EDIV vs. EEMS
Compare and contrast key facts about SPDR S&P Emerging Markets Dividend ETF (EDIV) and iShares MSCI Emerging Markets Small-Cap ETF (EEMS).
EDIV and EEMS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EDIV is a passively managed fund by State Street that tracks the performance of the S&P Emerging Markets Dividend Opportunities Index. It was launched on Feb 23, 2011. EEMS is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Small Cap Index. It was launched on Aug 16, 2011. Both EDIV and EEMS 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: EDIV or EEMS.
Performance
EDIV vs. EEMS - Performance Comparison
Returns By Period
In the year-to-date period, EDIV achieves a 13.28% return, which is significantly higher than EEMS's 3.48% return. Over the past 10 years, EDIV has underperformed EEMS with an annualized return of 3.94%, while EEMS has yielded a comparatively higher 4.77% annualized return.
EDIV
13.28%
-3.65%
2.82%
19.30%
7.30%
3.94%
EEMS
3.48%
-3.86%
-1.14%
8.28%
9.24%
4.77%
Key characteristics
| EDIV | EEMS | |
|---|---|---|
| Sharpe Ratio | 1.50 | 0.62 |
| Sortino Ratio | 2.18 | 0.90 |
| Omega Ratio | 1.27 | 1.12 |
| Calmar Ratio | 2.21 | 0.86 |
| Martin Ratio | 6.86 | 2.92 |
| Ulcer Index | 2.73% | 2.73% |
| Daily Std Dev | 12.45% | 12.85% |
| Max Drawdown | -53.36% | -48.89% |
| Current Drawdown | -7.10% | -7.21% |
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EDIV vs. EEMS - Expense Ratio Comparison
EDIV has a 0.49% expense ratio, which is lower than EEMS's 0.69% expense ratio.
Correlation
The correlation between EDIV and EEMS is 0.78, 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.
Risk-Adjusted Performance
EDIV vs. EEMS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Emerging Markets Dividend ETF (EDIV) and iShares MSCI Emerging Markets Small-Cap ETF (EEMS). 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
EDIV vs. EEMS - Dividend Comparison
EDIV's dividend yield for the trailing twelve months is around 3.58%, more than EEMS's 2.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDIV SPDR S&P Emerging Markets Dividend ETF | 3.58% | 4.26% | 4.94% | 3.84% | 3.52% | 3.83% | 3.41% | 2.99% | 4.93% | 5.33% | 4.84% | 5.13% |
EEMS iShares MSCI Emerging Markets Small-Cap ETF | 2.48% | 2.69% | 0.89% | 3.56% | 2.14% | 2.64% | 3.06% | 2.47% | 2.51% | 2.33% | 2.67% | 2.15% |
Drawdowns
EDIV vs. EEMS - Drawdown Comparison
The maximum EDIV drawdown since its inception was -53.36%, which is greater than EEMS's maximum drawdown of -48.89%. Use the drawdown chart below to compare losses from any high point for EDIV and EEMS. For additional features, visit the drawdowns tool.
Volatility
EDIV vs. EEMS - Volatility Comparison
SPDR S&P Emerging Markets Dividend ETF (EDIV) and iShares MSCI Emerging Markets Small-Cap ETF (EEMS) have volatilities of 3.79% and 3.69%, 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.