XTRACKERS MSCI EMERGING MARKETS CLIMATE SELECTION ETF
Symbol: EMCS
Exchange: NYSE
Sector: Technology
Category: Diversified Emerging Mkts
Inception date: 04/12/2018
Latest date: 16/07/2026
Current price: $43.71
Expense ratio: 0.15%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-6.45%
Ann. 267.77% (Sharpe / Sortino numerator)
Volatility
32.89%
Sharpe ratio
8.031
VaR 95%
-3.58%
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
7.20%
Ann. 71.63% (Sharpe / Sortino numerator)
Volatility
34.48%
Sharpe ratio
1.972
VaR 95%
-3.68%
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
16.78%
Ann. 80.39% (Sharpe / Sortino numerator)
Volatility
27.28%
Sharpe ratio
2.814
VaR 95%
-3.34%
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
40.24%
Ann. 62.26% (Sharpe / Sortino numerator)
Volatility
22.22%
Sharpe ratio
2.639
VaR 95%
-1.95%
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
66.55%
Ann. 29.18% (Sharpe / Sortino numerator)
Volatility
24.19%
Sharpe ratio
1.055
VaR 95%
-2.27%
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
83.78%
Ann. 22.59% (Sharpe / Sortino numerator)
Volatility
21.45%
Sharpe ratio
0.882
VaR 95%
-1.95%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.149%
Best day
5.505%
Worst day
-7.242%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $44.14 | $44.17 | $43.71 | $43.71 | 5,400 |
| 15/07/2026 | $45.25 | $45.25 | $44.23 | $44.84 | 18,600 |
| 14/07/2026 | $45.05 | $45.12 | $45.02 | $45.12 | 500 |
| 13/07/2026 | $44.46 | $44.46 | $44.19 | $44.22 | 1,500 |
| 10/07/2026 | $45.95 | $46.06 | $45.95 | $46.06 | 1,500 |
| 09/07/2026 | $46.00 | $46.30 | $46.00 | $46.01 | 700 |
| 08/07/2026 | $45.25 | $45.76 | $44.83 | $45.76 | 52,100 |
| 07/07/2026 | $44.88 | $45.46 | $44.88 | $45.30 | 340,800 |
| 06/07/2026 | $45.63 | $46.15 | $45.63 | $45.88 | 765,900 |
| 02/07/2026 | $45.00 | $45.00 | $44.16 | $44.40 | 2,500 |