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EDIV vs. QAT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EDIV vs. QAT - Performance Comparison

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

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EDIV vs. QAT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EDIV
SPDR S&P Emerging Markets Dividend ETF
1.86%16.45%12.75%41.91%-15.31%11.21%-9.95%11.80%-6.16%28.20%
QAT
iShares MSCI Qatar ETF
-0.84%8.81%5.20%2.72%-7.23%14.42%6.94%-0.44%20.03%-11.66%

Returns By Period

In the year-to-date period, EDIV achieves a 1.86% return, which is significantly higher than QAT's -0.84% return. Over the past 10 years, EDIV has outperformed QAT with an annualized return of 8.40%, while QAT has yielded a comparatively lower 3.25% annualized return.


EDIV

1D
0.20%
1M
-5.30%
YTD
1.86%
6M
3.56%
1Y
15.65%
3Y*
20.17%
5Y*
10.65%
10Y*
8.40%

QAT

1D
0.32%
1M
-1.11%
YTD
-0.84%
6M
-2.60%
1Y
8.20%
3Y*
5.57%
5Y*
3.66%
10Y*
3.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EDIV vs. QAT - Expense Ratio Comparison

EDIV has a 0.49% expense ratio, which is lower than QAT's 0.59% expense ratio.


Return for Risk

EDIV vs. QAT — Risk / Return Rank

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

EDIV
EDIV Risk / Return Rank: 6060
Overall Rank
EDIV Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
EDIV Sortino Ratio Rank: 6161
Sortino Ratio Rank
EDIV Omega Ratio Rank: 6161
Omega Ratio Rank
EDIV Calmar Ratio Rank: 5959
Calmar Ratio Rank
EDIV Martin Ratio Rank: 5656
Martin Ratio Rank

QAT
QAT Risk / Return Rank: 2828
Overall Rank
QAT Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
QAT Sortino Ratio Rank: 2828
Sortino Ratio Rank
QAT Omega Ratio Rank: 2929
Omega Ratio Rank
QAT Calmar Ratio Rank: 3030
Calmar Ratio Rank
QAT Martin Ratio Rank: 2323
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.

EDIV vs. QAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Emerging Markets Dividend ETF (EDIV) and iShares MSCI Qatar ETF (QAT). 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.


EDIVQATDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.62

+0.52

Sortino ratio

Return per unit of downside risk

1.61

0.87

+0.74

Omega ratio

Gain probability vs. loss probability

1.23

1.13

+0.10

Calmar ratio

Return relative to maximum drawdown

1.57

0.80

+0.78

Martin ratio

Return relative to average drawdown

5.68

1.75

+3.94

EDIV vs. QAT - Sharpe Ratio Comparison

The current EDIV Sharpe Ratio is 1.14, which is higher than the QAT Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of EDIV and QAT, 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


EDIVQATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.62

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.25

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.18

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.07

+0.09

Correlation

The correlation between EDIV and QAT is 0.32, 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

EDIV vs. QAT - Dividend Comparison

EDIV's dividend yield for the trailing twelve months is around 4.70%, more than QAT's 3.54% yield.


TTM20252024202320222021202020192018201720162015
EDIV
SPDR S&P Emerging Markets Dividend ETF
4.70%4.69%3.94%4.26%4.94%3.84%3.52%3.83%3.41%2.99%4.94%5.33%
QAT
iShares MSCI Qatar ETF
3.54%3.51%5.90%3.92%4.78%2.33%2.63%3.57%4.63%4.10%3.51%4.49%

Drawdowns

EDIV vs. QAT - Drawdown Comparison

The maximum EDIV drawdown since its inception was -53.36%, which is greater than QAT's maximum drawdown of -45.21%. Use the drawdown chart below to compare losses from any high point for EDIV and QAT.


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Drawdown Indicators


EDIVQATDifference

Max Drawdown

Largest peak-to-trough decline

-53.36%

-45.21%

-8.15%

Max Drawdown (1Y)

Largest decline over 1 year

-10.36%

-10.60%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-28.32%

-33.17%

+4.85%

Max Drawdown (10Y)

Largest decline over 10 years

-40.76%

-34.04%

-6.72%

Current Drawdown

Current decline from peak

-8.17%

-13.17%

+5.00%

Average Drawdown

Average peak-to-trough decline

-19.53%

-19.28%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

4.84%

-1.97%

Volatility

EDIV vs. QAT - Volatility Comparison

SPDR S&P Emerging Markets Dividend ETF (EDIV) has a higher volatility of 5.79% compared to iShares MSCI Qatar ETF (QAT) at 5.00%. This indicates that EDIV's price experiences larger fluctuations and is considered to be riskier than QAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDIVQATDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

5.00%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

9.06%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

13.76%

13.22%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.81%

14.83%

-1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

17.60%

-0.02%