EMM vs. GSLC
Compare and contrast key facts about Global X Emerging Markets ex-China ETF (EMM) and Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF (GSLC).
EMM and GSLC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMM is an actively managed fund by Global X. It was launched on Sep 24, 2010. GSLC is a passively managed fund by Goldman Sachs that tracks the performance of the Goldman Sachs ActiveBeta U.S. Large Cap Equity Index. It was launched on Sep 17, 2015.
Performance
EMM vs. GSLC - Performance Comparison
Loading graphics...
EMM vs. GSLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EMM Global X Emerging Markets ex-China ETF | 3.30% | 30.21% | 2.34% | 3.40% |
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | -5.21% | 16.17% | 24.21% | 15.99% |
Returns By Period
In the year-to-date period, EMM achieves a 3.30% return, which is significantly higher than GSLC's -5.21% return.
EMM
- 1D
- 3.94%
- 1M
- -10.86%
- YTD
- 3.30%
- 6M
- 13.04%
- 1Y
- 41.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GSLC
- 1D
- 2.88%
- 1M
- -5.13%
- YTD
- -5.21%
- 6M
- -3.45%
- 1Y
- 14.87%
- 3Y*
- 16.91%
- 5Y*
- 10.77%
- 10Y*
- 13.15%
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. GSLC - Expense Ratio Comparison
EMM has a 0.75% expense ratio, which is higher than GSLC's 0.09% expense ratio.
Return for Risk
EMM vs. GSLC — Risk / Return Rank
EMM
GSLC
EMM vs. GSLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets ex-China ETF (EMM) and Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF (GSLC). 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.
| EMM | GSLC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.11 | 0.82 | +1.29 |
Sortino ratioReturn per unit of downside risk | 2.73 | 1.29 | +1.44 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.19 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.74 | 1.27 | +1.46 |
Martin ratioReturn relative to average drawdown | 12.09 | 5.79 | +6.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EMM | GSLC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 0.82 | +1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.65 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.74 | 0.00 |
Correlation
The correlation between EMM and GSLC is 0.67, 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.
Dividends
EMM vs. GSLC - Dividend Comparison
EMM's dividend yield for the trailing twelve months is around 0.87%, less than GSLC's 1.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMM Global X Emerging Markets ex-China ETF | 0.87% | 0.90% | 0.80% | 0.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | 1.06% | 1.00% | 1.11% | 1.38% | 1.61% | 1.06% | 1.35% | 1.54% | 1.89% | 1.69% | 1.69% | 0.36% |
Drawdowns
EMM vs. GSLC - Drawdown Comparison
The maximum EMM drawdown since its inception was -21.99%, smaller than the maximum GSLC drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for EMM and GSLC.
Loading graphics...
Drawdown Indicators
| EMM | GSLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.99% | -33.69% | +11.70% |
Max Drawdown (1Y)Largest decline over 1 year | -14.75% | -12.27% | -2.48% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.90% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.69% | — |
Current DrawdownCurrent decline from peak | -11.39% | -6.89% | -4.50% |
Average DrawdownAverage peak-to-trough decline | -4.82% | -4.45% | -0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.69% | +0.65% |
Volatility
EMM vs. GSLC - Volatility Comparison
Global X Emerging Markets ex-China ETF (EMM) has a higher volatility of 11.02% compared to Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF (GSLC) at 5.29%. This indicates that EMM's price experiences larger fluctuations and is considered to be riskier than GSLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EMM | GSLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.02% | 5.29% | +5.73% |
Volatility (6M)Calculated over the trailing 6-month period | 15.75% | 9.35% | +6.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.63% | 18.16% | +1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.69% | 16.64% | +1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.69% | 17.67% | +0.02% |