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SPDR S&P Emerging Markets Dividend ETF (EDIV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS78463X5335
CUSIP78463X533
IssuerState Street
Inception DateFeb 23, 2011
RegionEmerging Markets (Broad)
CategoryEmerging Markets Equities, Dividend
Index TrackedS&P Emerging Markets Dividend Opportunities Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The SPDR S&P Emerging Markets Dividend ETF has a high expense ratio of 0.49%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.49%

Share Price Chart


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Compare to other instruments

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SPDR S&P Emerging Markets Dividend ETF

Popular comparisons: EDIV vs. VOO, EDIV vs. SPYD, EDIV vs. XCEM, EDIV vs. VWO, EDIV vs. SCHD, EDIV vs. SPY, EDIV vs. VWOB, EDIV vs. AGG, EDIV vs. EEM, EDIV vs. FDL

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR S&P Emerging Markets Dividend ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
9.95%
15.73%
EDIV (SPDR S&P Emerging Markets Dividend ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR S&P Emerging Markets Dividend ETF had a return of 1.27% year-to-date (YTD) and 28.40% in the last 12 months. Over the past 10 years, SPDR S&P Emerging Markets Dividend ETF had an annualized return of 2.27%, while the S&P 500 had an annualized return of 10.53%, indicating that SPDR S&P Emerging Markets Dividend ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.27%6.12%
1 month-2.74%-1.08%
6 months9.96%15.73%
1 year28.40%22.34%
5 years (annualized)4.56%11.82%
10 years (annualized)2.27%10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.14%2.40%2.33%
20231.00%-3.45%7.83%5.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of EDIV is 79, placing it in the top 21% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of EDIV is 7979
SPDR S&P Emerging Markets Dividend ETF(EDIV)
The Sharpe Ratio Rank of EDIV is 8282Sharpe Ratio Rank
The Sortino Ratio Rank of EDIV is 8282Sortino Ratio Rank
The Omega Ratio Rank of EDIV is 8181Omega Ratio Rank
The Calmar Ratio Rank of EDIV is 7171Calmar Ratio Rank
The Martin Ratio Rank of EDIV is 8181Martin 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

The charts below present risk-adjusted performance metrics for SPDR S&P Emerging Markets Dividend ETF (EDIV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EDIV
Sharpe ratio
The chart of Sharpe ratio for EDIV, currently valued at 1.97, compared to the broader market0.002.004.001.97
Sortino ratio
The chart of Sortino ratio for EDIV, currently valued at 2.87, compared to the broader market-2.000.002.004.006.008.002.87
Omega ratio
The chart of Omega ratio for EDIV, currently valued at 1.35, compared to the broader market1.001.502.002.501.35
Calmar ratio
The chart of Calmar ratio for EDIV, currently valued at 1.22, compared to the broader market0.002.004.006.008.0010.0012.001.22
Martin ratio
The chart of Martin ratio for EDIV, currently valued at 8.83, compared to the broader market0.0020.0040.0060.0080.008.83
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio

The current SPDR S&P Emerging Markets Dividend ETF Sharpe ratio is 1.97. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.97
1.89
EDIV (SPDR S&P Emerging Markets Dividend ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR S&P Emerging Markets Dividend ETF granted a 4.58% dividend yield in the last twelve months. The annual payout for that period amounted to $1.50 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.50$1.39$1.19$1.14$0.98$1.23$1.02$0.98$1.31$1.26$1.65$2.00

Dividend yield

4.58%4.26%4.94%3.84%3.52%3.83%3.41%2.99%4.94%5.33%4.84%5.13%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR S&P Emerging Markets Dividend ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.18
2023$0.00$0.00$0.06$0.00$0.00$0.39$0.00$0.00$0.89$0.00$0.00$0.05
2022$0.00$0.00$0.04$0.00$0.00$0.41$0.00$0.00$0.68$0.00$0.00$0.07
2021$0.00$0.00$0.09$0.00$0.00$0.37$0.00$0.00$0.48$0.00$0.00$0.20
2020$0.00$0.00$0.18$0.00$0.00$0.41$0.00$0.00$0.31$0.00$0.00$0.07
2019$0.00$0.00$0.13$0.00$0.00$0.43$0.00$0.00$0.59$0.00$0.00$0.07
2018$0.00$0.00$0.12$0.00$0.00$0.35$0.00$0.00$0.46$0.00$0.00$0.10
2017$0.00$0.00$0.05$0.00$0.00$0.32$0.00$0.00$0.49$0.00$0.00$0.13
2016$0.00$0.00$0.07$0.00$0.00$0.39$0.00$0.00$0.69$0.00$0.00$0.16
2015$0.00$0.00$0.08$0.00$0.00$0.63$0.00$0.00$0.42$0.00$0.00$0.14
2014$0.00$0.00$0.02$0.00$0.00$0.74$0.00$0.00$0.68$0.00$0.00$0.22
2013$0.08$0.00$0.00$1.06$0.00$0.00$0.65$0.00$0.00$0.21

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.62%
-3.66%
EDIV (SPDR S&P Emerging Markets Dividend ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR S&P Emerging Markets Dividend ETF. 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 SPDR S&P Emerging Markets Dividend ETF was 53.36%, occurring on Jan 21, 2016. Recovery took 1999 trading sessions.

The current SPDR S&P Emerging Markets Dividend ETF drawdown is 3.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.36%Mar 2, 2012978Jan 21, 20161999Dec 29, 20232977
-22.41%Jul 8, 201161Oct 3, 2011103Mar 1, 2012164
-5.75%May 2, 201116May 23, 201127Jun 30, 201143
-4.45%Jan 2, 202412Jan 18, 20247Jan 29, 202419
-4.3%Mar 10, 20115Mar 16, 20115Mar 23, 201110

Volatility

Volatility Chart

The current SPDR S&P Emerging Markets Dividend ETF volatility is 2.75%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.75%
3.44%
EDIV (SPDR S&P Emerging Markets Dividend ETF)
Benchmark (^GSPC)