GEME vs. EMOP
GEME (Pacific North of South Global Emerging Markets Equity Active ETF) and EMOP (AB Emerging Markets Opportunities ETF) are both Emerging Markets Equities funds. Both are actively managed. Their correlation of 0.89 suggests significant overlap in exposure. GEME charges 0.75%/yr vs 0.70%/yr for EMOP.
Performance
GEME vs. EMOP - Performance Comparison
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Returns By Period
In the year-to-date period, GEME achieves a 38.52% return, which is significantly higher than EMOP's 32.56% return.
GEME
- 1D
- -1.23%
- 1M
- 10.91%
- YTD
- 38.52%
- 6M
- 44.89%
- 1Y
- 82.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EMOP
- 1D
- -0.72%
- 1M
- 8.86%
- YTD
- 32.56%
- 6M
- 34.94%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GEME vs. EMOP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GEME Pacific North of South Global Emerging Markets Equity Active ETF | 38.52% | 27.87% |
EMOP AB Emerging Markets Opportunities ETF | 32.56% | 16.69% |
Correlation
The correlation between GEME and EMOP is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 20, 2025 | 0.89 |
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Return for Risk
GEME vs. EMOP — Risk / Return Rank
GEME
EMOP
GEME vs. EMOP - 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 AB Emerging Markets Opportunities ETF (EMOP). 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.
| GEME | EMOP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.68 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 6.15 | — | — |
| Martin ratioReturn relative to average drawdown | 24.06 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GEME | EMOP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.90 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.66 | 2.93 | -0.28 |
Drawdowns
GEME vs. EMOP - Drawdown Comparison
The maximum GEME drawdown since its inception was -16.86%, which is greater than EMOP's maximum drawdown of -12.88%. Use the drawdown chart below to compare losses from any high point for GEME and EMOP.
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Drawdown Indicators
| GEME | EMOP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.86% | -12.88% | -3.98% |
Max Drawdown (1Y)Largest decline over 1 year | -13.46% | — | — |
Current DrawdownCurrent decline from peak | -1.23% | -0.72% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -2.30% | -1.90% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | — | — |
Volatility
GEME vs. EMOP - Volatility Comparison
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Volatility by Period
| GEME | EMOP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.56% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 17.91% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 21.23% | 19.85% | +1.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.95% | 19.85% | +3.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.95% | 19.85% | +3.10% |
GEME vs. EMOP - Expense Ratio Comparison
GEME has a 0.75% expense ratio, which is higher than EMOP's 0.70% expense ratio.
Dividends
GEME vs. EMOP - Dividend Comparison
GEME's dividend yield for the trailing twelve months is around 5.06%, more than EMOP's 0.82% yield.
| Position | TTM | 2025 |
|---|---|---|
EMOP AB Emerging Markets Opportunities ETF | 0.82% | 0.27% |
GEME Pacific North of South Global Emerging Markets Equity Active ETF | 5.06% | 7.01% |
Frequently Asked Questions
GEME and EMOP have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EMOP is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EMOP is cheaper with a 0.70% expense ratio, compared with 0.75% for GEME.
GEME has the higher dividend yield at 5.06%, compared with 0.82% for EMOP.
They also come from different issuers: Pacific AM and AllianceBernstein. Their fees differ too: 0.75% for GEME and 0.70% for EMOP.
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