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EMXC vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMXC vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Emerging Markets ex China ETF (EMXC) and United States Gasoline Fund LP (UGA). 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 37.89% return, which is significantly lower than UGA's 64.09% return.


EMXC

1D
-6.44%
1M
4.83%
YTD
37.89%
6M
39.80%
1Y
67.97%
3Y*
27.65%
5Y*
12.43%
10Y*

UGA

1D
-1.12%
1M
-12.11%
YTD
64.09%
6M
60.42%
1Y
59.74%
3Y*
18.95%
5Y*
22.69%
10Y*
14.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMXC vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMXC
iShares MSCI Emerging Markets ex China ETF
37.89%35.14%2.68%18.96%-19.56%8.54%12.76%15.80%-12.96%7.16%
UGA
United States Gasoline Fund LP
64.09%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%23.98%

Correlation

The correlation between EMXC and UGA is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.22

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

-0.03

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2017

0.19

The correlation between EMXC and UGA shifts across timeframes, from -0.22 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EMXC vs. UGA — Risk / Return Rank

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

EMXC
EMXC Risk / Return Rank: 8585
Overall Rank
EMXC Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EMXC Sortino Ratio Rank: 7777
Sortino Ratio Rank
EMXC Omega Ratio Rank: 8686
Omega Ratio Rank
EMXC Calmar Ratio Rank: 8787
Calmar Ratio Rank
EMXC Martin Ratio Rank: 8787
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 5555
Overall Rank
UGA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 4848
Sortino Ratio Rank
UGA Omega Ratio Rank: 4949
Omega Ratio Rank
UGA Calmar Ratio Rank: 6767
Calmar Ratio Rank
UGA Martin Ratio Rank: 5656
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. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets ex China ETF (EMXC) and United States Gasoline Fund LP (UGA). 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.


EMXCUGADifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+0.98

Omega ratioGain probability vs. loss probability

1.50

1.30

+0.20

Calmar ratioReturn relative to maximum drawdown

4.74

3.17

+1.57

Martin ratioReturn relative to average drawdown

18.14

9.39

+8.74

EMXC vs. UGA - Sharpe Ratio Comparison

The current EMXC Sharpe Ratio is 2.70, which is higher than the UGA Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of EMXC and UGA, 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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Drawdowns

EMXC vs. UGA - Drawdown Comparison

The maximum EMXC drawdown since its inception was -42.81%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for EMXC and UGA.


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Drawdown Indicators


EMXCUGADifference

Max Drawdown

Largest peak-to-trough decline

-42.81%

-86.59%

+43.78%

Max Drawdown (1Y)

Largest decline over 1 year

-14.41%

-18.96%

+4.55%

Max Drawdown (3Y)

Largest decline over 3 years

-19.12%

-26.68%

+7.56%

Max Drawdown (5Y)

Largest decline over 5 years

-28.91%

-38.11%

+9.20%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-6.44%

-18.05%

+11.61%

Average Drawdown

Average peak-to-trough decline

-10.15%

-36.69%

+26.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

6.43%

-2.67%

Volatility

EMXC vs. UGA - Volatility Comparison

iShares MSCI Emerging Markets ex China ETF (EMXC) has a higher volatility of 14.74% compared to United States Gasoline Fund LP (UGA) at 9.24%. This indicates that EMXC's price experiences larger fluctuations and is considered to be riskier than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMXCUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

14.74%

9.24%

+5.50%

Volatility (6M)

Calculated over the trailing 6-month period

23.44%

30.57%

-7.13%

Volatility (1Y)

Calculated over the trailing 1-year period

25.27%

35.22%

-9.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.40%

34.45%

-16.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.25%

37.22%

-16.97%

EMXC vs. UGA - Expense Ratio Comparison

EMXC has a 0.49% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

EMXC vs. UGA - Dividend Comparison

EMXC's dividend yield for the trailing twelve months is around 1.93%, while UGA has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
EMXC
iShares MSCI Emerging Markets ex China ETF
1.93%2.82%2.69%1.83%2.85%1.78%1.45%3.25%2.63%0.99%
UGA
United States Gasoline Fund LP
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 UGA have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMXC has higher volatility (14.74%) compared to UGA (9.24%). In terms of maximum drawdown, EMXC dropped -42.81% vs UGA's -86.59%.

On 5-year performance, UGA leads with 22.69% vs 12.43% for EMXC. On fees, EMXC is cheaper at 0.49% per year. On volatility, UGA has been the lower-risk option at 9.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UGA has performed better with a 22.69% return vs 12.43%. 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 0.75% for UGA.

EMXC has the higher dividend yield at 1.93%, compared with 0.00% for UGA.

EMXC is categorized as Emerging Markets Equities, while UGA is Oil & Gas. EMXC tracks MSCI Emerging Markets ex China Index, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: iShares and Concierge Technologies. Their fees differ too: 0.49% for EMXC and 0.75% for UGA.

EMXC currently has the higher Sharpe Ratio (2.70 vs 1.73), 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.

Portfolio Optimizer

Find the right allocation for EMXC and UGA

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