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GEME vs. EMDV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GEME vs. EMDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific North of South Global Emerging Markets Equity Active ETF (GEME) and ProShares MSCI Emerging Markets Dividend Growers ETF (EMDV). The values are adjusted to include any dividend payments, if applicable.

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GEME vs. EMDV - Yearly Performance Comparison


Returns By Period

In the year-to-date period, GEME achieves a 8.97% return, which is significantly higher than EMDV's -1.51% return.


GEME

1D
0.70%
1M
-8.35%
YTD
8.97%
6M
16.69%
1Y
44.13%
3Y*
5Y*
10Y*

EMDV

1D
0.42%
1M
-1.99%
YTD
-1.51%
6M
2.47%
1Y
8.67%
3Y*
1.57%
5Y*
-2.81%
10Y*
2.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GEME vs. EMDV - Expense Ratio Comparison

GEME has a 0.75% expense ratio, which is higher than EMDV's 0.60% expense ratio.


Return for Risk

GEME vs. EMDV — Risk / Return Rank

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

GEME
GEME Risk / Return Rank: 8888
Overall Rank
GEME Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GEME Sortino Ratio Rank: 8787
Sortino Ratio Rank
GEME Omega Ratio Rank: 8989
Omega Ratio Rank
GEME Calmar Ratio Rank: 8888
Calmar Ratio Rank
GEME Martin Ratio Rank: 8989
Martin Ratio Rank

EMDV
EMDV Risk / Return Rank: 3737
Overall Rank
EMDV Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
EMDV Sortino Ratio Rank: 3535
Sortino Ratio Rank
EMDV Omega Ratio Rank: 3434
Omega Ratio Rank
EMDV Calmar Ratio Rank: 4242
Calmar Ratio Rank
EMDV Martin Ratio Rank: 3939
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.

GEME vs. EMDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific North of South Global Emerging Markets Equity Active ETF (GEME) and ProShares MSCI Emerging Markets Dividend Growers ETF (EMDV). 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.


GEMEEMDVDifference

Sharpe ratio

Return per unit of total volatility

1.96

0.73

+1.23

Sortino ratio

Return per unit of downside risk

2.52

1.07

+1.45

Omega ratio

Gain probability vs. loss probability

1.39

1.15

+0.24

Calmar ratio

Return relative to maximum drawdown

3.20

1.19

+2.00

Martin ratio

Return relative to average drawdown

12.41

3.94

+8.47

GEME vs. EMDV - Sharpe Ratio Comparison

The current GEME Sharpe Ratio is 1.96, which is higher than the EMDV Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of GEME and EMDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GEMEEMDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

0.73

+1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.83

0.20

+1.62

Correlation

The correlation between GEME and EMDV is 0.71, 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.


Dividends

GEME vs. EMDV - Dividend Comparison

GEME's dividend yield for the trailing twelve months is around 6.43%, more than EMDV's 2.47% yield.


TTM2025202420232022202120202019201820172016
GEME
Pacific North of South Global Emerging Markets Equity Active ETF
6.43%7.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EMDV
ProShares MSCI Emerging Markets Dividend Growers ETF
2.47%2.46%2.79%1.88%3.68%2.12%3.12%2.38%1.27%2.09%2.87%

Drawdowns

GEME vs. EMDV - Drawdown Comparison

The maximum GEME drawdown since its inception was -16.86%, smaller than the maximum EMDV drawdown of -39.20%. Use the drawdown chart below to compare losses from any high point for GEME and EMDV.


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Drawdown Indicators


GEMEEMDVDifference

Max Drawdown

Largest peak-to-trough decline

-16.86%

-39.20%

+22.34%

Max Drawdown (1Y)

Largest decline over 1 year

-14.00%

-7.48%

-6.52%

Max Drawdown (5Y)

Largest decline over 5 years

-34.97%

Max Drawdown (10Y)

Largest decline over 10 years

-39.20%

Current Drawdown

Current decline from peak

-10.06%

-17.05%

+6.99%

Average Drawdown

Average peak-to-trough decline

-2.29%

-13.53%

+11.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

2.26%

+1.40%

Volatility

GEME vs. EMDV - Volatility Comparison

Pacific North of South Global Emerging Markets Equity Active ETF (GEME) has a higher volatility of 9.13% compared to ProShares MSCI Emerging Markets Dividend Growers ETF (EMDV) at 4.86%. This indicates that GEME's price experiences larger fluctuations and is considered to be riskier than EMDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GEMEEMDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.13%

4.86%

+4.27%

Volatility (6M)

Calculated over the trailing 6-month period

16.23%

8.30%

+7.93%

Volatility (1Y)

Calculated over the trailing 1-year period

22.68%

11.95%

+10.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.29%

15.40%

+6.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.29%

18.28%

+4.01%