Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF

10-Year Study

EMCR.US · · US · ETF

Executive Summary: Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF has compounded at 9.9% annually over the last 10 years, with a maximum drawdown of 32.1% and an annualized volatility of 14.5%.

1Y CAGR
+32.4%
3Y CAGR
+18.8%
5Y CAGR
+5.6%
10Y CAGR
+9.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
32.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.66
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +33.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -18.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
88%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.54.3-8.4—————————2.7%
20251.42.00.00.34.36.71.23.47.13.4-2.52.033.3%
2024-4.34.12.70.01.53.71.30.37.2-3.1-2.1-1.49.7%
20238.8-6.63.4-1.7-1.34.35.8-5.6-3.7-3.28.72.810.5%
20220.8-3.8-2.6-5.2-0.9-4.6-0.7-0.3-11.9-2.415.9-2.7-18.7%
20211.41.11.72.12.9-0.1-1.54.0-4.51.0-3.61.35.5%
2020-3.1-6.7-13.67.34.65.04.54.5-1.4-2.312.04.713.5%
20197.91.40.83.0-5.65.9-2.0-1.92.83.71.24.022.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 14.5%. The dominant macroeconomic risk driver is VWO.US, accounting for 82.2% of variance. Idiosyncratic stock-specific factors contribute 4.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-12-0110000
2019-01-0110785.516742100303
2019-02-0110937.547200275
2019-03-0111021.97384388623
2019-04-0111347.128400372914
2019-05-0110709.47547148192
2019-06-0111337.909698386988
2019-07-0111112.80670413175
2019-08-0110906.922359779379
2019-09-0111216.13949927344
2019-10-0111626.08528080583
2019-11-0111766.761631449837
2019-12-0112240.821662387176
2020-01-0111862.28196728142
2020-02-0111068.067353815866
2020-03-019559.481461034058
2020-04-0110253.384096957827
2020-05-0110722.235821688428
2020-06-0111259.21219160317
2020-07-0111771.032442539363
2020-08-0112306.185905281744
2020-09-0112129.98890630778
2020-10-0111850.71952750246
2020-11-0113272.535038880007
2020-12-0113891.906812985348
2021-01-0114085.759970000156
2021-02-0114239.144587788605
2021-03-0114481.903740084686
2021-04-0114782.891755772105
2021-05-0115209.712449414328
2021-06-0115195.181275097526
2021-07-0114963.411648897662
2021-08-0115563.460606976007
2021-09-0114858.30802964568
2021-10-0115014.192634413364
2021-11-0114468.466310071302
2021-12-0114662.006968713706
2022-01-0114781.068848599747
2022-02-0114224.821745720075
2022-03-0113851.438273758991
2022-04-0113135.921167077257
2022-05-0113011.442648736205
2022-06-0112407.122879568335
2022-07-0112325.560804370809
2022-08-0112293.946385695908
2022-09-0110829.99567710585
2022-10-0110570.62202801027
2022-11-0112252.227852979933
2022-12-0111915.45877365222
2023-01-0112964.828308185895
2023-02-0112104.728621205099
2023-03-0112513.99732293061
2023-04-0112306.550486716214
2023-05-0112144.78049593492
2023-06-0112670.454841381035
2023-07-0113402.169780365726
2023-08-0112650.194530236822
2023-09-0112181.499054692424
2023-10-0111791.865667366317
2023-11-0112818.214488466207
2023-12-0113172.379310524424
2024-01-0112610.298904693205
2024-02-0113126.233717532723
2024-03-0113475.711064004876
2024-04-0113475.711064004876
2024-05-0113675.918354591902
2024-06-0114179.92614621799
2024-07-0114363.987687564128
2024-08-0114412.008270790257
2024-09-0115450.492445351847
2024-10-0114974.974088676623
2024-11-0114653.56951265879
2024-12-0114449.247660168436
2025-01-0114658.517403555192
2025-02-0114957.474179821982
2025-03-0114957.474179821982
2025-04-0115009.661408013502
2025-05-0115657.2101186973
2025-06-0116713.506700485937
2025-07-0116910.172342852384
2025-08-0117491.835980020936
2025-09-0118730.579528231625
2025-10-0119367.503294253675
2025-11-0118888.547455482003
2025-12-0119262.399675001692
2026-01-0120706.662986130283
2026-02-0121587.908396310435
2026-03-0119774.897005744766
Annual Return Matrix
YearAnnual Return
20190.22408216623871757
20200.13488352302946494
20210.05543516567563711
2022-0.18732416380118788
20230.10548654153808501
20240.09693528553522768
20250.33310744808544235
20260.026606099935107208
Total Factor Risk
0.14490664219752775
VTI.US Exposure
-0.012104988463151277
VEA.US Exposure
0.08833062730309589
VWO.US Exposure
0.8224221828722184
QQQ.US Exposure
0.06884184963028839
VTV.US Exposure
0.06544102891235248
IJR.US Exposure
-0.04939118102755023
QUAL.US Exposure
0.018308643804978472
SHV.US Exposure
0.005327159671480078
TLT.US Exposure
0.0021121779993622386
LQD.US Exposure
0.033889297142909725
HYG.US Exposure
-0.058354186709920104
GLD.US Exposure
0.011807770585186906
USO.US Exposure
0.0013901405812009164
VNQ.US Exposure
0.0018506032530672333
BTC-USD.CC Exposure
0.007765891529877158
CPER.US Exposure
-0.006073125265302571
VIX.INDX Exposure
-0.03394802255524062
UUP.US Exposure
-0.005610592356177069
TIP.US Exposure
-0.007634222959091071
Idiosyncratic Exposure
0.045628946050415016
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-4.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
9.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.97
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF a high-risk investment?

Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR.US) has an annualized volatility of 14.5% and experienced a maximum drawdown of 32.1% over the last 10 years. Its primary macro risk driver is VWO.US.

What is the 10-year return of EMCR.US?

Over the past 10 years, EMCR.US has generated a Compound Annual Growth Rate (CAGR) of 9.9%. It has had a positive return in 88% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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