EDD vs. XSD
Compare and contrast key facts about Morgan Stanley Emerging Markets Domestic Fund (EDD) and SPDR S&P Semiconductor ETF (XSD).
EDD is managed by Morgan Stanley. It was launched on Apr 24, 2007. XSD is a passively managed fund by State Street that tracks the performance of the S&P Semiconductor Select Industry. It was launched on Jan 31, 2006.
Performance
EDD vs. XSD - Performance Comparison
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EDD vs. XSD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EDD Morgan Stanley Emerging Markets Domestic Fund | -3.98% | 32.46% | 8.64% | 14.09% | -14.15% | -7.03% | -2.84% | 25.45% | -14.09% | 16.34% |
XSD SPDR S&P Semiconductor ETF | 1.46% | 29.85% | 10.75% | 34.87% | -30.92% | 42.54% | 61.95% | 64.66% | -6.35% | 25.21% |
Returns By Period
In the year-to-date period, EDD achieves a -3.98% return, which is significantly lower than XSD's 1.46% return. Over the past 10 years, EDD has underperformed XSD with an annualized return of 4.43%, while XSD has yielded a comparatively higher 22.52% annualized return.
EDD
- 1D
- 2.63%
- 1M
- -14.39%
- YTD
- -3.98%
- 6M
- -0.81%
- 1Y
- 18.79%
- 3Y*
- 14.67%
- 5Y*
- 5.29%
- 10Y*
- 4.43%
XSD
- 1D
- 6.56%
- 1M
- -7.05%
- YTD
- 1.46%
- 6M
- 2.31%
- 1Y
- 62.89%
- 3Y*
- 16.37%
- 5Y*
- 11.83%
- 10Y*
- 22.52%
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EDD vs. XSD - Expense Ratio Comparison
EDD has a 2.20% expense ratio, which is higher than XSD's 0.35% expense ratio.
Return for Risk
EDD vs. XSD — Risk / Return Rank
EDD
XSD
EDD vs. XSD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Emerging Markets Domestic Fund (EDD) and SPDR S&P Semiconductor ETF (XSD). 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.
| EDD | XSD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 1.47 | -0.35 |
Sortino ratioReturn per unit of downside risk | 1.56 | 2.12 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.29 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 2.89 | -1.80 |
Martin ratioReturn relative to average drawdown | 4.79 | 9.80 | -5.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EDD | XSD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.47 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.32 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.66 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.34 | -0.25 |
Correlation
The correlation between EDD and XSD is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
EDD vs. XSD - Dividend Comparison
EDD's dividend yield for the trailing twelve months is around 10.06%, more than XSD's 0.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDD Morgan Stanley Emerging Markets Domestic Fund | 10.06% | 9.76% | 11.45% | 7.30% | 6.82% | 6.93% | 6.92% | 8.15% | 9.90% | 8.18% | 10.32% | 12.65% |
XSD SPDR S&P Semiconductor ETF | 0.25% | 0.26% | 0.20% | 0.31% | 0.44% | 0.10% | 0.26% | 0.51% | 1.16% | 0.59% | 0.64% | 0.58% |
Drawdowns
EDD vs. XSD - Drawdown Comparison
The maximum EDD drawdown since its inception was -59.38%, smaller than the maximum XSD drawdown of -64.56%. Use the drawdown chart below to compare losses from any high point for EDD and XSD.
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Drawdown Indicators
| EDD | XSD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.38% | -64.56% | +5.18% |
Max Drawdown (1Y)Largest decline over 1 year | -17.67% | -21.35% | +3.68% |
Max Drawdown (5Y)Largest decline over 5 years | -32.04% | -42.27% | +10.23% |
Max Drawdown (10Y)Largest decline over 10 years | -42.70% | -42.27% | -0.43% |
Current DrawdownCurrent decline from peak | -15.50% | -11.52% | -3.98% |
Average DrawdownAverage peak-to-trough decline | -24.38% | -13.84% | -10.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.05% | 6.31% | -2.26% |
Volatility
EDD vs. XSD - Volatility Comparison
The current volatility for Morgan Stanley Emerging Markets Domestic Fund (EDD) is 8.07%, while SPDR S&P Semiconductor ETF (XSD) has a volatility of 13.00%. This indicates that EDD experiences smaller price fluctuations and is considered to be less risky than XSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDD | XSD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.07% | 13.00% | -4.93% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 26.41% | -14.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.87% | 42.91% | -26.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.07% | 37.55% | -22.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 34.45% | -16.80% |