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EMXC vs. SPOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMXC vs. SPOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Emerging Markets ex China ETF (EMXC) and Spotify Technology S.A. (SPOT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMXC achieves a 32.33% return, which is significantly higher than SPOT's -13.36% return.


EMXC

1D
2.43%
1M
-1.88%
YTD
32.33%
6M
36.39%
1Y
62.72%
3Y*
25.41%
5Y*
11.46%
10Y*

SPOT

1D
1.24%
1M
20.42%
YTD
-13.36%
6M
-12.09%
1Y
-29.36%
3Y*
49.53%
5Y*
16.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMXC vs. SPOT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EMXC
iShares MSCI Emerging Markets ex China ETF
32.33%35.14%2.68%18.96%-19.56%8.54%12.76%15.80%-14.02%
SPOT
Spotify Technology S.A.
-13.36%29.80%138.08%138.01%-66.27%-25.62%110.40%31.76%-23.83%

Correlation

The correlation between EMXC and SPOT is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2018

0.33

Over the past year, the correlation between EMXC and SPOT has dropped to 0.09 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

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Return for Risk

EMXC vs. SPOT — Risk / Return Rank

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

EMXC
EMXC Risk / Return Rank: 8686
Overall Rank
EMXC Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EMXC Sortino Ratio Rank: 8282
Sortino Ratio Rank
EMXC Omega Ratio Rank: 8888
Omega Ratio Rank
EMXC Calmar Ratio Rank: 8686
Calmar Ratio Rank
EMXC Martin Ratio Rank: 8888
Martin Ratio Rank

SPOT
SPOT Risk / Return Rank: 1616
Overall Rank
SPOT Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SPOT Sortino Ratio Rank: 1515
Sortino Ratio Rank
SPOT Omega Ratio Rank: 1616
Omega Ratio Rank
SPOT Calmar Ratio Rank: 1919
Calmar Ratio Rank
SPOT Martin Ratio Rank: 1919
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.

EMXC vs. SPOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets ex China ETF (EMXC) and Spotify Technology S.A. (SPOT). 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.


EMXCSPOTDifference
Sharpe ratioReturn per unit of total volatility

+3.37

Sortino ratioReturn per unit of downside risk

+4.03

Omega ratioGain probability vs. loss probability

1.50

0.90

+0.59

Calmar ratioReturn relative to maximum drawdown

4.37

-0.63

+5.00

Martin ratioReturn relative to average drawdown

17.27

-1.10

+18.37

EMXC vs. SPOT - Sharpe Ratio Comparison

The current EMXC Sharpe Ratio is 2.71, which is higher than the SPOT Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of EMXC and SPOT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EMXCSPOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.71

-0.65

+3.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.34

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.34

+0.16

Drawdowns

EMXC vs. SPOT - Drawdown Comparison

The maximum EMXC drawdown since its inception was -42.81%, smaller than the maximum SPOT drawdown of -80.51%. Use the drawdown chart below to compare losses from any high point for EMXC and SPOT.


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Drawdown Indicators


EMXCSPOTDifference

Max Drawdown

Largest peak-to-trough decline

-42.81%

-80.51%

+37.70%

Max Drawdown (1Y)

Largest decline over 1 year

-14.41%

-46.80%

+32.39%

Max Drawdown (3Y)

Largest decline over 3 years

-19.12%

-46.80%

+27.68%

Max Drawdown (5Y)

Largest decline over 5 years

-28.91%

-76.39%

+47.48%

Current Drawdown

Current decline from peak

-7.55%

-35.16%

+27.61%

Average Drawdown

Average peak-to-trough decline

-10.19%

-30.81%

+20.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

26.76%

-23.12%

Volatility

EMXC vs. SPOT - Volatility Comparison

The current volatility for iShares MSCI Emerging Markets ex China ETF (EMXC) is 12.57%, while Spotify Technology S.A. (SPOT) has a volatility of 15.97%. This indicates that EMXC experiences smaller price fluctuations and is considered to be less risky than SPOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMXCSPOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.57%

15.97%

-3.40%

Volatility (6M)

Calculated over the trailing 6-month period

21.20%

37.40%

-16.20%

Volatility (1Y)

Calculated over the trailing 1-year period

23.27%

45.30%

-22.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.82%

47.60%

-29.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.99%

47.26%

-27.27%

Dividends

EMXC vs. SPOT - Dividend Comparison

EMXC's dividend yield for the trailing twelve months is around 2.13%, while SPOT has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
EMXC
iShares MSCI Emerging Markets ex China ETF
2.13%2.82%2.69%1.83%2.85%1.78%1.45%3.25%2.63%0.99%
SPOT
Spotify Technology S.A.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EMXC and SPOT have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPOT has higher volatility (15.97%) compared to EMXC (12.57%). In terms of maximum drawdown, EMXC dropped -42.81% vs SPOT's -80.51%.

EMXC currently has the higher Sharpe Ratio (2.71 vs -0.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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