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SPDR MSCI Emerging Markets Fossil Fuel Free ETF (E...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US78470E2054

CUSIP

78470E205

Inception Date

Oct 24, 2016

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

MSCI Emerging Markets ex Fossil Fuels Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

EEMX has an expense ratio of 0.30%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

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 SPDR MSCI Emerging Markets Fossil Fuel Free ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


50.00%100.00%150.00%200.00%December2025FebruaryMarchAprilMay
50.40%
161.62%
EEMX (SPDR MSCI Emerging Markets Fossil Fuel Free ETF)
Benchmark (^GSPC)

Returns By Period

SPDR MSCI Emerging Markets Fossil Fuel Free ETF (EEMX) returned 8.31% year-to-date (YTD) and 10.67% over the past 12 months.


EEMX

YTD

8.31%

1M

12.24%

6M

1.78%

1Y

10.67%

5Y*

7.62%

10Y*

N/A

^GSPC (Benchmark)

YTD

-4.26%

1M

11.24%

6M

-5.02%

1Y

8.55%

5Y*

14.02%

10Y*

10.31%

*Annualized

Monthly Returns

The table below presents the monthly returns of EEMX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.01%1.12%0.82%0.69%3.44%8.31%
2024-5.30%4.51%2.88%-0.49%1.19%3.24%1.58%0.76%6.40%-3.09%-2.60%-1.44%7.22%
20239.32%-7.11%3.33%-1.30%-1.94%4.72%5.60%-6.37%-3.23%-3.27%7.50%3.76%9.81%
20220.03%-3.68%-2.92%-5.96%0.96%-5.43%-1.01%-0.75%-11.69%-2.34%15.96%-2.76%-19.75%
20213.77%0.75%-1.40%1.40%1.39%0.80%-6.42%1.38%-4.10%1.15%-3.68%1.83%-3.57%
2020-5.81%-2.92%-14.89%6.62%2.47%7.63%8.35%2.75%-0.60%2.17%7.42%7.56%19.55%
20199.92%-0.85%0.94%2.35%-7.43%6.24%-2.08%-3.95%1.64%4.10%0.19%7.40%18.56%
20187.79%-5.24%-0.32%-2.90%-3.17%-6.25%5.63%-3.81%-0.79%-9.70%5.19%-3.13%-16.76%
20173.59%7.67%1.12%1.89%3.49%1.46%5.45%2.30%-1.10%3.55%-0.10%3.96%38.46%
2016-1.69%-5.06%-0.04%-6.70%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EEMX is 57, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EEMX is 5757
Overall Rank
The Sharpe Ratio Rank of EEMX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of EEMX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of EEMX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of EEMX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of EEMX is 5555
Martin 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 MSCI Emerging Markets Fossil Fuel Free ETF (EEMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current SPDR MSCI Emerging Markets Fossil Fuel Free ETF Sharpe ratio is 0.62. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR MSCI Emerging Markets Fossil Fuel Free ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.62
0.55
EEMX (SPDR MSCI Emerging Markets Fossil Fuel Free ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR MSCI Emerging Markets Fossil Fuel Free ETF provided a 2.09% dividend yield over the last twelve months, with an annual payout of $0.73 per share.


0.00%0.50%1.00%1.50%2.00%2.50%$0.00$0.20$0.40$0.60$0.80201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019201820172016
Dividend$0.73$0.73$0.68$0.68$0.63$0.55$0.84$0.69$0.86$0.04

Dividend yield

2.09%2.26%2.20%2.38%1.72%1.42%2.57%2.41%2.45%0.15%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR MSCI Emerging Markets Fossil Fuel Free ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.20$0.00$0.00$0.00$0.00$0.00$0.53$0.73
2023$0.00$0.00$0.00$0.00$0.00$0.21$0.00$0.00$0.00$0.00$0.00$0.47$0.68
2022$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.00$0.00$0.00$0.51$0.68
2021$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.00$0.00$0.00$0.00$0.46$0.63
2020$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.00$0.00$0.00$0.00$0.38$0.55
2019$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.00$0.00$0.00$0.70$0.84
2018$0.00$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.00$0.49$0.69
2017$0.00$0.00$0.12$0.00$0.00$0.11$0.00$0.00$0.29$0.00$0.00$0.34$0.86
2016$0.04$0.04

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-12.56%
-8.74%
EEMX (SPDR MSCI Emerging Markets Fossil Fuel Free ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR MSCI Emerging Markets Fossil Fuel Free 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 MSCI Emerging Markets Fossil Fuel Free ETF was 39.91%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current SPDR MSCI Emerging Markets Fossil Fuel Free ETF drawdown is 12.56%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.91%Feb 17, 2021426Oct 24, 2022
-36.38%Jan 29, 2018478Mar 23, 2020165Nov 16, 2020643
-7.92%Oct 26, 201610Nov 16, 201614Feb 15, 201724
-5.41%Jan 22, 20216Jan 29, 20217Feb 9, 202113
-5.41%Nov 27, 20178Dec 6, 201713Dec 28, 201721

Volatility

Volatility Chart

The current SPDR MSCI Emerging Markets Fossil Fuel Free ETF volatility is 9.32%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
9.32%
11.45%
EEMX (SPDR MSCI Emerging Markets Fossil Fuel Free ETF)
Benchmark (^GSPC)