PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SPDR MSCI Emerging Markets Fossil Fuel Free ETF (E...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS78470E2054
CUSIP78470E205
IssuerState Street
Inception DateOct 24, 2016
RegionEmerging Markets (Broad)
CategoryAsia Pacific Equities
Index TrackedMSCI Emerging Markets ex Fossil Fuels Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The SPDR MSCI Emerging Markets Fossil Fuel Free ETF has a high expense ratio of 0.30%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.30%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPDR MSCI Emerging Markets Fossil Fuel Free ETF

Popular comparisons: EEMX vs. VOO, EEMX vs. ESGE, EEMX vs. SPEM, EEMX vs. SCHD, EEMX vs. FSKAX, EEMX vs. SPYX

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.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
7.52%
17.08%
EEMX (SPDR MSCI Emerging Markets Fossil Fuel Free ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR MSCI Emerging Markets Fossil Fuel Free ETF had a return of -1.83% year-to-date (YTD) and 2.07% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-1.83%5.90%
1 month-2.90%-1.28%
6 months5.90%15.51%
1 year2.07%21.68%
5 years (annualized)0.70%11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-5.30%4.51%2.87%
2023-3.23%-3.27%7.50%3.76%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EEMX is 23, indicating that it is in the bottom 23% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of EEMX is 2323
SPDR MSCI Emerging Markets Fossil Fuel Free ETF(EEMX)
The Sharpe Ratio Rank of EEMX is 2424Sharpe Ratio Rank
The Sortino Ratio Rank of EEMX is 2424Sortino Ratio Rank
The Omega Ratio Rank of EEMX is 2323Omega Ratio Rank
The Calmar Ratio Rank of EEMX is 2323Calmar Ratio Rank
The Martin Ratio Rank of EEMX is 2424Martin 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.


EEMX
Sharpe ratio
The chart of Sharpe ratio for EEMX, currently valued at 0.17, compared to the broader market-1.000.001.002.003.004.005.000.17
Sortino ratio
The chart of Sortino ratio for EEMX, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.000.35
Omega ratio
The chart of Omega ratio for EEMX, currently valued at 1.04, compared to the broader market1.001.502.002.501.04
Calmar ratio
The chart of Calmar ratio for EEMX, currently valued at 0.08, compared to the broader market0.002.004.006.008.0010.0012.000.08
Martin ratio
The chart of Martin ratio for EEMX, currently valued at 0.46, compared to the broader market0.0020.0040.0060.0080.000.46
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current SPDR MSCI Emerging Markets Fossil Fuel Free ETF Sharpe ratio is 0.17. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.17
1.89
EEMX (SPDR MSCI Emerging Markets Fossil Fuel Free ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR MSCI Emerging Markets Fossil Fuel Free ETF granted a 2.24% dividend yield in the last twelve months. The annual payout for that period amounted to $0.68 per share.


PeriodTTM20232022202120202019201820172016
Dividend$0.68$0.68$0.68$0.63$0.55$0.84$0.69$0.86$0.04

Dividend yield

2.24%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
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
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
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
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
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
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
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
2016$0.04

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-26.09%
-3.86%
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 26.09%.


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 3.78%, 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%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.78%
3.39%
EEMX (SPDR MSCI Emerging Markets Fossil Fuel Free ETF)
Benchmark (^GSPC)