REMG vs. RGLO

Last updated Jun 3, 2026

REMG (Russell Investments Emerging Markets Equity ETF) and RGLO (Russell Investments Global Equity ETF) are both exchange-traded funds - REMG is a Emerging Markets Diversified fund actively managed by Russell, while RGLO is a Global Equities fund actively managed by Russell. Both are actively managed. Over the past year, REMG returned 61.56% vs 29.87% for RGLO. A 0.76 correlation means they provide meaningful diversification when combined. REMG charges 0.64%/yr vs 0.49%/yr for RGLO.

Performance

REMG vs. RGLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments Emerging Markets Equity ETF (REMG) and Russell Investments Global Equity ETF (RGLO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, REMG achieves a 31.09% return, which is significantly higher than RGLO's 10.92% return.

REMG

• 1D: 0.64%
• 1M: 11.45%
• YTD: 31.09%
• 6M: 34.21%
• 1Y: 61.56%
• 3Y*: —
• 5Y*: —
• 10Y*: —

RGLO

• 1D: -0.31%
• 1M: 4.51%
• YTD: 10.92%
• 6M: 12.88%
• 1Y: 29.87%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

REMG vs. RGLO - Yearly Performance Comparison

	2026 (YTD)	2025
REMG Russell Investments Emerging Markets Equity ETF	31.09%	24.09%
RGLO Russell Investments Global Equity ETF	10.92%	17.37%

Correlation

The correlation between REMG and RGLO is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (All Time) Calculated using the full available price history since Jun 2, 2025	0.76

The correlation between REMG and RGLO has been stable across timeframes, ranging from 0.76 to 0.76 - a consistent structural relationship.

Return for Risk

REMG vs. RGLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Emerging Markets Equity ETF (REMG) and Russell Investments Global Equity ETF (RGLO). 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.

	REMG	RGLO	Difference
Sharpe ratio Return per unit of total volatility	3.00	2.37	+0.64
Sortino ratio Return per unit of downside risk	3.84	3.26	+0.58
Omega ratio Gain probability vs. loss probability	1.54	1.43	+0.11
Calmar ratio Return relative to maximum drawdown	—	—	—
Martin ratio Return relative to average drawdown	—	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

REMG vs. RGLO - Sharpe Ratio Comparison

The current REMG Sharpe Ratio is 3.00, which is comparable to the RGLO Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of REMG and RGLO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	REMG	RGLO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.00	2.37	+0.64
Sharpe Ratio (All Time) Calculated using the full available price history	3.05	2.38	+0.66

Drawdowns

REMG vs. RGLO - Drawdown Comparison

The maximum REMG drawdown since its inception was -14.13%, which is greater than RGLO's maximum drawdown of -9.61%. Use the drawdown chart below to compare losses from any high point for REMG and RGLO.

Drawdown Indicators

	REMG	RGLO	Difference
Max Drawdown Largest peak-to-trough decline	-14.13%	-9.61%	-4.52%
Max Drawdown (1Y) Largest decline over 1 year	-14.13%	-9.61%	-4.52%
Current Drawdown Current decline from peak	0.00%	-0.31%	+0.31%
Average Drawdown Average peak-to-trough decline	-1.94%	-1.16%	-0.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.48%	2.13%	+1.35%

Volatility

REMG vs. RGLO - Volatility Comparison

Russell Investments Emerging Markets Equity ETF (REMG) has a higher volatility of 8.72% compared to Russell Investments Global Equity ETF (RGLO) at 3.66%. This indicates that REMG's price experiences larger fluctuations and is considered to be riskier than RGLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	REMG	RGLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.72%	3.66%	+5.06%
Volatility (6M) Calculated over the trailing 6-month period	17.86%	9.87%	+7.99%
Volatility (1Y) Calculated over the trailing 1-year period	20.61%	12.69%	+7.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.61%	12.69%	+7.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.61%	12.69%	+7.92%

REMG vs. RGLO - Expense Ratio Comparison

REMG has a 0.64% expense ratio, which is higher than RGLO's 0.49% expense ratio.

Dividends

REMG vs. RGLO - Dividend Comparison

REMG's dividend yield for the trailing twelve months is around 1.05%, more than RGLO's 0.57% yield.

Position	TTM	2025
REMG Russell Investments Emerging Markets Equity ETF	1.05%	1.37%
RGLO Russell Investments Global Equity ETF	0.57%	0.63%

Frequently Asked Questions

Can I hold both REMG and RGLO in my portfolio?

REMG and RGLO have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, REMG or RGLO?

REMG has higher volatility (8.72%) compared to RGLO (3.66%). In terms of maximum drawdown, REMG dropped -14.13% vs RGLO's -9.61%.

Which ETF is better, REMG or RGLO?

On 1-year performance, REMG leads with 61.56% vs 29.87% for RGLO. On fees, RGLO is cheaper at 0.49% per year. On volatility, RGLO has been the lower-risk option at 3.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, REMG or RGLO?

Over the 1-year period, REMG has performed better with a 61.56% return vs 29.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, REMG or RGLO?

RGLO is cheaper with a 0.49% expense ratio, compared with 0.64% for REMG.

Which ETF pays a higher dividend yield, REMG or RGLO?

REMG has the higher dividend yield at 1.05%, compared with 0.57% for RGLO.

What is the main difference between REMG and RGLO?

REMG is categorized as Emerging Markets Diversified, while RGLO is Global Equities. Their fees differ too: 0.64% for REMG and 0.49% for RGLO.

Which has better risk-adjusted returns?

REMG currently has the higher Sharpe Ratio (3.00 vs 2.37), 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.