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XCEM vs. EMXC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

XCEM vs. EMXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia EM Core ex-China ETF (XCEM) and iShares MSCI Emerging Markets ex China ETF (EMXC). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-0.22%
-0.01%
XCEM
EMXC

Returns By Period

In the year-to-date period, XCEM achieves a 2.84% return, which is significantly lower than EMXC's 5.17% return.


XCEM

YTD

2.84%

1M

-4.01%

6M

-0.22%

1Y

9.91%

5Y (annualized)

4.79%

10Y (annualized)

N/A

EMXC

YTD

5.17%

1M

-4.31%

6M

-0.01%

1Y

12.41%

5Y (annualized)

5.47%

10Y (annualized)

N/A

Key characteristics


XCEMEMXC
Sharpe Ratio0.680.87
Sortino Ratio1.001.25
Omega Ratio1.131.16
Calmar Ratio0.810.88
Martin Ratio3.023.77
Ulcer Index3.19%3.22%
Daily Std Dev14.17%14.04%
Max Drawdown-40.92%-42.80%
Current Drawdown-7.87%-8.27%

Compare stocks, funds, or ETFs

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XCEM vs. EMXC - Expense Ratio Comparison

XCEM has a 0.16% expense ratio, which is lower than EMXC's 0.49% expense ratio.


EMXC
iShares MSCI Emerging Markets ex China ETF
Expense ratio chart for EMXC: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for XCEM: current value at 0.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.16%

Correlation

-0.50.00.51.00.9

The correlation between XCEM and EMXC is 0.87, 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.

Risk-Adjusted Performance

XCEM vs. EMXC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia EM Core ex-China ETF (XCEM) 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.


Sharpe ratio
The chart of Sharpe ratio for XCEM, currently valued at 0.68, compared to the broader market0.002.004.000.680.87
The chart of Sortino ratio for XCEM, currently valued at 1.00, compared to the broader market-2.000.002.004.006.008.0010.0012.001.001.25
The chart of Omega ratio for XCEM, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.16
The chart of Calmar ratio for XCEM, currently valued at 0.81, compared to the broader market0.005.0010.0015.000.810.88
The chart of Martin ratio for XCEM, currently valued at 3.02, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.023.77
XCEM
EMXC

The current XCEM Sharpe Ratio is 0.68, which is comparable to the EMXC Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of XCEM 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.

Rolling 12-month Sharpe Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.68
0.87
XCEM
EMXC

Dividends

XCEM vs. EMXC - Dividend Comparison

XCEM's dividend yield for the trailing twelve months is around 1.19%, less than EMXC's 1.95% yield.


TTM202320222021202020192018201720162015
XCEM
Columbia EM Core ex-China ETF
1.19%1.22%2.42%1.94%1.63%2.11%3.24%8.57%1.24%2.57%
EMXC
iShares MSCI Emerging Markets ex China ETF
1.95%1.83%2.85%1.78%1.45%3.25%2.63%0.99%0.00%0.00%

Drawdowns

XCEM vs. EMXC - Drawdown Comparison

The maximum XCEM drawdown since its inception was -40.92%, roughly equal to the maximum EMXC drawdown of -42.80%. Use the drawdown chart below to compare losses from any high point for XCEM and EMXC. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.87%
-8.27%
XCEM
EMXC

Volatility

XCEM vs. EMXC - Volatility Comparison

Columbia EM Core ex-China ETF (XCEM) and iShares MSCI Emerging Markets ex China ETF (EMXC) have volatilities of 3.41% and 3.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.41%
3.36%
XCEM
EMXC