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AAM S&P Emerging Markets High Dividend Value ETF (EEMD) Sharpe Ratio

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

EEMD is a passive ETF by Advisors Asset Management tracking the investment results of the S&P Emerging Markets Dividend and Free Cash Flow Yield. EEMD launched on Nov 28, 2017 and has a 0.50% expense ratio.

Sharpe ratio is not yet available for EEMD. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares AAM S&P Emerging Markets High Dividend Value ETF's Sharpe Ratio with other ETFs in the Emerging Markets Equities, Dividend category across multiple time periods, showing how EEMD'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
LVHIFranklin International Low Volatility High Dividend Index 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
EEMDAAM S&P Emerging Markets High Dividend Value ETF—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows EEMD'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 EEMD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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