Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AAM S&P Emerging Markets High Dividend Value ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Returns By Period
AAM S&P Emerging Markets High Dividend Value ETF
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.42% | 0.75% | -2.03% | 0.05% | 3.43% | -1.88% | 0.83% | 2.01% | 6.59% | 1.20% | 9.61% | ||
| 2023 | 2.94% | -4.03% | 1.75% | 1.90% | -3.73% | 5.60% | 7.55% | -5.77% | 0.81% | -3.22% | 7.51% | 6.24% | 17.60% |
| 2022 | 3.12% | -2.62% | 1.44% | -4.05% | 0.37% | -9.89% | -0.68% | -7.36% | -9.83% | 4.18% | 16.04% | 0.13% | -11.21% |
| 2021 | -1.24% | 4.43% | 2.23% | 2.08% | 2.94% | -1.59% | -0.20% | 3.64% | -3.74% | -1.27% | -3.95% | 2.53% | 5.54% |
| 2020 | -7.96% | -6.01% | -20.19% | 8.67% | 2.25% | 5.02% | 2.69% | -0.79% | -2.62% | -0.32% | 13.32% | 10.38% | -0.35% |
| 2019 | 11.96% | -3.12% | -1.83% | -0.04% | -5.26% | 4.72% | -1.29% | -5.80% | 2.24% | 2.58% | 1.01% | 8.18% | 12.55% |
Benchmark Metrics
AAM S&P Emerging Markets High Dividend Value ETF has an annualized alpha of -3.57%, beta of 0.60, and R² of 0.42 versus S&P 500 Index. Calculated based on daily prices since November 30, 2017.
- This ETF participated in 92.37% of S&P 500 Index downside but only 59.97% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.60 may look defensive, but with R² of 0.42 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.42 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -3.57%
- Beta
- 0.60
- R²
- 0.42
- Upside Capture
- 59.97%
- Downside Capture
- 92.37%
Expense Ratio
EEMD has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for AAM S&P Emerging Markets High Dividend Value ETF (EEMD) and compare them to a chosen benchmark (S&P 500 Index).
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
Dividends
Dividend History
AAM S&P Emerging Markets High Dividend Value ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $1.61 | $1.36 | $1.36 | $0.83 | $1.22 | $1.05 | $0.11 |
Dividend yield | 0.00% | 8.41% | 7.66% | 6.34% | 3.84% | 5.35% | 4.91% | 0.42% |
Monthly Dividends
The table displays the monthly dividend distributions for AAM S&P Emerging Markets High Dividend Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.12 | $0.12 | $0.12 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.00 | $0.00 | $0.81 | ||
| 2023 | $0.09 | $0.10 | $0.10 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.05 | $0.05 | $0.10 | $0.68 | $1.61 |
| 2022 | $0.11 | $0.10 | $0.10 | $0.10 | $0.12 | $0.12 | $0.13 | $0.15 | $0.13 | $0.12 | $0.13 | $0.06 | $1.36 |
| 2021 | $0.09 | $0.08 | $0.10 | $0.08 | $0.06 | $0.10 | $0.12 | $0.12 | $0.12 | $0.12 | $0.09 | $0.30 | $1.36 |
| 2020 | $0.00 | $0.11 | $0.10 | $0.08 | $0.02 | $0.02 | $0.09 | $0.09 | $0.09 | $0.09 | $0.06 | $0.09 | $0.83 |
| 2019 | $0.00 | $0.01 | $0.00 | $0.06 | $0.02 | $0.12 | $0.08 | $0.12 | $0.12 | $0.12 | $0.11 | $0.47 | $1.22 |
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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the AAM S&P Emerging Markets High Dividend Value 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 AAM S&P Emerging Markets High Dividend Value ETF was 45.08%, occurring on Mar 23, 2020. Recovery took 365 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.08% | Jan 29, 2018 | 541 | Mar 23, 2020 | 365 | Sep 1, 2021 | 906 |
| -32.11% | Sep 2, 2021 | 272 | Sep 30, 2022 | 407 | May 15, 2024 | 679 |
| -8.01% | May 22, 2024 | 51 | Aug 5, 2024 | 35 | Sep 24, 2024 | 86 |
| -2.18% | Oct 3, 2024 | 1 | Oct 3, 2024 | — | — | — |
| -1.79% | Dec 6, 2017 | 2 | Dec 7, 2017 | 4 | Dec 13, 2017 | 6 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...