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Best Emerging Market ETFs ideas
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SPEM 14.3%SCHE 14.3%VWO 14.3%AVEM 14.3%IEMG 14.3%DFAE 14.2%DFCEX 14.3%EquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
AVEM
Avantis Emerging Markets Equity ETF
Foreign Large Cap Equities
14.30%
DFAE
Dimensional Emerging Core Equity Market ETF
Actively Managed, Emerging Markets Equities
14.20%
DFCEX
DFA Emerging Markets Core Equity Fund
Emerging Markets Diversified
14.30%
IEMG
iShares Core MSCI Emerging Markets ETF
Asia Pacific Equities
14.30%
SCHE
Schwab Emerging Markets Equity ETF
Emerging Markets Equities
14.30%
SPEM
SPDR Portfolio Emerging Markets ETF
Emerging Markets Equities
14.30%
VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities
14.30%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Best Emerging Market ETFs ideas, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.49%
8.87%
Best Emerging Market ETFs ideas
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 2, 2020, corresponding to the inception date of DFAE

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
24.34%0.23%8.53%24.95%13.01%11.06%
Best Emerging Market ETFs ideas9.52%-0.44%1.49%11.86%N/AN/A
SPEM
SPDR Portfolio Emerging Markets ETF
12.28%-0.00%4.08%14.48%3.61%4.62%
SCHE
Schwab Emerging Markets Equity ETF
11.76%0.25%3.80%14.39%2.74%4.12%
VWO
Vanguard FTSE Emerging Markets ETF
11.50%0.14%3.84%13.82%3.23%4.14%
AVEM
Avantis Emerging Markets Equity ETF
8.50%-0.59%-0.81%10.76%4.45%N/A
IEMG
iShares Core MSCI Emerging Markets ETF
7.43%-0.72%0.43%9.80%2.51%3.95%
DFCEX
DFA Emerging Markets Core Equity Fund
6.47%-1.76%-1.43%8.85%4.56%4.81%
DFAE
Dimensional Emerging Core Equity Market ETF
8.74%-0.40%0.59%10.95%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
2024-3.66%3.83%2.21%0.69%2.29%2.35%0.84%0.94%6.06%-3.19%-2.09%9.52%
20238.50%-6.42%2.82%-0.31%-2.19%4.72%5.92%-5.67%-2.41%-3.41%7.45%3.77%11.94%
20220.10%-3.45%-2.57%-5.74%0.63%-5.30%-0.38%-0.66%-10.63%-2.08%14.81%-2.46%-17.96%
20212.58%2.11%-0.23%2.05%2.04%1.14%-5.58%2.02%-3.53%0.98%-3.26%2.37%2.27%
20204.66%4.66%

Expense Ratio

Best Emerging Market ETFs ideas has an expense ratio of 0.22%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for DFCEX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for DFAE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for AVEM: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%
Expense ratio chart for IEMG: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
Expense ratio chart for SPEM: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%
Expense ratio chart for SCHE: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%
Expense ratio chart for VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Best Emerging Market ETFs ideas is 10, meaning it’s performing worse than 90% 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 1010
Overall Rank
The Sharpe Ratio Rank of Best Emerging Market ETFs ideas is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of Best Emerging Market ETFs ideas is 1010
Sortino Ratio Rank
The Omega Ratio Rank of Best Emerging Market ETFs ideas is 1010
Omega Ratio Rank
The Calmar Ratio Rank of Best Emerging Market ETFs ideas is 99
Calmar Ratio Rank
The Martin Ratio Rank of Best Emerging Market ETFs ideas is 1010
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.


