DFEM vs. SPEM
Compare and contrast key facts about Dimensional Emerging Markets Core Equity 2 ETF (DFEM) and SPDR Portfolio Emerging Markets ETF (SPEM).
DFEM and SPEM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFEM is an actively managed fund by Dimensional. It was launched on Apr 26, 2022. SPEM is a passively managed fund by State Street that tracks the performance of the S&P Emerging Markets BMI. It was launched on Mar 19, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFEM or SPEM.
Correlation
The correlation between DFEM and SPEM is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DFEM vs. SPEM - Performance Comparison
Key characteristics
DFEM:
0.87
SPEM:
1.07
DFEM:
1.27
SPEM:
1.57
DFEM:
1.16
SPEM:
1.20
DFEM:
1.40
SPEM:
0.73
DFEM:
3.45
SPEM:
4.40
DFEM:
3.60%
SPEM:
3.63%
DFEM:
14.30%
SPEM:
14.87%
DFEM:
-20.82%
SPEM:
-64.41%
DFEM:
-7.83%
SPEM:
-8.37%
Returns By Period
In the year-to-date period, DFEM achieves a 8.35% return, which is significantly lower than SPEM's 12.13% return.
DFEM
8.35%
-0.18%
0.29%
10.30%
N/A
N/A
SPEM
12.13%
-0.52%
3.53%
15.96%
3.59%
4.56%
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DFEM vs. SPEM - Expense Ratio Comparison
DFEM has a 0.39% expense ratio, which is higher than SPEM's 0.11% expense ratio.
Risk-Adjusted Performance
DFEM vs. SPEM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Markets Core Equity 2 ETF (DFEM) and SPDR Portfolio Emerging Markets ETF (SPEM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
DFEM vs. SPEM - Dividend Comparison
DFEM's dividend yield for the trailing twelve months is around 2.48%, more than SPEM's 1.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEM Dimensional Emerging Markets Core Equity 2 ETF | 2.48% | 2.38% | 1.99% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPEM SPDR Portfolio Emerging Markets ETF | 1.15% | 2.80% | 3.38% | 3.14% | 1.92% | 2.94% | 2.34% | 1.12% | 1.51% | 2.40% | 2.26% | 1.91% |
Drawdowns
DFEM vs. SPEM - Drawdown Comparison
The maximum DFEM drawdown since its inception was -20.82%, smaller than the maximum SPEM drawdown of -64.41%. Use the drawdown chart below to compare losses from any high point for DFEM and SPEM. For additional features, visit the drawdowns tool.
Volatility
DFEM vs. SPEM - Volatility Comparison
The current volatility for Dimensional Emerging Markets Core Equity 2 ETF (DFEM) is 3.62%, while SPDR Portfolio Emerging Markets ETF (SPEM) has a volatility of 4.36%. This indicates that DFEM experiences smaller price fluctuations and is considered to be less risky than SPEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.