Summary
EMM
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 31.43% 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: 15/10/2026

Current price: $41.87

Expense ratio: 0.66%

Assets under management
$59.4M
1.76% 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

-3.87%

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

-1.06%

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

6.07%

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

31.43%

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

49.87%

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

75.68%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.124%

Best day

6.527%

08/04/2026
Worst day

-6.908%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $41.15 $41.87 $41.09 $41.87 5,000
14/10/2026 $42.62 $42.63 $41.47 $42.08 100,800
13/10/2026 $43.19 $43.41 $43.19 $43.33 2,900
12/10/2026 $44.06 $44.06 $43.64 $43.80 4,100
09/10/2026 $43.74 $44.48 $43.74 $44.32 12,000
08/10/2026 $44.07 $44.12 $43.52 $43.60 12,500
07/10/2026 $45.02 $45.02 $44.77 $44.82 23,100
06/10/2026 $46.01 $46.01 $45.67 $45.67 5,400
05/10/2026 $45.05 $46.20 $45.05 $46.09 2,900
02/10/2026 $45.33 $45.33 $44.88 $45.18 59,100