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Best Emerging Market ETFs ideas
Performance
Risk-Adjusted Performance
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Best Emerging Market ETFs ideas

Currency in USD · Last updated May 21, 2025

simply made to research emerging market etf

Asset Allocation

SPEM 12%SCHE 12%VWO 12%AVEM 12%IEMG 12%DFAE 12%DFEM 16%DFCEX 12%EquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorTarget Weight
AVEM
Avantis Emerging Markets Equity ETF		Foreign Large Cap Equities
12%
DFAE
Dimensional Emerging Core Equity Market ETF		Actively Managed, Emerging Markets Equities
12%
DFCEX
DFA Emerging Markets Core Equity Fund		Emerging Markets Diversified
12%
DFEM
Dimensional Emerging Markets Core Equity 2 ETF		Emerging Markets Diversified
16%
IEMG
iShares Core MSCI Emerging Markets ETF		Asia Pacific Equities
12%
SCHE
Schwab Emerging Markets Equity ETF		Emerging Markets Equities
12%
SPEM
SPDR Portfolio Emerging Markets ETF		Emerging Markets Equities
12%
VWO
Vanguard FTSE Emerging Markets ETF		Emerging Markets Equities
12%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Apr 27, 2022, corresponding to the inception date of DFEM

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.00%12.45%0.40%11.91%15.04%10.82%
Best Emerging Market ETFs ideas8.91%10.47%7.47%8.29%N/AN/A
Portfolio components:
SPEM
SPDR Portfolio Emerging Markets ETF		8.73%10.55%7.47%10.89%9.12%4.40%
SCHE
Schwab Emerging Markets Equity ETF		9.76%10.14%8.39%10.96%8.45%3.95%
VWO
Vanguard FTSE Emerging Markets ETF		8.72%10.46%7.60%10.22%8.66%3.85%
AVEM
Avantis Emerging Markets Equity ETF		9.95%11.29%8.07%6.86%10.94%N/A
IEMG
iShares Core MSCI Emerging Markets ETF		9.96%10.49%7.96%8.14%8.17%3.76%
DFCEX
DFA Emerging Markets Core Equity Fund		7.54%9.85%6.26%5.61%10.97%4.78%
DFAE
Dimensional Emerging Core Equity Market ETF		8.87%10.51%7.20%7.58%N/AN/A
DFEM
Dimensional Emerging Markets Core Equity 2 ETF		8.03%10.49%6.94%6.62%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Best Emerging Market ETFs ideas, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.81%0.33%1.21%0.34%6.03%8.91%
2024-3.65%3.77%2.25%0.71%2.28%2.37%0.79%0.91%5.87%-3.25%-1.98%-1.36%8.60%
20238.50%-6.33%2.85%-0.28%-2.14%4.71%5.89%-5.62%-2.34%-3.45%7.50%3.76%12.27%
20221.35%0.53%-5.57%-0.35%-0.73%-10.70%-1.93%14.97%-2.63%-6.68%

Expense Ratio

Best Emerging Market ETFs ideas has an expense ratio of 0.24%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

DFCEX
DFA Emerging Markets Core Equity Fund
DFEM
Dimensional Emerging Markets Core Equity 2 ETF
DFAE
Dimensional Emerging Core Equity Market ETF
AVEM
Avantis Emerging Markets Equity ETF
IEMG
iShares Core MSCI Emerging Markets ETF
SPEM
SPDR Portfolio Emerging Markets ETF
SCHE
Schwab Emerging Markets Equity ETF
VWO
Vanguard FTSE Emerging Markets ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Best Emerging Market ETFs ideas is 19, meaning it’s performing worse than 81% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Best Emerging Market ETFs ideas is 1919
Overall Rank
The Sharpe Ratio Rank of Best Emerging Market ETFs ideas is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of Best Emerging Market ETFs ideas is 1919
Sortino Ratio Rank
The Omega Ratio Rank of Best Emerging Market ETFs ideas is 1717
Omega Ratio Rank
The Calmar Ratio Rank of Best Emerging Market ETFs ideas is 2222
Calmar Ratio Rank
The Martin Ratio Rank of Best Emerging Market ETFs ideas is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPEM
SPDR Portfolio Emerging Markets ETF		0.600.991.130.651.91
SCHE
Schwab Emerging Markets Equity ETF		0.591.001.130.681.94
VWO
Vanguard FTSE Emerging Markets ETF		0.550.951.120.621.83
AVEM
Avantis Emerging Markets Equity ETF		0.350.671.090.411.20
IEMG
iShares Core MSCI Emerging Markets ETF		0.440.771.100.481.42
DFCEX
DFA Emerging Markets Core Equity Fund		0.370.661.090.371.08
DFAE
Dimensional Emerging Core Equity Market ETF		0.410.751.100.441.30
DFEM
Dimensional Emerging Markets Core Equity 2 ETF		0.370.691.090.401.20

