EMM vs. SGLD.TO
Compare and contrast key facts about Global X Emerging Markets ex-China ETF (EMM) and Sabre Gold Mines Corp. (SGLD.TO).
EMM is an actively managed fund by Global X. It was launched on Sep 24, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMM or SGLD.TO.
Key characteristics
| EMM | SGLD.TO | |
|---|---|---|
| YTD Return | 5.82% | 57.14% |
| 1Y Return | 13.88% | 83.33% |
| Sharpe Ratio | 0.84 | 0.68 |
| Sortino Ratio | 1.22 | 2.04 |
| Omega Ratio | 1.16 | 1.31 |
| Calmar Ratio | 1.11 | 0.83 |
| Martin Ratio | 3.59 | 2.80 |
| Ulcer Index | 3.77% | 29.77% |
| Daily Std Dev | 16.05% | 123.07% |
| Max Drawdown | -13.61% | -99.93% |
| Current Drawdown | -7.07% | -99.80% |
Correlation
The correlation between EMM and SGLD.TO is 0.29, 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.
Performance
EMM vs. SGLD.TO - Performance Comparison
In the year-to-date period, EMM achieves a 5.82% return, which is significantly lower than SGLD.TO's 57.14% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EMM vs. SGLD.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets ex-China ETF (EMM) and Sabre Gold Mines Corp. (SGLD.TO). 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.
Dividends
EMM vs. SGLD.TO - Dividend Comparison
EMM's dividend yield for the trailing twelve months is around 0.93%, while SGLD.TO has not paid dividends to shareholders.
| TTM | 2023 | |
|---|---|---|
EMM Global X Emerging Markets ex-China ETF | 0.93% | 0.66% |
SGLD.TO Sabre Gold Mines Corp. | 0.00% | 0.00% |
Drawdowns
EMM vs. SGLD.TO - Drawdown Comparison
The maximum EMM drawdown since its inception was -13.61%, smaller than the maximum SGLD.TO drawdown of -99.93%. Use the drawdown chart below to compare losses from any high point for EMM and SGLD.TO. For additional features, visit the drawdowns tool.
Volatility
EMM vs. SGLD.TO - Volatility Comparison
The current volatility for Global X Emerging Markets ex-China ETF (EMM) is 3.05%, while Sabre Gold Mines Corp. (SGLD.TO) has a volatility of 64.38%. This indicates that EMM experiences smaller price fluctuations and is considered to be less risky than SGLD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.