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ECON vs. EDIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ECON vs. EDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Emerging Markets Consumer ETF (ECON) and SPDR S&P Emerging Markets Dividend ETF (EDIV). The values are adjusted to include any dividend payments, if applicable.

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ECON vs. EDIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ECON
Columbia Emerging Markets Consumer ETF
5.16%34.15%0.22%7.51%-16.00%-14.11%20.83%17.22%-26.87%27.46%
EDIV
SPDR S&P Emerging Markets Dividend ETF
1.66%16.45%12.75%41.91%-15.31%11.21%-9.95%11.80%-6.16%28.20%

Returns By Period

In the year-to-date period, ECON achieves a 5.16% return, which is significantly higher than EDIV's 1.66% return. Over the past 10 years, ECON has underperformed EDIV with an annualized return of 3.59%, while EDIV has yielded a comparatively higher 8.38% annualized return.


ECON

1D
3.72%
1M
-9.41%
YTD
5.16%
6M
10.37%
1Y
34.32%
3Y*
13.54%
5Y*
1.87%
10Y*
3.59%

EDIV

1D
2.23%
1M
-7.27%
YTD
1.66%
6M
3.11%
1Y
16.06%
3Y*
20.08%
5Y*
10.60%
10Y*
8.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ECON vs. EDIV - Expense Ratio Comparison

Both ECON and EDIV have an expense ratio of 0.49%.


Return for Risk

ECON vs. EDIV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ECON
ECON Risk / Return Rank: 8484
Overall Rank
ECON Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ECON Sortino Ratio Rank: 8585
Sortino Ratio Rank
ECON Omega Ratio Rank: 8484
Omega Ratio Rank
ECON Calmar Ratio Rank: 8484
Calmar Ratio Rank
ECON Martin Ratio Rank: 8282
Martin Ratio Rank

EDIV
EDIV Risk / Return Rank: 6565
Overall Rank
EDIV Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
EDIV Sortino Ratio Rank: 6868
Sortino Ratio Rank
EDIV Omega Ratio Rank: 6767
Omega Ratio Rank
EDIV Calmar Ratio Rank: 6363
Calmar Ratio Rank
EDIV Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ECON vs. EDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Emerging Markets Consumer ETF (ECON) and SPDR S&P Emerging Markets Dividend ETF (EDIV). 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.


ECONEDIVDifference

Sharpe ratio

Return per unit of total volatility

1.70

1.17

+0.53

Sortino ratio

Return per unit of downside risk

2.30

1.65

+0.65

Omega ratio

Gain probability vs. loss probability

1.33

1.24

+0.09

Calmar ratio

Return relative to maximum drawdown

2.49

1.50

+0.98

Martin ratio

Return relative to average drawdown

9.33

5.52

+3.81

ECON vs. EDIV - Sharpe Ratio Comparison

The current ECON Sharpe Ratio is 1.70, which is higher than the EDIV Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of ECON and EDIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ECONEDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.17

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.77

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.48

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.15

+0.01

Correlation

The correlation between ECON and EDIV is 0.81, 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.


Dividends

ECON vs. EDIV - Dividend Comparison

ECON's dividend yield for the trailing twelve months is around 1.68%, less than EDIV's 4.71% yield.


TTM20252024202320222021202020192018201720162015
ECON
Columbia Emerging Markets Consumer ETF
1.68%1.77%0.76%1.57%2.06%1.08%0.63%1.68%0.98%0.35%0.74%1.10%
EDIV
SPDR S&P Emerging Markets Dividend ETF
4.71%4.69%3.94%4.26%4.94%3.84%3.52%3.83%3.41%2.99%4.94%5.33%

Drawdowns

ECON vs. EDIV - Drawdown Comparison

The maximum ECON drawdown since its inception was -45.37%, smaller than the maximum EDIV drawdown of -53.36%. Use the drawdown chart below to compare losses from any high point for ECON and EDIV.


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Drawdown Indicators


ECONEDIVDifference

Max Drawdown

Largest peak-to-trough decline

-45.37%

-53.36%

+7.99%

Max Drawdown (1Y)

Largest decline over 1 year

-13.76%

-10.36%

-3.40%

Max Drawdown (5Y)

Largest decline over 5 years

-38.08%

-28.32%

-9.76%

Max Drawdown (10Y)

Largest decline over 10 years

-45.37%

-40.76%

-4.61%

Current Drawdown

Current decline from peak

-10.55%

-8.36%

-2.19%

Average Drawdown

Average peak-to-trough decline

-16.81%

-19.53%

+2.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

2.82%

+0.84%

Volatility

ECON vs. EDIV - Volatility Comparison

Columbia Emerging Markets Consumer ETF (ECON) has a higher volatility of 10.51% compared to SPDR S&P Emerging Markets Dividend ETF (EDIV) at 6.31%. This indicates that ECON's price experiences larger fluctuations and is considered to be riskier than EDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECONEDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.51%

6.31%

+4.20%

Volatility (6M)

Calculated over the trailing 6-month period

15.20%

9.12%

+6.08%

Volatility (1Y)

Calculated over the trailing 1-year period

20.30%

13.77%

+6.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.82%

13.81%

+6.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.84%

17.58%

+3.26%