EDIV vs. THQ

Last updated Aug 4, 2026

EDIV (SPDR S&P Emerging Markets Dividend ETF) and THQ (Abrdn Healthcare Opportunities Fund) are both funds - EDIV is a Emerging Markets Equities fund tracking the S&P Emerging Markets Dividend Opportunities Index, while THQ is a Health & Biotech Equities fund managed by Aberdeen. Over the past 10 years, EDIV returned 7.99%/yr vs 9.02%/yr for THQ. Their 0.39 correlation means their historical movements had little consistent relationship. EDIV charges 0.49%/yr vs 1.47%/yr for THQ.

Performance

EDIV vs. THQ - Performance Comparison

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

Returns By Period

In the year-to-date period, EDIV achieves a 8.38% return, which is significantly higher than THQ's 4.92% return. Over the past 10 years, EDIV has underperformed THQ with an annualized return of 7.99%, while THQ has yielded a comparatively higher 9.02% annualized return.

EDIV

• 1D: 0.41%
• 1M: 0.90%
• 6M: 2.64%
• YTD: 8.38%
• 1Y: 14.16%
• 3Y*: 16.55%
• 5Y*: 12.01%
• 10Y*: 7.99%
• ALL TIME*: 3.16%

THQ

• 1D: 0.11%
• 1M: -0.20%
• 6M: 3.13%
• YTD: 4.92%
• 1Y: 30.23%
• 3Y*: 10.77%
• 5Y*: 3.91%
• 10Y*: 9.02%
• ALL TIME*: 7.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EDIV SPDR S&P Emerging Markets Dividend ETF	$4.69M	$5.05M	$5.54M
THQ Abrdn Healthcare Opportunities Fund	$3.19M	$4.28M	$3.80M

EDIV vs. THQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EDIV SPDR S&P Emerging Markets Dividend ETF	8.38%	16.45%	12.75%	41.91%	-15.31%	11.21%	-9.95%	11.80%	-6.16%	28.20%
THQ Abrdn Healthcare Opportunities Fund	4.92%	13.88%	15.51%	-1.62%	-17.53%	33.39%	15.20%	22.70%	3.41%	21.84%

Correlation

The correlation between EDIV and THQ is 0.25, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.25
Correlation (3Y) Balances recent behavior with more history.	0.27
Correlation (5Y) Shows whether the relationship held over a longer period.	0.33
Correlation (10Y) Provides a long-term view across more market conditions.	0.39
Correlation (All Time) Calculated using the full available price history since Jul 29, 2014	0.39

The correlation between EDIV and THQ shifts across timeframes, from 0.25 (1 year) to 0.39 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

EDIV vs. THQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EDIV

EDIV Risk / Return Rank: 41
EDIV Sharpe Ratio Rank: 43
EDIV Sortino Ratio Rank: 42
EDIV Omega Ratio Rank: 43
EDIV Calmar Ratio Rank: 38
EDIV Martin Ratio Rank: 38

THQ

THQ Risk / Return Rank: 55
THQ Sharpe Ratio Rank: 68
THQ Sortino Ratio Rank: 65
THQ Omega Ratio Rank: 63
THQ Calmar Ratio Rank: 42
THQ Martin Ratio Rank: 40

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EDIV vs. THQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Emerging Markets Dividend ETF (EDIV) and Abrdn Healthcare Opportunities Fund (THQ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	EDIV	THQ	Difference
Sharpe ratio: Return per unit of total volatility	1.10	1.68	-0.58
Sortino ratio: Return per unit of downside risk	1.60	2.35	-0.75
Omega ratio: Gain probability vs. loss probability	1.21	1.30	-0.09
Calmar ratio: Return relative to maximum drawdown	1.37	1.81	-0.44
Martin ratio: Return relative to average drawdown	4.01	6.21	-2.20

EDIV vs. THQ - Sharpe Ratio Comparison

The current EDIV Sharpe Ratio is 1.10, which is lower than the THQ Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of EDIV and THQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EDIV vs. THQ - Drawdown Comparison

The maximum EDIV drawdown since its inception was -53.36%, which is greater than THQ's maximum drawdown of -39.35%. Use the drawdown chart below to compare losses from any high point for EDIV and THQ.

Drawdown Indicators

	EDIV	THQ	Difference
Max Drawdown Largest peak-to-trough decline	-53.36%	-39.35%	-14.01%
Max Drawdown (1Y) Largest decline over 1 year	-10.36%	-16.74%	+6.38%
Max Drawdown (3Y) Largest decline over 3 years	-13.84%	-25.86%	+12.02%
Max Drawdown (5Y) Largest decline over 5 years	-28.32%	-32.20%	+3.88%
Max Drawdown (10Y) Largest decline over 10 years	-40.76%	-39.35%	-1.41%
Current Drawdown Current decline from peak	-2.30%	-1.26%	-1.04%
Average Drawdown Average peak-to-trough decline	-19.18%	-8.54%	-10.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.54%	4.88%	-1.34%

Volatility

EDIV vs. THQ - Volatility Comparison

SPDR S&P Emerging Markets Dividend ETF (EDIV) and Abrdn Healthcare Opportunities Fund (THQ) have volatilities of 4.12% and 4.30%, 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.

Volatility by Period

	EDIV	THQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.12%	4.30%	-0.18%
Volatility (6M) Calculated over the trailing 6-month period	11.07%	13.68%	-2.61%
Volatility (1Y) Calculated over the trailing 1-year period	12.94%	18.11%	-5.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.96%	19.22%	-5.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.31%	20.53%	-3.22%

EDIV vs. THQ - Expense Ratio Comparison

EDIV has a 0.49% expense ratio, which is lower than THQ's 1.47% expense ratio.

Dividends

EDIV vs. THQ - Dividend Comparison

EDIV's dividend yield for the trailing twelve months is around 4.19%, less than THQ's 11.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EDIV SPDR S&P Emerging Markets Dividend ETF	4.19%	4.69%	3.94%	4.26%	4.94%	3.84%	3.52%	3.83%	3.41%	2.99%	4.94%	5.33%
THQ Abrdn Healthcare Opportunities Fund	11.51%	11.29%	11.09%	7.45%	6.81%	5.27%	6.62%	7.08%	8.05%	7.71%	8.70%	9.50%

Frequently Asked Questions

Can I hold both EDIV and THQ in my portfolio?

EDIV and THQ have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EDIV or THQ?

THQ has higher volatility (4.30%) compared to EDIV (4.12%). In terms of maximum drawdown, EDIV dropped -53.36% vs THQ's -39.35%.

Which has better risk-adjusted returns?

THQ currently has the higher Sharpe Ratio (1.68 vs 1.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.