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EMOP vs. AGEM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMOP vs. AGEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Emerging Markets Opportunities ETF (EMOP) and abrdn Emerging Markets Dividend Active ETF (AGEM). The values are adjusted to include any dividend payments, if applicable.

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EMOP vs. AGEM - Yearly Performance Comparison


Returns By Period

In the year-to-date period, EMOP achieves a 9.93% return, which is significantly higher than AGEM's 6.96% return.


EMOP

1D
2.13%
1M
-5.57%
YTD
9.93%
6M
14.42%
1Y
3Y*
5Y*
10Y*

AGEM

1D
0.80%
1M
-7.38%
YTD
6.96%
6M
10.34%
1Y
43.55%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMOP vs. AGEM - Expense Ratio Comparison

Both EMOP and AGEM have an expense ratio of 0.70%.


Return for Risk

EMOP vs. AGEM — Risk / Return Rank

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

EMOP

AGEM
AGEM Risk / Return Rank: 9090
Overall Rank
AGEM Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
AGEM Sortino Ratio Rank: 9191
Sortino Ratio Rank
AGEM Omega Ratio Rank: 9191
Omega Ratio Rank
AGEM Calmar Ratio Rank: 8888
Calmar Ratio Rank
AGEM Martin Ratio Rank: 8888
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.

EMOP vs. AGEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Emerging Markets Opportunities ETF (EMOP) and abrdn Emerging Markets Dividend Active ETF (AGEM). 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.


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

EMOP vs. AGEM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EMOPAGEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

Sharpe Ratio (All Time)

Calculated using the full available price history

2.06

1.69

+0.37

Correlation

The correlation between EMOP and AGEM is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EMOP vs. AGEM - Dividend Comparison

EMOP's dividend yield for the trailing twelve months is around 0.61%, less than AGEM's 2.10% yield.


Drawdowns

EMOP vs. AGEM - Drawdown Comparison

The maximum EMOP drawdown since its inception was -12.88%, smaller than the maximum AGEM drawdown of -15.58%. Use the drawdown chart below to compare losses from any high point for EMOP and AGEM.


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Drawdown Indicators


EMOPAGEMDifference

Max Drawdown

Largest peak-to-trough decline

-12.88%

-15.58%

+2.70%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

Current Drawdown

Current decline from peak

-7.79%

-10.25%

+2.46%

Average Drawdown

Average peak-to-trough decline

-1.92%

-2.18%

+0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

Volatility

EMOP vs. AGEM - Volatility Comparison


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Volatility by Period


EMOPAGEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.66%

Volatility (6M)

Calculated over the trailing 6-month period

15.04%

Volatility (1Y)

Calculated over the trailing 1-year period

18.23%

20.74%

-2.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.23%

20.34%

-2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

20.34%

-2.11%