GLOBAL X EMERGING MARKETS GREAT CONSUMER ETF
Symbol: EMC
Exchange: NYSE
Sector: Technology
Category: Diversified Emerging Mkts
Inception date: 24/09/2010
Latest date: 20/07/2026
Current price: $35.09
Expense ratio: 0.65%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-10.25%
Ann. -60.24% (Sharpe / Sortino numerator)
Volatility
35.36%
Sharpe ratio
-1.806
VaR 95%
-3.61%
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
2.01%
Ann. -10.25% (Sharpe / Sortino numerator)
Volatility
26.64%
Sharpe ratio
-0.521
VaR 95%
-3.10%
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
11.21%
Ann. -3.37% (Sharpe / Sortino numerator)
Volatility
21.82%
Sharpe ratio
-0.321
VaR 95%
-2.31%
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
19.60%
Ann. 17.92% (Sharpe / Sortino numerator)
Volatility
21.23%
Sharpe ratio
0.673
VaR 95%
-2.00%
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
31.39%
Ann. 9.44% (Sharpe / Sortino numerator)
Volatility
18.94%
Sharpe ratio
0.307
VaR 95%
-1.99%
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
41.52%
Ann. 15.24% (Sharpe / Sortino numerator)
Volatility
18.59%
Sharpe ratio
0.627
VaR 95%
-1.76%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.083%
Best day
5.843%
Worst day
-6.077%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $35.27 | $35.40 | $35.09 | $35.09 | 6,800 |
| 17/07/2026 | $34.48 | $35.04 | $34.48 | $35.04 | 3,300 |
| 16/07/2026 | $35.73 | $35.77 | $35.47 | $35.51 | 4,800 |
| 15/07/2026 | $36.16 | $36.22 | $35.97 | $36.22 | 2,900 |
| 14/07/2026 | $36.20 | $36.26 | $36.17 | $36.25 | 900 |
| 13/07/2026 | $36.13 | $36.13 | $35.75 | $35.75 | 1,200 |
| 10/07/2026 | $36.95 | $37.10 | $36.95 | $37.10 | 2,400 |
| 09/07/2026 | $36.94 | $37.11 | $36.94 | $37.03 | 3,100 |
| 08/07/2026 | $36.55 | $36.79 | $36.40 | $36.79 | 3,000 |
| 07/07/2026 | $36.37 | $36.68 | $36.37 | $36.57 | 2,700 |