Summary
EMC
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 39.53% Volatility 21.23% Sharpe 0.67
Official loaded data — not a live quote.

GLOBAL X EMERGING MARKETS GREAT CONSUMER ETF

Symbol: EMC

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 24/09/2010

Latest date: 03/06/2026

Current price: $38.51

Expense ratio: 0.65%

Assets under management
$60.8M
-0.71% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

9.84%

Ann. -60.24% (Sharpe / Sortino numerator)

Volatility

35.36%

Sharpe ratio

-1.806

VaR 95%

-3.61%

CVaR 95%: -4.05%
Max drawdown: -8.74%
Sortino ratio: -2.913
Calmar ratio: -6.89

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

19.92%

Ann. -10.25% (Sharpe / Sortino numerator)

Volatility

26.64%

Sharpe ratio

-0.521

VaR 95%

-3.10%

CVaR 95%: -3.64%
Max drawdown: -13.89%
Sortino ratio: -0.781
Calmar ratio: -0.74

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

27.29%

Ann. -3.37% (Sharpe / Sortino numerator)

Volatility

21.82%

Sharpe ratio

-0.321

VaR 95%

-2.31%

CVaR 95%: -3.18%
Max drawdown: -13.89%
Sortino ratio: -0.458
Calmar ratio: -0.24

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

39.53%

Ann. 17.92% (Sharpe / Sortino numerator)

Volatility

21.23%

Sharpe ratio

0.673

VaR 95%

-2.00%

CVaR 95%: -3.10%
Max drawdown: -13.89%
Sortino ratio: 0.917
Calmar ratio: 1.29

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

48.35%

Ann. 9.44% (Sharpe / Sortino numerator)

Volatility

18.94%

Sharpe ratio

0.307

VaR 95%

-1.99%

CVaR 95%: -2.72%
Max drawdown: -18.38%
Sortino ratio: 0.428
Calmar ratio: 0.51

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

62.36%

Ann. 15.24% (Sharpe / Sortino numerator)

Volatility

18.59%

Sharpe ratio

0.627

VaR 95%

-1.76%

CVaR 95%: -2.49%
Max drawdown: -18.38%
Sortino ratio: 0.951
Calmar ratio: 0.83

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.141%

Best day

5.843%

08/04/2026
Worst day

-4.349%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $38.78 $38.78 $38.48 $38.51 22,900
02/06/2026 $38.95 $39.20 $38.87 $39.15 4,100
01/06/2026 $38.22 $38.80 $38.22 $38.58 3,100
29/05/2026 $37.82 $37.85 $37.69 $37.71 11,600
28/05/2026 $37.39 $37.72 $37.09 $37.68 5,800
27/05/2026 $37.77 $37.77 $37.45 $37.76 2,600
26/05/2026 $37.13 $37.53 $37.13 $37.53 3,400
22/05/2026 $36.22 $36.29 $36.19 $36.19 4,400
21/05/2026 $35.79 $36.30 $35.75 $36.20 7,100
20/05/2026 $35.42 $36.00 $35.42 $35.95 2,500