RAYC vs. EMXC

In the year-to-date period, RAYC achieves a 3.17% return, which is significantly lower than EMXC's 6.65% return.

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RAYC has a 0.80% expense ratio, which is higher than EMXC's 0.49% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Rayliant Quantamental China Equity ETF (RAYC) and iShares MSCI Emerging Markets ex China ETF (EMXC). 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.

The current RAYC Sharpe Ratio is 0.15, which is lower than the EMXC Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of RAYC and EMXC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

RAYC has not paid dividends to shareholders, while EMXC's dividend yield for the trailing twelve months is around 2.52%.

The maximum RAYC drawdown since its inception was -57.65%, which is greater than EMXC's maximum drawdown of -42.80%. Use the drawdown chart below to compare losses from any high point for RAYC and EMXC. For additional features, visit the drawdowns tool.

The current volatility for Rayliant Quantamental China Equity ETF (RAYC) is 4.45%, while iShares MSCI Emerging Markets ex China ETF (EMXC) has a volatility of 4.90%. This indicates that RAYC experiences smaller price fluctuations and is considered to be less risky than EMXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.