PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SPDR DoubleLine Emerging Markets Fixed Income ETF ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS78470P3091
CUSIP78470P309
IssuerState Street
Inception DateApr 13, 2016
RegionEmerging Markets (Broad)
CategoryEmerging Markets Bonds, Actively Managed
Index TrackedNo Index (Active)
Asset ClassBond

Expense Ratio

The SPDR DoubleLine Emerging Markets Fixed Income ETF has a high expense ratio of 0.65%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.65%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds to compare with EMTL

SPDR DoubleLine Emerging Markets Fixed Income ETF

Popular comparisons: EMTL vs. EMB

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR DoubleLine Emerging Markets Fixed Income ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%50.00%100.00%150.00%OctoberNovemberDecember2024FebruaryMarch
23.66%
152.28%
EMTL (SPDR DoubleLine Emerging Markets Fixed Income ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR DoubleLine Emerging Markets Fixed Income ETF had a return of 1.48% year-to-date (YTD) and 9.78% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date1.48%10.16%
1 month0.85%3.47%
6 months8.02%22.20%
1 year9.78%30.45%
5 years (annualized)1.11%13.16%
10 years (annualized)N/A10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.52%0.31%
2023-0.51%-1.54%-1.50%4.42%3.47%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for SPDR DoubleLine Emerging Markets Fixed Income ETF (EMTL) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
EMTL
SPDR DoubleLine Emerging Markets Fixed Income ETF
2.46
^GSPC
S&P 500
2.79

Sharpe Ratio

The current SPDR DoubleLine Emerging Markets Fixed Income ETF Sharpe ratio is 2.46. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.46
2.79
EMTL (SPDR DoubleLine Emerging Markets Fixed Income ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR DoubleLine Emerging Markets Fixed Income ETF granted a 4.88% dividend yield in the last twelve months. The annual payout for that period amounted to $2.06 per share.


PeriodTTM20232022202120202019201820172016
Dividend$2.06$2.01$1.68$2.65$1.68$2.03$1.60$2.10$4.33

Dividend yield

4.88%4.78%4.19%5.42%3.28%3.96%3.35%4.16%8.87%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR DoubleLine Emerging Markets Fixed Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.18
2023$0.00$0.16$0.16$0.16$0.17$0.17$0.12$0.17$0.18$0.18$0.18$0.36
2022$0.00$0.12$0.12$0.13$0.13$0.13$0.14$0.14$0.15$0.14$0.17$0.32
2021$0.00$0.12$0.12$0.12$0.13$0.11$0.12$0.12$0.12$0.12$0.12$1.45
2020$0.00$0.16$0.15$0.15$0.13$0.15$0.15$0.15$0.14$0.13$0.12$0.24
2019$0.00$0.17$0.16$0.17$0.18$0.18$0.17$0.17$0.17$0.16$0.17$0.32
2018$0.00$0.13$0.10$0.10$0.10$0.10$0.13$0.14$0.16$0.16$0.16$0.32
2017$0.00$0.13$0.15$0.14$0.16$0.16$0.15$0.14$0.13$0.13$0.11$0.71
2016$0.06$0.19$0.20$0.19$0.17$0.14$0.12$3.26

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-6.14%
0
EMTL (SPDR DoubleLine Emerging Markets Fixed Income ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR DoubleLine Emerging Markets Fixed Income 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 DoubleLine Emerging Markets Fixed Income ETF was 22.91%, occurring on Oct 21, 2022. The portfolio has not yet recovered.

The current SPDR DoubleLine Emerging Markets Fixed Income ETF drawdown is 6.14%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.91%Sep 16, 2021277Oct 21, 2022
-14.48%Feb 24, 202022Mar 24, 2020178Dec 11, 2020200
-3.82%Sep 12, 2017189Jun 14, 2018158Jan 31, 2019347
-2.15%Oct 28, 201627Dec 6, 201639Feb 2, 201766
-1.66%Feb 8, 202136Mar 30, 202149Jun 9, 202185

Volatility

Volatility Chart

The current SPDR DoubleLine Emerging Markets Fixed Income ETF volatility is 0.81%, 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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
0.81%
2.80%
EMTL (SPDR DoubleLine Emerging Markets Fixed Income ETF)
Benchmark (^GSPC)