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EMQQ vs. SCHE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EMQQ and SCHE is 0.82, 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.


-0.50.00.51.00.8

Performance

EMQQ vs. SCHE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Emerging Markets Internet & Ecommerce ETF (EMQQ) and Schwab Emerging Markets Equity ETF (SCHE). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
44.29%
43.86%
EMQQ
SCHE

Key characteristics

Sharpe Ratio

EMQQ:

0.81

SCHE:

1.06

Sortino Ratio

EMQQ:

1.29

SCHE:

1.57

Omega Ratio

EMQQ:

1.15

SCHE:

1.19

Calmar Ratio

EMQQ:

0.28

SCHE:

0.63

Martin Ratio

EMQQ:

2.81

SCHE:

4.26

Ulcer Index

EMQQ:

6.42%

SCHE:

3.77%

Daily Std Dev

EMQQ:

22.38%

SCHE:

15.18%

Max Drawdown

EMQQ:

-73.24%

SCHE:

-36.16%

Current Drawdown

EMQQ:

-55.18%

SCHE:

-12.06%

Returns By Period

In the year-to-date period, EMQQ achieves a 16.81% return, which is significantly higher than SCHE's 11.76% return. Over the past 10 years, EMQQ has outperformed SCHE with an annualized return of 4.99%, while SCHE has yielded a comparatively lower 4.12% annualized return.


EMQQ

YTD

16.81%

1M

-3.87%

6M

7.14%

1Y

14.84%

5Y*

0.63%

10Y*

4.99%

SCHE

YTD

11.76%

1M

-0.15%

6M

3.88%

1Y

13.78%

5Y*

2.74%

10Y*

4.12%

Compare stocks, funds, or ETFs

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


EMQQ vs. SCHE - Expense Ratio Comparison

EMQQ has a 0.86% expense ratio, which is higher than SCHE's 0.11% expense ratio.


EMQQ
Emerging Markets Internet & Ecommerce ETF
Expense ratio chart for EMQQ: current value at 0.86% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.86%
Expense ratio chart for SCHE: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%

Risk-Adjusted Performance

EMQQ vs. SCHE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Emerging Markets Internet & Ecommerce ETF (EMQQ) and Schwab Emerging Markets Equity ETF (SCHE). 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 EMQQ, currently valued at 0.81, compared to the broader market0.002.004.000.811.06
The chart of Sortino ratio for EMQQ, currently valued at 1.29, compared to the broader market-2.000.002.004.006.008.0010.001.291.57
The chart of Omega ratio for EMQQ, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.19
The chart of Calmar ratio for EMQQ, currently valued at 0.28, compared to the broader market0.005.0010.0015.000.280.63
The chart of Martin ratio for EMQQ, currently valued at 2.81, compared to the broader market0.0020.0040.0060.0080.00100.002.814.26
EMQQ
SCHE

The current EMQQ Sharpe Ratio is 0.81, which is comparable to the SCHE Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of EMQQ and SCHE, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.81
1.06
EMQQ
SCHE

Dividends

EMQQ vs. SCHE - Dividend Comparison

EMQQ's dividend yield for the trailing twelve months is around 0.68%, less than SCHE's 3.00% yield.


TTM20232022202120202019201820172016201520142013
EMQQ
Emerging Markets Internet & Ecommerce ETF
0.68%0.80%0.00%0.00%0.18%1.29%0.00%0.94%0.75%0.08%0.00%0.00%
SCHE
Schwab Emerging Markets Equity ETF
3.00%3.83%2.87%2.86%2.09%3.27%2.69%2.31%2.26%2.50%2.86%2.56%

Drawdowns

EMQQ vs. SCHE - Drawdown Comparison

The maximum EMQQ drawdown since its inception was -73.24%, which is greater than SCHE's maximum drawdown of -36.16%. Use the drawdown chart below to compare losses from any high point for EMQQ and SCHE. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-55.18%
-12.06%
EMQQ
SCHE

Volatility

EMQQ vs. SCHE - Volatility Comparison

Emerging Markets Internet & Ecommerce ETF (EMQQ) has a higher volatility of 6.06% compared to Schwab Emerging Markets Equity ETF (SCHE) at 4.30%. This indicates that EMQQ's price experiences larger fluctuations and is considered to be riskier than SCHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.06%
4.30%
EMQQ
SCHE
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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.

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