PortfoliosLab logoPortfoliosLab logo
EMM vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMM vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Emerging Markets ex-China ETF (EMM) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EMM achieves a 29.69% return, which is significantly lower than GSG's 32.61% return.


EMM

1D
0.59%
1M
1.81%
YTD
29.69%
6M
35.77%
1Y
55.69%
3Y*
20.70%
5Y*
10Y*

GSG

1D
-1.23%
1M
-9.95%
YTD
32.61%
6M
33.30%
1Y
32.73%
3Y*
16.62%
5Y*
13.86%
10Y*
6.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMM vs. GSG - Yearly Performance Comparison


2026 (YTD)202520242023
EMM
Global X Emerging Markets ex-China ETF
29.69%30.21%2.34%2.99%
GSG
iShares S&P GSCI Commodity-Indexed Trust
32.61%5.93%8.52%5.41%

Correlation

The correlation between EMM and GSG is -0.20, 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 (1Y)
Calculated over the trailing 1-year period

-0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (All Time)
Calculated using the full available price history since May 15, 2023

0.08

The correlation between EMM and GSG shifts across timeframes, from -0.20 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

EMM vs. GSG — Risk / Return Rank

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

EMM
EMM Risk / Return Rank: 8080
Overall Rank
EMM Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
EMM Sortino Ratio Rank: 7676
Sortino Ratio Rank
EMM Omega Ratio Rank: 8181
Omega Ratio Rank
EMM Calmar Ratio Rank: 7979
Calmar Ratio Rank
EMM Martin Ratio Rank: 8383
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 5757
Overall Rank
GSG Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 4949
Sortino Ratio Rank
GSG Omega Ratio Rank: 5353
Omega Ratio Rank
GSG Calmar Ratio Rank: 6969
Calmar Ratio Rank
GSG Martin Ratio Rank: 6060
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.

EMM vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets ex-China ETF (EMM) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.


EMMGSGDifference
Sharpe ratioReturn per unit of total volatility

+0.70

Sortino ratioReturn per unit of downside risk

+0.80

Omega ratioGain probability vs. loss probability

1.42

1.29

+0.13

Calmar ratioReturn relative to maximum drawdown

3.63

3.05

+0.58

Martin ratioReturn relative to average drawdown

14.64

9.32

+5.31

EMM vs. GSG - Sharpe Ratio Comparison

The current EMM Sharpe Ratio is 2.28, which is higher than the GSG Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of EMM and GSG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

EMM vs. GSG - Drawdown Comparison

The maximum EMM drawdown since its inception was -21.99%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for EMM and GSG.


Loading charts...

Drawdown Indicators


EMMGSGDifference

Max Drawdown

Largest peak-to-trough decline

-21.99%

-89.62%

+67.63%

Max Drawdown (1Y)

Largest decline over 1 year

-14.75%

-12.05%

-2.70%

Max Drawdown (3Y)

Largest decline over 3 years

-21.99%

-14.94%

-7.05%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

-3.59%

-59.96%

+56.37%

Average Drawdown

Average peak-to-trough decline

-4.69%

-63.69%

+59.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

3.94%

-0.28%

Volatility

EMM vs. GSG - Volatility Comparison

Global X Emerging Markets ex-China ETF (EMM) has a higher volatility of 11.73% compared to iShares S&P GSCI Commodity-Indexed Trust (GSG) at 6.25%. This indicates that EMM's price experiences larger fluctuations and is considered to be riskier than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EMMGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.73%

6.25%

+5.48%

Volatility (6M)

Calculated over the trailing 6-month period

21.36%

20.77%

+0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

23.47%

23.25%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.43%

22.66%

-3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.43%

22.04%

-2.61%

EMM vs. GSG - Expense Ratio Comparison

Both EMM and GSG have an expense ratio of 0.75%.


Dividends

EMM vs. GSG - Dividend Comparison

EMM's dividend yield for the trailing twelve months is around 0.69%, while GSG has not paid dividends to shareholders.


PositionTTM202520242023
EMM
Global X Emerging Markets ex-China ETF
0.69%0.90%0.80%0.66%
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%0.00%

Frequently Asked Questions


EMM and GSG have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMM has higher volatility (11.73%) compared to GSG (6.25%). In terms of maximum drawdown, EMM dropped -21.99% vs GSG's -89.62%.

On 3-year performance, EMM leads with 20.70% vs 16.62% for GSG. Both ETFs have the same 0.75% expense ratio. On volatility, GSG has been the lower-risk option at 6.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, EMM has performed better with a 20.70% return vs 16.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMM and GSG have the same expense ratio: 0.75% per year.

EMM has the higher dividend yield at 0.69%, compared with 0.00% for GSG.

EMM is categorized as Emerging Markets Diversified, while GSG is Commodities. They also come from different issuers: Global X and iShares.

EMM currently has the higher Sharpe Ratio (2.28 vs 1.58), 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.

Portfolio Optimizer

Find the right allocation for EMM and GSG

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