DIEM vs. SPEM
Compare and contrast key facts about Franklin Emerging Market Core Dividend Tilt Index ETF (DIEM) and SPDR Portfolio Emerging Markets ETF (SPEM).
DIEM and SPEM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DIEM is a passively managed fund by Franklin that tracks the performance of the Morningstar Emerging Markets Dividend Enhanced Select Index. It was launched on Jun 1, 2016. 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. Both DIEM and SPEM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DIEM or SPEM.
Correlation
The correlation between DIEM and SPEM is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DIEM vs. SPEM - Performance Comparison
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Key characteristics
DIEM:
0.57
SPEM:
0.61
DIEM:
0.89
SPEM:
0.91
DIEM:
1.12
SPEM:
1.12
DIEM:
0.59
SPEM:
0.58
DIEM:
1.73
SPEM:
1.72
DIEM:
5.71%
SPEM:
5.94%
DIEM:
18.55%
SPEM:
18.38%
DIEM:
-38.61%
SPEM:
-64.41%
DIEM:
-0.58%
SPEM:
-1.33%
Returns By Period
The year-to-date returns for both stocks are quite close, with DIEM having a 8.67% return and SPEM slightly lower at 8.39%.
DIEM
8.67%
10.77%
7.98%
10.56%
9.29%
8.90%
N/A
SPEM
8.39%
10.20%
7.08%
11.20%
8.83%
9.48%
4.37%
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DIEM vs. SPEM - Expense Ratio Comparison
DIEM has a 0.19% expense ratio, which is higher than SPEM's 0.11% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
DIEM vs. SPEM — Risk-Adjusted Performance Rank
DIEM
SPEM
DIEM vs. SPEM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Emerging Market Core Dividend Tilt Index ETF (DIEM) 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.
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Dividends
DIEM vs. SPEM - Dividend Comparison
DIEM's dividend yield for the trailing twelve months is around 4.57%, more than SPEM's 2.57% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIEM Franklin Emerging Market Core Dividend Tilt Index ETF | 4.57% | 4.92% | 4.45% | 6.31% | 4.06% | 2.74% | 5.98% | 3.87% | 2.61% | 0.35% | 0.00% | 0.00% |
SPEM SPDR Portfolio Emerging Markets ETF | 2.57% | 2.78% | 2.80% | 3.38% | 3.14% | 1.92% | 2.94% | 2.34% | 1.12% | 1.51% | 2.40% | 2.26% |
Drawdowns
DIEM vs. SPEM - Drawdown Comparison
The maximum DIEM drawdown since its inception was -38.61%, smaller than the maximum SPEM drawdown of -64.41%. Use the drawdown chart below to compare losses from any high point for DIEM and SPEM. For additional features, visit the drawdowns tool.
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Volatility
DIEM vs. SPEM - Volatility Comparison
Franklin Emerging Market Core Dividend Tilt Index ETF (DIEM) and SPDR Portfolio Emerging Markets ETF (SPEM) have volatilities of 3.95% and 4.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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