EMQQ The Emerging Markets Internet & Ecommerce ETF

10-Year Study

EMQQ.US · · US · ETF

Executive Summary: EMQQ The Emerging Markets Internet & Ecommerce ETF has compounded at 5.3% annually over the last 10 years, with a maximum drawdown of 67.8% and an annualized volatility of 35.5%.

1Y CAGR
-7.6%
3Y CAGR
+10.7%
5Y CAGR
-9.6%
10Y CAGR
+5.3%

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 →
67.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.32
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +80.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -32.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.1-9.1-7.96.7————————-12.6%
20255.54.10.7-0.12.56.6-2.06.07.3-3.2-4.9-2.620.7%
2024-6.44.53.93.74.2-1.9-1.54.814.4-2.5-2.4-6.113.8%
202314.6-10.85.6-7.1-7.16.014.5-7.6-5.5-3.910.7-0.64.5%
2022-4.9-11.1-9.6-6.40.74.6-6.23.3-14.9-14.329.90.2-30.7%
20218.72.4-9.7-0.2-4.03.5-16.40.9-7.21.8-8.5-7.1-32.5%
2020-0.3-2.8-7.910.915.216.09.06.5-3.65.39.45.880.4%
201914.24.53.34.0-13.18.0-0.2-0.2-2.34.13.95.933.9%
201810.8-3.9-2.6-5.6-0.6-0.9-3.5-6.9-2.8-13.15.3-9.0-29.8%
201711.05.53.97.07.0-0.510.91.12.31.90.53.268.2%
2016———1.50.8-1.94.79.65.4-4.8-5.2-6.52.5%

