Summary
EMEQ
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 166.45% Volatility 30.06% Sharpe 2.49
Official loaded data — not a live quote.

MACQUARIE FOCUSED EMERGING MARKETS EQUITY ETF

Symbol: EMEQ

Exchange: NASDAQ

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 04/09/2024

Latest date: 03/06/2026

Current price: $71.59

Expense ratio: 0.86%

Assets under management
$436.3M
-0.86% 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

23.68%

Ann. -77.18% (Sharpe / Sortino numerator)

Volatility

58.17%

Sharpe ratio

-1.389

VaR 95%

-6.09%

CVaR 95%: -7.35%
Max drawdown: -10.83%
Sortino ratio: -2.030
Calmar ratio: -7.13

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

51.80%

Ann. 31.49% (Sharpe / Sortino numerator)

Volatility

41.32%

Sharpe ratio

0.674

VaR 95%

-5.29%

CVaR 95%: -6.36%
Max drawdown: -17.91%
Sortino ratio: 0.834
Calmar ratio: 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.

Period total return

88.04%

Ann. 54.12% (Sharpe / Sortino numerator)

Volatility

33.81%

Sharpe ratio

1.493

VaR 95%

-3.09%

CVaR 95%: -5.31%
Max drawdown: -17.91%
Sortino ratio: 1.913
Calmar ratio: 3.02

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

166.45%

Ann. 78.62% (Sharpe / Sortino numerator)

Volatility

30.06%

Sharpe ratio

2.495

VaR 95%

-2.50%

CVaR 95%: -4.56%
Max drawdown: -17.91%
Sortino ratio: 3.157
Calmar ratio: 4.39

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

201.66%

Ann. 81.68% (Sharpe / Sortino numerator)

Volatility

29.62%

Sharpe ratio

2.637

VaR 95%

-2.47%

CVaR 95%: -3.93%
Max drawdown: -19.24%
Sortino ratio: 3.850
Calmar ratio: 4.25

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

0.412%

Best day

8.402%

08/04/2026
Worst day

-8.178%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $72.21 $72.21 $70.75 $71.59 133,000
02/06/2026 $71.67 $72.66 $71.34 $72.52 269,900
01/06/2026 $69.31 $71.17 $69.04 $70.83 105,900
29/05/2026 $68.13 $68.39 $67.44 $67.80 186,100
28/05/2026 $66.73 $68.82 $66.28 $68.36 116,100
27/05/2026 $68.27 $68.35 $66.83 $67.44 203,600
26/05/2026 $65.81 $67.25 $65.81 $67.14 133,000
22/05/2026 $64.35 $64.35 $63.31 $63.46 87,700
21/05/2026 $63.05 $64.77 $63.05 $64.37 150,500
20/05/2026 $60.97 $62.93 $60.97 $62.56 126,200