- ISIN
- US26922A5864
- CUSIP
- 26922A586
- Inception Date
- Nov 28, 2017
- Region
- Emerging Markets (Broad)
- Category
- Emerging Markets Equities, Dividend
- Leveraged
- 1x (No leverage)
- Index Tracked
- S&P Emerging Markets Dividend and Free Cash Flow Yield
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $8M
Share Price Chart
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Performance
EEMD Performance Chart
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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
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
EEMD Monthly Returns History
| 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% |
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 29, 2017.
- This ETF participated in 92.37% of S&P 500 Index downside but only 59.98% 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
- 59.98%
- 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 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.
| EEMD | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.78 | — |
| Martin ratioReturn relative to average drawdown | — | 12.44 | — |
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.
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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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -45.08%Mar 2020 | 2y 1mo | 1y 5mo | 3y 7moJan 2018 - Sep 2021 |
Bear market2022 | -32.11%Sep 2022 | 1y 28d | 1y 7mo | 2y 8moSep 2021 - May 2024 |
2024 pullback2024 | -8.01%Aug 2024 | 2mo 15d | 1mo 20d | 4mo 5dMay 2024 - Sep 2024 |
2024 pullback2024 | -2.18%Oct 2024 | 0s | — | 1y 8moOct 2024 - now |
2017 pullback2017 | -1.79%Dec 2017 | 1d | 6d | 7dDec 2017 - Dec 2017 |
Drawdown Indicators
| EEMD | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -56.78% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | — | -1.80% | — |
Average DrawdownAverage peak-to-trough decline | — | -10.71% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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