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 35.5%. The dominant macroeconomic risk driver is VWO.US, accounting for 61.3% of variance. Idiosyncratic stock-specific factors contribute 6.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110151.482037309555
2016-05-0110231.618414853885
2016-06-0110032.103118519273
2016-07-0110507.821796123342
2016-08-0111518.948610726618
2016-09-0112142.118223012252
2016-10-0111563.485009640648
2016-11-0110966.590415689247
2016-12-0110249.636957925974
2017-01-0111380.531231331868
2017-02-0112008.75186377787
2017-03-0112479.953763738531
2017-04-0113359.511216664481
2017-05-0114292.49292128665
2017-06-0114225.615471663292
2017-07-0115773.850285819746
2017-08-0115953.355771519044
2017-09-0116312.366742917646
2017-10-0116621.98456524801
2017-11-0116707.269097955796
2017-12-0117239.617482357855
2018-01-0119101.306951466493
2018-02-0118349.38489259297
2018-03-0117878.328695136937
2018-04-0116877.25535335286
2018-05-0116773.07806254523
2018-06-0116624.072967814318
2018-07-0116043.837026891828
2018-08-0114943.15173944507
2018-09-0114517.360453426196
2018-10-0112619.439628167209
2018-11-0113294.382197096635
2018-12-0112098.553174129063
2019-01-0113815.26865113478
2019-02-0114435.815618337145
2019-03-0114911.43716093813
2019-04-0115504.786327276965
2019-05-0113471.022200204954
2019-06-0114544.509686788182
2019-07-0114508.278330637837
2019-08-0114472.046974487492
2019-09-0114132.317301201074
2019-10-0114716.632912253095
2019-11-0115296.431745661706
2019-12-0116195.367631702922
2020-01-0116154.085255392205
2020-02-0115699.881980971251
2020-03-0114456.553941495587
2020-04-0116025.62421381357
2020-05-0118466.384003807692
2020-06-0121430.16721790781
2020-07-0123352.51749644243
2020-08-0124866.512222011763
2020-09-0123962.719585816347
2020-10-0125242.76465645778
2020-11-0127610.090384120373
2020-12-0129224.279865370885
2021-01-0131770.722538720438
2021-02-0132542.89724573699
2021-03-0129375.95617268661
2021-04-0129311.604233143433
2021-05-0128134.910805783416
2021-06-0129118.548414513913
2021-07-0124338.243507739233
2021-08-0124563.45101238957
2021-09-0122793.845526204594
2021-10-0123198.31567904652
2021-11-0121226.426548939042
2021-12-0119718.794166071715
2022-01-0118748.949727779156
2022-02-0116662.149889023258
2022-03-0115064.861898309366
2022-04-0114106.527957882263
2022-05-0114203.031583446253
2022-06-0114860.344149315928
2022-07-0113931.879222337164
2022-08-0114391.522056930826
2022-09-0112249.549536423197
2022-10-0110493.688653174615
2022-11-0113633.09195285067
2022-12-0113665.243638871487
2023-01-0115660.10519720834
2023-02-0113964.030908357981
2023-03-0114750.047353314005
2023-04-0113703.85480259739
2023-05-0112736.778711892724
2023-06-0113495.20881597288
2023-07-0115458.355795802796
2023-08-0114285.790606073851
2023-09-0113504.38807376432
2023-10-0112975.779386980994
2023-11-0114359.321803408468
2023-12-0114276.951320793205
2024-01-0113359.462649162939
2024-02-0113966.507850936625
2024-03-0114508.666870650173
2024-04-0115050.825890363722
2024-05-0115676.375310224917
2024-06-0115379.822145809352
2024-07-0115143.492683305893
2024-08-0115875.647769051817
2024-09-0118169.442299379793
2024-10-0117719.950072608415
2024-11-0117298.23845671907
2024-12-0116245.537860795825
2025-01-0117140.734049218307
2025-02-0117847.488331657754
2025-03-0117979.397665845874
2025-04-0117969.975570546725
2025-05-0118422.284712407538
2025-06-0119633.16966085314
2025-07-0119232.682043137655
2025-08-0120380.429239578625
2025-09-0121878.25098713447
2025-10-0121173.87651227058
2025-11-0120132.58927920971
2025-12-0119601.843622358534
2026-01-0119193.876609405586
2026-02-0117440.589803738723
2026-03-0116066.129510099612
2026-04-0117137.04291910111
Annual Return Matrix
YearAnnual Return
20170.681973474097205
2018-0.2982122029963772
20190.3386201968624052
20200.8044838826729364
2021-0.3252598778511778
2022-0.3069939508581111
20230.044763759658238644
20240.1378856378907405
20250.20659862359265047
2026-0.1257433102081269
Total Factor Risk
0.3550421723296363
VTI.US Exposure
0.08356978456848083
VEA.US Exposure
-0.1165935457108691
VWO.US Exposure
0.6133283708736849
QQQ.US Exposure
-0.06262931430519465
VTV.US Exposure
-0.03797701980822431
IJR.US Exposure
0.010019306044632682
QUAL.US Exposure
0.055814338297159496
SHV.US Exposure
0.2385919320742183
TLT.US Exposure
-0.04329779011973963
LQD.US Exposure
0.20149253433540218
HYG.US Exposure
-0.019030083954141002
GLD.US Exposure
-0.005772472368895903
USO.US Exposure
0.005068344124997496
VNQ.US Exposure
-0.010606069999408725
BTC-USD.CC Exposure
-0.0002989518607088565
CPER.US Exposure
-0.0034767313499480808
VIX.INDX Exposure
-0.0005323116262130374
UUP.US Exposure
0.022398312790353876
TIP.US Exposure
0.006514850947065071
Idiosyncratic Exposure
0.06341651704734846
Value Score
43.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
41.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.5%

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 →16.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.45%
Market Cap$54.7B
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 →
+0.8%
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 →
-11.9%
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 →
22.4% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is EMQQ The Emerging Markets Internet & Ecommerce ETF a high-risk investment?

EMQQ The Emerging Markets Internet & Ecommerce ETF (EMQQ.US) has an annualized volatility of 35.5% and experienced a maximum drawdown of 67.8% over the last 10 years. Its primary macro risk driver is VWO.US.

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

Over the past 10 years, EMQQ.US has generated a Compound Annual Growth Rate (CAGR) of 5.3%. It has had a positive return in 60% 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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