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Best Emerging Market ETFs ideas Sharpe ratios as of May 21, 2025 (values are recalculated daily):

  • 1-Year: 0.46
  • All Time: 0.43

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.54 to 1.03, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Best Emerging Market ETFs ideas compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Best Emerging Market ETFs ideas provided a 2.74% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio2.74%2.94%3.03%3.01%2.22%1.33%1.84%1.56%1.20%1.27%1.56%1.48%
Portfolio components:
SPEM
SPDR Portfolio Emerging Markets ETF		2.56%2.78%2.80%3.38%3.14%1.92%2.94%2.34%1.12%1.51%2.40%2.26%
SCHE
Schwab Emerging Markets Equity ETF		2.76%3.03%3.83%2.87%2.86%2.09%3.27%2.69%2.31%2.26%2.50%2.86%
VWO
Vanguard FTSE Emerging Markets ETF		2.96%3.20%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%
AVEM
Avantis Emerging Markets Equity ETF		2.89%3.17%3.06%2.77%2.61%1.60%0.35%0.00%0.00%0.00%0.00%0.00%
IEMG
iShares Core MSCI Emerging Markets ETF		2.91%3.20%2.89%2.71%3.06%1.87%3.15%2.76%2.35%2.28%2.53%2.30%
DFCEX
DFA Emerging Markets Core Equity Fund		3.23%3.43%3.53%3.78%2.59%1.70%2.42%2.33%1.92%1.99%2.28%2.04%
DFAE
Dimensional Emerging Core Equity Market ETF		2.26%2.35%2.43%2.85%1.63%0.01%0.00%0.00%0.00%0.00%0.00%0.00%
DFEM
Dimensional Emerging Markets Core Equity 2 ETF		2.42%2.50%2.38%1.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Best Emerging Market ETFs ideas. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Best Emerging Market ETFs ideas was 19.50%, occurring on Oct 24, 2022. Recovery took 64 trading sessions.

The current Best Emerging Market ETFs ideas drawdown is 0.87%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.5%May 5, 2022119Oct 24, 202264Jan 26, 2023183
-17.54%Oct 8, 2024125Apr 8, 2025———
-11.36%Aug 1, 202362Oct 26, 202380Feb 22, 2024142
-10.51%Jan 27, 202333Mar 15, 202390Jul 25, 2023123
-8.73%Jul 15, 202416Aug 5, 202435Sep 24, 202451

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 8 assets, with an effective number of assets of 7.91, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCDFCEXSCHEVWODFEMSPEMAVEMDFAEIEMGPortfolio
^GSPC1.000.640.630.630.640.630.660.650.660.65
DFCEX0.641.000.920.930.940.930.950.940.940.95
SCHE0.630.921.000.990.970.990.970.980.990.99
VWO0.630.930.991.000.981.000.980.980.990.99
DFEM0.640.940.970.981.000.980.990.990.980.99
SPEM0.630.930.991.000.981.000.980.980.990.99
AVEM0.660.950.970.980.990.981.000.990.990.99
DFAE0.650.940.980.980.990.980.991.000.991.00
IEMG0.660.940.990.990.980.990.990.991.001.00
Portfolio0.650.950.990.990.990.990.991.001.001.00
The correlation results are calculated based on daily price changes starting from Apr 28, 2022