Sharpe ratio
The chart of Sharpe ratio for Best Emerging Market ETFs ideas, currently valued at 0.93, compared to the broader market-6.00-4.00-2.000.002.004.000.932.10
The chart of Sortino ratio for Best Emerging Market ETFs ideas, currently valued at 1.37, compared to the broader market-6.00-4.00-2.000.002.004.006.001.372.80
The chart of Omega ratio for Best Emerging Market ETFs ideas, currently valued at 1.17, compared to the broader market0.400.600.801.001.201.401.601.801.171.39
The chart of Calmar ratio for Best Emerging Market ETFs ideas, currently valued at 0.66, compared to the broader market0.002.004.006.008.0010.0012.000.663.09
The chart of Martin ratio for Best Emerging Market ETFs ideas, currently valued at 3.69, compared to the broader market0.0010.0020.0030.0040.0050.003.6913.49
Best Emerging Market ETFs ideas
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPEM
SPDR Portfolio Emerging Markets ETF
1.081.581.200.734.44
SCHE
Schwab Emerging Markets Equity ETF
1.061.571.190.634.26
VWO
Vanguard FTSE Emerging Markets ETF
1.051.541.190.664.30
AVEM
Avantis Emerging Markets Equity ETF
0.811.201.150.703.32
IEMG
iShares Core MSCI Emerging Markets ETF
0.761.151.140.453.02
DFCEX
DFA Emerging Markets Core Equity Fund
0.811.161.150.722.96
DFAE
Dimensional Emerging Core Equity Market ETF
0.851.261.160.673.37

The current Best Emerging Market ETFs ideas Sharpe ratio is 0.72. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.28 to 2.10, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Best Emerging Market ETFs ideas with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.93
2.10
Best Emerging Market ETFs ideas
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Best Emerging Market ETFs ideas provided a 2.55% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio2.55%3.15%3.21%2.65%1.59%2.20%1.86%1.43%1.51%1.85%1.76%1.57%
SPEM
SPDR Portfolio Emerging Markets ETF
1.15%2.80%3.38%3.14%1.92%2.94%2.34%1.12%1.51%2.40%2.26%1.91%
SCHE
Schwab Emerging Markets Equity ETF
3.00%3.83%2.87%2.86%2.09%3.27%2.69%2.31%2.26%2.50%2.86%2.56%
VWO
Vanguard FTSE Emerging Markets ETF
3.17%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%2.73%
AVEM
Avantis Emerging Markets Equity ETF
3.14%3.06%2.77%2.61%1.60%0.35%0.00%0.00%0.00%0.00%0.00%0.00%
IEMG
iShares Core MSCI Emerging Markets ETF
3.17%2.89%2.70%3.06%1.87%3.15%2.76%2.34%2.28%2.52%2.30%1.76%
DFCEX
DFA Emerging Markets Core Equity Fund
1.92%3.53%3.77%2.59%1.70%2.42%2.33%1.92%1.99%2.28%2.04%2.03%
DFAE
Dimensional Emerging Core Equity Market ETF
2.33%2.43%2.85%1.64%0.01%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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.46%
-2.62%
Best Emerging Market ETFs ideas
Benchmark (^GSPC)
Portfolio components

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 33.39%, occurring on Oct 24, 2022. Recovery took 490 trading sessions.

The current Best Emerging Market ETFs ideas drawdown is 9.76%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.39%Feb 18, 2021425Oct 24, 2022490Oct 7, 2024915
-9.22%Oct 8, 202451Dec 18, 2024
-5.25%Jan 22, 20216Jan 29, 20216Feb 8, 202112
-2.22%Dec 18, 20203Dec 22, 20205Dec 30, 20208
-1.29%Jan 15, 20211Jan 15, 20211Jan 19, 20212

Volatility

Volatility Chart

The current Best Emerging Market ETFs ideas volatility is 3.88%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.88%
3.79%
Best Emerging Market ETFs ideas
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

DFCEXAVEMSCHEDFAEVWOSPEMIEMG
DFCEX1.000.950.920.950.930.930.94
AVEM0.951.000.970.990.980.980.98
SCHE0.920.971.000.980.990.990.99
DFAE0.950.990.981.000.980.980.99
VWO0.930.980.990.981.001.000.99
SPEM0.930.980.990.981.001.000.99
IEMG0.940.980.990.990.990.991.00
The correlation results are calculated based on daily price changes starting from Dec 3, 2020
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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