Summary
EMCS
Prices · period metrics · 12M
NAV as of 19/10/2026
30/05/2025 → 28/05/2026
Return 24.92% Volatility 22.22% Sharpe 2.64
Official loaded data — not a live quote.

XTRACKERS MSCI EMERGING MARKETS CLIMATE SELECTION ETF

Symbol: EMCS

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 04/12/2018

Latest date: 19/10/2026

Current price: $43.88

Expense ratio: 0.15%

Assets under management
$1.1B
-1.10% 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

-8.78%

Ann. 267.77% (Sharpe / Sortino numerator)

Volatility

32.89%

Sharpe ratio

8.031

VaR 95%

-3.58%

CVaR 95%: -3.64%
Max drawdown: -5.37%
Sortino ratio: 12.002
Calmar ratio: 49.84

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

0.81%

Ann. 71.63% (Sharpe / Sortino numerator)

Volatility

34.48%

Sharpe ratio

1.972

VaR 95%

-3.68%

CVaR 95%: -4.06%
Max drawdown: -11.90%
Sortino ratio: 2.967
Calmar ratio: 6.02

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

6.38%

Ann. 80.39% (Sharpe / Sortino numerator)

Volatility

27.28%

Sharpe ratio

2.814

VaR 95%

-3.34%

CVaR 95%: -3.81%
Max drawdown: -14.32%
Sortino ratio: 3.988
Calmar ratio: 5.61

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

24.92%

Ann. 62.26% (Sharpe / Sortino numerator)

Volatility

22.22%

Sharpe ratio

2.639

VaR 95%

-1.95%

CVaR 95%: -3.14%
Max drawdown: -14.32%
Sortino ratio: 3.623
Calmar ratio: 4.35

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

59.28%

Ann. 29.18% (Sharpe / Sortino numerator)

Volatility

24.19%

Sharpe ratio

1.055

VaR 95%

-2.27%

CVaR 95%: -3.52%
Max drawdown: -16.73%
Sortino ratio: 1.399
Calmar ratio: 1.74

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

105.65%

Ann. 22.59% (Sharpe / Sortino numerator)

Volatility

21.45%

Sharpe ratio

0.882

VaR 95%

-1.95%

CVaR 95%: -3.10%
Max drawdown: -16.73%
Sortino ratio: 1.187
Calmar ratio: 1.35

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: 20/10/2025 - 19/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.105%

Best day

5.505%

08/04/2026
Worst day

-7.242%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
19/10/2026 $44.37 $44.37 $43.88 $43.88 5,600
16/10/2026 $43.92 $44.02 $43.51 $43.51 6,300
15/10/2026 $43.82 $44.36 $43.79 $44.36 2,300
14/10/2026 $44.83 $44.83 $44.40 $44.50 2,800
13/10/2026 $45.40 $45.46 $45.40 $45.46 300
12/10/2026 $46.37 $46.37 $45.90 $45.91 3,400
09/10/2026 $46.32 $46.32 $46.18 $46.31 5,700
08/10/2026 $46.20 $46.28 $45.69 $45.74 6,000
07/10/2026 $46.80 $46.85 $46.80 $46.84 3,600
06/10/2026 $47.83 $47.87 $47.28 $47.30 633,000