Summary
EMM
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 35.59% Volatility 19.73% Sharpe 1.83
Official loaded data — not a live quote.

GLOBAL X EMERGING MARKETS EX-CHINA ETF

Symbol: EMM

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 24/09/2010

Latest date: 20/07/2026

Current price: $40.65

Expense ratio: 0.66%

Assets under management
$60.9M
-0.73% 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

-13.84%

Ann. -64.63% (Sharpe / Sortino numerator)

Volatility

36.89%

Sharpe ratio

-1.850

VaR 95%

-3.50%

CVaR 95%: -4.46%
Max drawdown: -9.85%
Sortino ratio: -2.904
Calmar ratio: -6.56

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

1.49%

Ann. 8.64% (Sharpe / Sortino numerator)

Volatility

27.48%

Sharpe ratio

0.182

VaR 95%

-3.09%

CVaR 95%: -3.85%
Max drawdown: -14.75%
Sortino ratio: 0.260
Calmar ratio: 0.59

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

16.26%

Ann. 27.74% (Sharpe / Sortino numerator)

Volatility

22.43%

Sharpe ratio

1.075

VaR 95%

-2.18%

CVaR 95%: -3.25%
Max drawdown: -14.75%
Sortino ratio: 1.454
Calmar ratio: 1.88

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

35.59%

Ann. 39.80% (Sharpe / Sortino numerator)

Volatility

19.73%

Sharpe ratio

1.833

VaR 95%

-1.75%

CVaR 95%: -2.96%
Max drawdown: -14.75%
Sortino ratio: 2.328
Calmar ratio: 2.70

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

45.53%

Ann. 14.40% (Sharpe / Sortino numerator)

Volatility

18.60%

Sharpe ratio

0.579

VaR 95%

-2.07%

CVaR 95%: -2.93%
Max drawdown: -21.99%
Sortino ratio: 0.749
Calmar ratio: 0.65

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

59.47%

Ann. 21.17% (Sharpe / Sortino numerator)

Volatility

18.91%

Sharpe ratio

0.930

VaR 95%

-1.80%

CVaR 95%: -2.63%
Max drawdown: -21.99%
Sortino ratio: 1.373
Calmar ratio: 0.96

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.135%

Best day

6.527%

08/04/2026
Worst day

-6.908%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $40.95 $40.98 $40.65 $40.65 12,800
17/07/2026 $40.77 $41.33 $40.69 $40.89 5,700
16/07/2026 $41.45 $41.63 $41.07 $41.20 15,100
15/07/2026 $42.58 $42.58 $41.86 $42.32 15,200
14/07/2026 $42.63 $42.63 $42.57 $42.57 1,400
13/07/2026 $42.38 $43.21 $42.02 $42.03 9,400
10/07/2026 $43.45 $43.80 $43.31 $43.69 4,000
09/07/2026 $43.46 $43.46 $43.23 $43.42 1,600
08/07/2026 $42.86 $43.30 $42.71 $43.30 8,600
07/07/2026 $43.82 $43.82 $43.07 $43.17 14,800