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EMXC vs. TDEC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMXC vs. TDEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Emerging Markets ex China ETF (EMXC) and FT Vest Emerging Markets Buffer ETF - December (TDEC). 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 41.72% return, which is significantly higher than TDEC's 9.14% return.


EMXC

1D
-1.00%
1M
12.61%
YTD
41.72%
6M
46.94%
1Y
77.94%
3Y*
29.08%
5Y*
12.76%
10Y*

TDEC

1D
-0.33%
1M
1.54%
YTD
9.14%
6M
11.08%
1Y
24.15%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMXC vs. TDEC - Yearly Performance Comparison


2026 (YTD)20252024
EMXC
iShares MSCI Emerging Markets ex China ETF
41.72%35.14%-1.51%
TDEC
FT Vest Emerging Markets Buffer ETF - December
9.14%21.39%-0.70%

Correlation

The correlation between EMXC and TDEC is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

Correlation (All Time)
Calculated using the full available price history since Dec 24, 2024

0.87

The correlation between EMXC and TDEC has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.

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Return for Risk

EMXC vs. TDEC — Risk / Return Rank

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

EMXC
EMXC Risk / Return Rank: 9191
Overall Rank
EMXC Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EMXC Sortino Ratio Rank: 9191
Sortino Ratio Rank
EMXC Omega Ratio Rank: 9292
Omega Ratio Rank
EMXC Calmar Ratio Rank: 8989
Calmar Ratio Rank
EMXC Martin Ratio Rank: 9191
Martin Ratio Rank

TDEC
TDEC Risk / Return Rank: 7474
Overall Rank
TDEC Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
TDEC Sortino Ratio Rank: 7575
Sortino Ratio Rank
TDEC Omega Ratio Rank: 8787
Omega Ratio Rank
TDEC Calmar Ratio Rank: 6161
Calmar Ratio Rank
TDEC Martin Ratio Rank: 7171
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. TDEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets ex China ETF (EMXC) and FT Vest Emerging Markets Buffer ETF - December (TDEC). 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.


EMXCTDECDifference
Sharpe ratioReturn per unit of total volatility

+1.21

Sortino ratioReturn per unit of downside risk

+1.05

Omega ratioGain probability vs. loss probability

1.64

1.54

+0.10

Calmar ratioReturn relative to maximum drawdown

5.44

2.97

+2.46

Martin ratioReturn relative to average drawdown

21.99

13.07

+8.92

EMXC vs. TDEC - Sharpe Ratio Comparison

The current EMXC Sharpe Ratio is 3.61, which is higher than the TDEC Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of EMXC and TDEC, 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


EMXCTDECDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.61

2.41

+1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

1.81

-1.26

Drawdowns

EMXC vs. TDEC - Drawdown Comparison

The maximum EMXC drawdown since its inception was -42.81%, which is greater than TDEC's maximum drawdown of -10.30%. Use the drawdown chart below to compare losses from any high point for EMXC and TDEC.


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Drawdown Indicators


EMXCTDECDifference

Max Drawdown

Largest peak-to-trough decline

-42.81%

-10.30%

-32.51%

Max Drawdown (1Y)

Largest decline over 1 year

-14.41%

-8.16%

-6.25%

Max Drawdown (3Y)

Largest decline over 3 years

-19.12%

Max Drawdown (5Y)

Largest decline over 5 years

-28.91%

Current Drawdown

Current decline from peak

-1.00%

-0.33%

-0.67%

Average Drawdown

Average peak-to-trough decline

-10.19%

-1.04%

-9.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

1.85%

+1.71%

Volatility

EMXC vs. TDEC - Volatility Comparison

iShares MSCI Emerging Markets ex China ETF (EMXC) has a higher volatility of 9.88% compared to FT Vest Emerging Markets Buffer ETF - December (TDEC) at 2.81%. This indicates that EMXC's price experiences larger fluctuations and is considered to be riskier than TDEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMXCTDECDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.88%

2.81%

+7.07%

Volatility (6M)

Calculated over the trailing 6-month period

19.34%

9.02%

+10.32%

Volatility (1Y)

Calculated over the trailing 1-year period

21.70%

10.09%

+11.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

11.75%

+5.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.82%

11.75%

+8.07%

EMXC vs. TDEC - Expense Ratio Comparison

EMXC has a 0.49% expense ratio, which is lower than TDEC's 0.95% expense ratio.


Dividends

EMXC vs. TDEC - Dividend Comparison

EMXC's dividend yield for the trailing twelve months is around 1.99%, while TDEC has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
EMXC
iShares MSCI Emerging Markets ex China ETF
1.99%2.82%2.69%1.83%2.85%1.78%1.45%3.25%2.63%0.99%
TDEC
FT Vest Emerging Markets Buffer ETF - December
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 TDEC have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMXC has higher volatility (9.88%) compared to TDEC (2.81%). In terms of maximum drawdown, EMXC dropped -42.81% vs TDEC's -10.30%.

On 1-year performance, EMXC leads with 77.94% vs 24.15% for TDEC. On fees, EMXC is cheaper at 0.49% per year. On volatility, TDEC has been the lower-risk option at 2.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EMXC has performed better with a 77.94% return vs 24.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMXC is cheaper with a 0.49% expense ratio, compared with 0.95% for TDEC.

EMXC has the higher dividend yield at 1.99%, compared with 0.00% for TDEC.

EMXC is categorized as Emerging Markets Equities, while TDEC is Defined Outcome. EMXC tracks MSCI Emerging Markets ex China Index, while TDEC tracks MSCI Emerging Markets. They also come from different issuers: iShares and FT Vest. Their fees differ too: 0.49% for EMXC and 0.95% for TDEC.

EMXC currently has the higher Sharpe Ratio (3.61 vs 2.41), 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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