PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EMM vs. ASEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EMM and ASEA is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

EMM vs. ASEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Emerging Markets ex-China ETF (EMM) and Global X FTSE Southeast Asia ETF (ASEA). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-5.75%
0.57%
EMM
ASEA

Key characteristics

Sharpe Ratio

EMM:

0.15

ASEA:

0.90

Sortino Ratio

EMM:

0.30

ASEA:

1.30

Omega Ratio

EMM:

1.04

ASEA:

1.17

Calmar Ratio

EMM:

0.19

ASEA:

1.14

Martin Ratio

EMM:

0.42

ASEA:

2.54

Ulcer Index

EMM:

5.63%

ASEA:

5.19%

Daily Std Dev

EMM:

16.15%

ASEA:

14.59%

Max Drawdown

EMM:

-13.61%

ASEA:

-44.14%

Current Drawdown

EMM:

-9.31%

ASEA:

-8.88%

Returns By Period

In the year-to-date period, EMM achieves a 0.91% return, which is significantly lower than ASEA's 1.22% return.


EMM

YTD

0.91%

1M

-0.17%

6M

-6.10%

1Y

1.94%

5Y*

N/A

10Y*

N/A

ASEA

YTD

1.22%

1M

1.00%

6M

0.86%

1Y

11.36%

5Y*

4.99%

10Y*

3.31%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EMM vs. ASEA - Expense Ratio Comparison

EMM has a 0.75% expense ratio, which is higher than ASEA's 0.65% expense ratio.


EMM
Global X Emerging Markets ex-China ETF
Expense ratio chart for EMM: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for ASEA: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Risk-Adjusted Performance

EMM vs. ASEA — Risk-Adjusted Performance Rank

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

EMM
The Risk-Adjusted Performance Rank of EMM is 99
Overall Rank
The Sharpe Ratio Rank of EMM is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of EMM is 88
Sortino Ratio Rank
The Omega Ratio Rank of EMM is 88
Omega Ratio Rank
The Calmar Ratio Rank of EMM is 1212
Calmar Ratio Rank
The Martin Ratio Rank of EMM is 99
Martin Ratio Rank

ASEA
The Risk-Adjusted Performance Rank of ASEA is 3131
Overall Rank
The Sharpe Ratio Rank of ASEA is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of ASEA is 2929
Sortino Ratio Rank
The Omega Ratio Rank of ASEA is 3030
Omega Ratio Rank
The Calmar Ratio Rank of ASEA is 4242
Calmar Ratio Rank
The Martin Ratio Rank of ASEA is 2525
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EMM vs. ASEA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets ex-China ETF (EMM) and Global X FTSE Southeast Asia ETF (ASEA). 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 EMM, currently valued at 0.15, compared to the broader market0.002.004.000.150.90
The chart of Sortino ratio for EMM, currently valued at 0.30, compared to the broader market0.005.0010.000.301.30
The chart of Omega ratio for EMM, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.17
The chart of Calmar ratio for EMM, currently valued at 0.19, compared to the broader market0.005.0010.0015.0020.000.191.14
The chart of Martin ratio for EMM, currently valued at 0.42, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.422.54
EMM
ASEA

The current EMM Sharpe Ratio is 0.15, which is lower than the ASEA Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of EMM and ASEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.15
0.90
EMM
ASEA

Dividends

EMM vs. ASEA - Dividend Comparison

EMM's dividend yield for the trailing twelve months is around 0.80%, less than ASEA's 3.56% yield.


TTM20242023202220212020201920182017201620152014
EMM
Global X Emerging Markets ex-China ETF
0.80%0.80%0.66%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ASEA
Global X FTSE Southeast Asia ETF
3.56%3.61%3.76%2.23%4.18%2.27%2.51%3.08%1.59%2.78%3.64%2.65%

Drawdowns

EMM vs. ASEA - Drawdown Comparison

The maximum EMM drawdown since its inception was -13.61%, smaller than the maximum ASEA drawdown of -44.14%. Use the drawdown chart below to compare losses from any high point for EMM and ASEA. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.31%
-8.88%
EMM
ASEA

Volatility

EMM vs. ASEA - Volatility Comparison

Global X Emerging Markets ex-China ETF (EMM) has a higher volatility of 4.37% compared to Global X FTSE Southeast Asia ETF (ASEA) at 3.35%. This indicates that EMM's price experiences larger fluctuations and is considered to be riskier than ASEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
4.37%
3.35%
EMM
ASEA
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab