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abrdn Emerging Markets Dividend Active ETF (AGEM) Sharpe Ratio: 2.97

ETF · Currency in USD · Last updated Jun 23, 2026

The abrdn Emerging Markets Dividend Active ETF is an actively managed fund that seeks total return through income and long-term capital appreciation by investing in dividend-paying equity securities of emerging market companies. The fund uses proprietary quality and fundamental factors for security selection.

AGEM's Sharpe Ratio of 2.97 indicates that for each unit of volatility, it generates 2.97 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

AGEM Sharpe Ratio Rank

AGEM Sharpe Ratio Rank: 90.791
Exceptional

AGEM ranks above 90.7% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

AGEM Sharpe Ratio Market Positioning

The chart shows AGEM's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.31
  • Green zone (top 25%): 2.31 or higher
  • Top 1%: 7.41+
  • Median: 1.67 — half of all investments score higher

How it compares to other similar ETFs

The table compares abrdn Emerging Markets Dividend Active ETF's Sharpe Ratio with other ETFs in the Emerging Markets Equities category across multiple time periods, showing how AGEM's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 23, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
GEMEPacific North of South Global Emerging Markets Equity Active ETF3.55
EVLUiShares MSCI Emerging Markets Value Factor ETF3.34
EMXCiShares MSCI Emerging Markets ex China ETF3.33
DBEMXtrackers MSCI Emerging Markets Hedged Equity ETF3.22
PIEInvesco DWA Emerging Markets Momentum ETF3.19
ROAMHartford Multifactor Emerging Markets ETF3.18
XCEMColumbia EM Core ex-China ETF3.17
ECONColumbia Emerging Markets Consumer ETF2.98
AGEMabrdn Emerging Markets Dividend Active ETF2.97
JEMAJPMorgan ActiveBuilders Emerging Markets Equity ETF2.91

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows AGEM's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when AGEM consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does AGEM fit in your portfolio?

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