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ISIN
US78463X5335
CUSIP
78463X533
Inception Date
Feb 23, 2011
Region
Emerging Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
S&P Emerging Markets Dividend Opportunities Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$1B

Share Price Chart


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Performance

EDIV Performance Chart

SPDR S&P Emerging Markets Dividend ETF (EDIV) is up 7.5% since the beginning of the year. EDIV is currently trading at $41 per share. Investors who bought $1,000 worth of EDIV shares 5 years ago would now be looking at an investment worth $1,714.


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S&P 500 Index

Returns By Period

SPDR S&P Emerging Markets Dividend ETF (EDIV) has returned 7.52% so far this year and 16.43% over the past 12 months. Over the last ten years, EDIV has returned 9.37% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


SPDR S&P Emerging Markets Dividend ETF

1D
0.31%
1M
1.60%
YTD
7.52%
6M
8.10%
1Y
16.43%
3Y*
18.50%
5Y*
11.38%
10Y*
9.37%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDIV Monthly Returns History

Based on dividend-adjusted daily data since Feb 24, 2011, EDIV's average daily return is +0.02%, while the average monthly return is +0.38%. At this rate, an investment would double in approximately 15.2 years.

Historically, 54% of months were positive and 46% were negative. The best month was Mar 2016 with a return of +14.4%, while the worst month was Mar 2020 at -19.5%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 9 months.

On a daily basis, EDIV closed higher 51% of trading days. The best single day was Mar 13, 2020 with a return of +8.0%, while the worst single day was Mar 16, 2020 at -11.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.03%4.38%-7.27%3.09%1.79%0.79%7.52%
20250.64%0.35%1.00%1.99%3.54%2.85%-0.37%1.66%2.32%-0.75%0.44%1.74%16.45%
2024-1.14%2.40%2.33%0.78%3.35%2.46%-0.51%4.10%4.68%-4.49%-1.69%0.21%12.75%
20237.21%-2.91%5.10%2.24%2.21%5.33%9.73%-2.79%1.00%-3.45%7.83%5.08%41.91%
20223.57%-3.70%-1.38%-3.70%-1.32%-5.19%-0.50%-2.68%-9.25%-1.67%11.81%-1.09%-15.31%
2021-0.18%4.62%3.85%0.73%2.05%-1.65%-2.50%4.34%-1.30%-0.34%-2.27%3.71%11.21%

Benchmark Metrics

SPDR S&P Emerging Markets Dividend ETF has an annualized alpha of -4.81%, beta of 0.75, and R2 of 0.50 versus S&P 500 Index. Calculated based on daily prices since February 24, 2011.

  • This ETF participated in 88.97% of S&P 500 Index downside but only 55.43% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -4.81% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-4.81%
Beta
0.75
0.50
Upside Capture
55.43%
Downside Capture
88.97%

Expense Ratio

EDIV has an expense ratio of 0.49%, placing it in the medium range.


Return for Risk

Risk / Return Rank

EDIV ranks 36 for risk / return — below 36% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


EDIV Risk / Return Rank: 3636
Overall Rank
EDIV Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EDIV Sortino Ratio Rank: 3838
Sortino Ratio Rank
EDIV Omega Ratio Rank: 3939
Omega Ratio Rank
EDIV Calmar Ratio Rank: 3333
Calmar Ratio Rank
EDIV Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for SPDR S&P Emerging Markets Dividend ETF (EDIV) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EDIVBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.25

1.37

-0.12

Calmar ratioReturn relative to maximum drawdown

1.59

2.78

-1.19

Martin ratioReturn relative to average drawdown

4.77

12.44

-7.67

Dividends

Dividend History

SPDR S&P Emerging Markets Dividend ETF provided a 5.77% dividend yield over the last twelve months, with an annual payout of $2.38 per share. The fund has been increasing its distributions for 5 consecutive years.


3.00%3.50%4.00%4.50%5.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.38$1.84$1.39$1.39$1.19$1.14$0.98$1.23$1.02$0.98$1.31$1.26

Dividend yield

5.77%4.69%3.94%4.26%4.94%3.84%3.52%3.83%3.41%2.99%4.94%5.33%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.31$0.00$0.00$0.52$0.83
2025$0.00$0.00$0.29$0.00$0.00$0.64$0.00$0.00$0.66$0.00$0.00$0.25$1.84
2024$0.00$0.00$0.18$0.00$0.00$0.46$0.00$0.00$0.59$0.00$0.00$0.17$1.39
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$1.39
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$1.19
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$1.14

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 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 3.07%.


Related event

Drawdown

Fall

Recovery

Underwater

2016 bear market2016
-53.36%Jan 2016
3y 10mo7y 11mo
11y 10moMar 2012 - Dec 2023
2011 bear market2011
-22.41%Oct 2011
2mo 27d5mo
7mo 27dJul 2011 - Mar 2012
2025 selloff2025
-13.84%Apr 2025
6mo 13d1mo 8d
7mo 21dSep 2024 - May 2025
2026 correction2026
-10.36%Mar 2026
1mo 2d
3mo 27dFeb 2026 - now
2024 pullback2024
-8.19%Aug 2024
21d18d
1mo 9dJul 2024 - Aug 2024

Drawdown Indicators


EDIVBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-53.36%

-56.78%

+3.42%

Max Drawdown (1Y)

Largest decline over 1 year

-10.36%

-9.10%

-1.26%

Max Drawdown (3Y)

Largest decline over 3 years

-13.84%

-18.90%

+5.06%

Max Drawdown (5Y)

Largest decline over 5 years

-28.32%

-25.43%

-2.89%

Max Drawdown (10Y)

Largest decline over 10 years

-40.76%

-33.92%

-6.84%

Current Drawdown

Current decline from peak

-3.07%

-1.80%

-1.27%

Average Drawdown

Average peak-to-trough decline

-19.31%

-10.71%

-8.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

2.03%

+1.42%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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