EMSC vs. EEMO
EMSC (Sophus Capital Emerging Market Small Cap ETF) and EEMO (Invesco S&P Emerging Markets Momentum ETF) are both exchange-traded funds - EMSC is a Emerging Markets Equities fund actively managed by Sophus Capital, while EEMO is a Momentum fund tracking the S&P Momentum Emerging Plus LargeMidCap Index. EMSC is actively managed, while EEMO is passively managed. Their correlation of 0.81 means they have usually moved in the same direction. EMSC charges 0.85%/yr vs 0.31%/yr for EEMO.
Performance
EMSC vs. EEMO - Performance Comparison
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Returns By Period
EMSC
- 1D
- 0.46%
- 1M
- -5.04%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
EEMO
- 1D
- -0.39%
- 1M
- -14.93%
- 6M
- 11.13%
- YTD
- 17.27%
- 1Y
- 20.22%
- 3Y*
- 14.26%
- 5Y*
- 4.85%
- 10Y*
- 6.67%
- ALL TIME*
- 1.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $258.40K | $467.38K | $491.08K | |
| $589.48K | $425.09K | $1.71M |
EMSC vs. EEMO - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
EMSC Sophus Capital Emerging Market Small Cap ETF | -3.72% |
EEMO Invesco S&P Emerging Markets Momentum ETF | -5.76% |
Correlation
The correlation between EMSC and EEMO is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 21, 2026 | 0.81 |
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Return for Risk
EMSC vs. EEMO — Risk / Return Rank
EMSC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EEMO
EMSC vs. EEMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sophus Capital Emerging Market Small Cap ETF (EMSC) and Invesco S&P Emerging Markets Momentum ETF (EEMO). 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.
| EMSC | EEMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.15 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.97 | — |
| Martin ratioReturn relative to average drawdown | — | 3.38 | — |
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Drawdowns
EMSC vs. EEMO - Drawdown Comparison
The maximum EMSC drawdown since its inception was -10.93%, smaller than the maximum EEMO drawdown of -48.47%. Use the drawdown chart below to compare losses from any high point for EMSC and EEMO.
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Drawdown Indicators
| EMSC | EEMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.93% | -48.47% | +37.54% |
Max Drawdown (1Y)Largest decline over 1 year | — | -20.98% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.06% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.57% | — |
Current DrawdownCurrent decline from peak | -10.52% | -20.66% | +10.14% |
Average DrawdownAverage peak-to-trough decline | -4.85% | -20.07% | +15.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 6.00% | — |
Volatility
EMSC vs. EEMO - Volatility Comparison
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Volatility by Period
| EMSC | EEMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 15.22% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 32.77% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 30.50% | 34.05% | -3.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.50% | 21.83% | +8.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.50% | 22.85% | +7.65% |
EMSC vs. EEMO - Expense Ratio Comparison
EMSC has a 0.85% expense ratio, which is higher than EEMO's 0.31% expense ratio.
Dividends
EMSC vs. EEMO - Dividend Comparison
EMSC has not paid dividends to shareholders, while EEMO's dividend yield for the trailing twelve months is around 1.94%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEMO Invesco S&P Emerging Markets Momentum ETF | 1.94% | 2.31% | 2.57% | 3.65% | 3.82% | 1.51% | 1.53% | 2.13% | 13.10% | 5.13% | 1.55% | 2.92% |
EMSC Sophus Capital Emerging Market Small Cap ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EMSC and EEMO have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EEMO is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EEMO is cheaper with a 0.31% expense ratio, compared with 0.85% for EMSC.
EEMO has the higher dividend yield at 1.94%, compared with 0.00% for EMSC.
EMSC is categorized as Emerging Markets Equities, while EEMO is Momentum. They also come from different issuers: Sophus Capital and Invesco. Their fees differ too: 0.85% for EMSC and 0.31% for EEMO.
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