - Drawdown Comparison

The maximum EMKT drawdown since its inception was -14.21%, smaller than the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for EMKT and IXC.


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Drawdown Indicators


EMKTIXCDifference

Max Drawdown

Largest peak-to-trough decline

-14.21%

-67.88%

+53.67%

Max Drawdown (1Y)

Largest decline over 1 year

-13.81%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

Max Drawdown (5Y)

Largest decline over 5 years

-24.93%

Max Drawdown (10Y)

Largest decline over 10 years

-64.16%

Current Drawdown

Current decline from peak

-5.18%

-13.81%

+8.63%

Average Drawdown

Average peak-to-trough decline

-3.11%

-17.46%

+14.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

Volatility

EMKT vs. IXC - Volatility Comparison


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Volatility by Period


EMKTIXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

Volatility (6M)

Calculated over the trailing 6-month period

15.92%

Volatility (1Y)

Calculated over the trailing 1-year period

24.64%

19.14%

+5.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.64%

23.50%

+1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.64%

26.83%

-2.19%

EMKT vs. IXC - Expense Ratio Comparison

EMKT has a 0.74% expense ratio, which is higher than IXC's 0.40% expense ratio.


Dividends

EMKT vs. IXC - Dividend Comparison

EMKT's dividend yield for the trailing twelve months is around 0.44%, less than IXC's 3.17% yield.


PositionTTM20252024202320222021202020192018201720162015
EMKT
Lazard Emerging Markets Opportunities ETF
0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IXC
iShares Global Energy ETF
3.17%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%

Frequently Asked Questions


EMKT and IXC have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IXC is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IXC is cheaper with a 0.40% expense ratio, compared with 0.74% for EMKT.

IXC has the higher dividend yield at 3.17%, compared with 0.44% for EMKT.

EMKT is categorized as Emerging Markets Diversified, while IXC is Energy Equities. They also come from different issuers: Lazard and iShares. Their fees differ too: 0.74% for EMKT and 0.40% for IXC.

Portfolio Optimizer

Find the right allocation for EMKT and IXC

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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