PortfoliosLab logoPortfoliosLab logo
PXH vs. KEMQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PXH vs. KEMQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco FTSE RAFI Emerging Markets ETF (PXH) and KraneShares Emerging Markets Consumer Technology Index ETF (KEMQ). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PXH vs. KEMQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PXH
Invesco FTSE RAFI Emerging Markets ETF
4.17%31.44%12.09%13.93%-15.18%8.31%-1.91%16.77%-8.68%2.58%
KEMQ
KraneShares Emerging Markets Consumer Technology Index ETF
-8.37%56.28%13.81%0.77%-38.09%-27.31%39.26%28.26%-25.52%1.88%

Returns By Period

In the year-to-date period, PXH achieves a 4.17% return, which is significantly higher than KEMQ's -8.37% return.


PXH

1D
-0.45%
1M
-4.62%
YTD
4.17%
6M
6.83%
1Y
27.92%
3Y*
18.55%
5Y*
8.55%
10Y*
9.67%

KEMQ

1D
-0.25%
1M
-9.19%
YTD
-8.37%
6M
-11.06%
1Y
26.81%
3Y*
16.47%
5Y*
-6.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PXH vs. KEMQ - Expense Ratio Comparison

PXH has a 0.50% expense ratio, which is lower than KEMQ's 0.60% expense ratio.


Return for Risk

PXH vs. KEMQ — Risk / Return Rank

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

PXH
PXH Risk / Return Rank: 7878
Overall Rank
PXH Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
PXH Sortino Ratio Rank: 7979
Sortino Ratio Rank
PXH Omega Ratio Rank: 7878
Omega Ratio Rank
PXH Calmar Ratio Rank: 7474
Calmar Ratio Rank
PXH Martin Ratio Rank: 7979
Martin Ratio Rank

KEMQ
KEMQ Risk / Return Rank: 4848
Overall Rank
KEMQ Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
KEMQ Sortino Ratio Rank: 5555
Sortino Ratio Rank
KEMQ Omega Ratio Rank: 4848
Omega Ratio Rank
KEMQ Calmar Ratio Rank: 4646
Calmar Ratio Rank
KEMQ Martin Ratio Rank: 4141
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.

PXH vs. KEMQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI Emerging Markets ETF (PXH) and KraneShares Emerging Markets Consumer Technology Index ETF (KEMQ). 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.


PXHKEMQDifference

Sharpe ratio

Return per unit of total volatility

1.51

0.99

+0.52

Sortino ratio

Return per unit of downside risk

2.11

1.49

+0.62

Omega ratio

Gain probability vs. loss probability

1.31

1.19

+0.12

Calmar ratio

Return relative to maximum drawdown

2.05

1.27

+0.78

Martin ratio

Return relative to average drawdown

9.10

4.14

+4.95

PXH vs. KEMQ - Sharpe Ratio Comparison

The current PXH Sharpe Ratio is 1.51, which is higher than the KEMQ Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of PXH and KEMQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PXHKEMQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

0.99

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

-0.19

+0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.00

+0.12

Correlation

The correlation between PXH and KEMQ is 0.79, 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

PXH vs. KEMQ - Dividend Comparison

PXH's dividend yield for the trailing twelve months is around 3.78%, less than KEMQ's 5.75% yield.


TTM20252024202320222021202020192018201720162015
PXH
Invesco FTSE RAFI Emerging Markets ETF
3.78%4.02%4.43%4.84%5.33%4.69%2.79%3.28%3.30%2.74%1.97%3.44%
KEMQ
KraneShares Emerging Markets Consumer Technology Index ETF
5.75%5.27%0.73%0.29%0.00%0.28%2.28%1.76%0.00%0.00%0.00%0.00%

Drawdowns

PXH vs. KEMQ - Drawdown Comparison

The maximum PXH drawdown since its inception was -63.63%, smaller than the maximum KEMQ drawdown of -70.72%. Use the drawdown chart below to compare losses from any high point for PXH and KEMQ.


Loading graphics...

Drawdown Indicators


PXHKEMQDifference

Max Drawdown

Largest peak-to-trough decline

-63.63%

-70.72%

+7.09%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

-21.94%

+8.26%

Max Drawdown (5Y)

Largest decline over 5 years

-29.59%

-66.39%

+36.80%

Max Drawdown (10Y)

Largest decline over 10 years

-40.42%

Current Drawdown

Current decline from peak

-6.97%

-38.46%

+31.49%

Average Drawdown

Average peak-to-trough decline

-17.00%

-35.75%

+18.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

6.73%

-3.62%

Volatility

PXH vs. KEMQ - Volatility Comparison

The current volatility for Invesco FTSE RAFI Emerging Markets ETF (PXH) is 6.89%, while KraneShares Emerging Markets Consumer Technology Index ETF (KEMQ) has a volatility of 10.25%. This indicates that PXH experiences smaller price fluctuations and is considered to be less risky than KEMQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PXHKEMQDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.89%

10.25%

-3.36%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

19.65%

-7.60%

Volatility (1Y)

Calculated over the trailing 1-year period

18.53%

27.20%

-8.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.71%

31.61%

-13.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.20%

29.54%

-9.34%