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EDIV vs. VEXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDIV vs. VEXC - Performance Comparison

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

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Returns By Period

In the year-to-date period, EDIV achieves a 6.42% return, which is significantly lower than VEXC's 20.21% return.


EDIV

1D
-1.27%
1M
2.48%
YTD
6.42%
6M
7.80%
1Y
14.08%
3Y*
19.05%
5Y*
10.66%
10Y*
9.16%

VEXC

1D
-1.20%
1M
4.95%
YTD
20.21%
6M
23.59%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDIV vs. VEXC - Yearly Performance Comparison


Correlation

The correlation between EDIV and VEXC is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 3, 2025

0.84

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Return for Risk

EDIV vs. VEXC — Risk / Return Rank

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

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

VEXC
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. VEXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Emerging Markets Dividend ETF (EDIV) and Vanguard Emerging Markets Ex-China ETF (VEXC). 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.


EDIVVEXCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

1.37

Martin ratioReturn relative to average drawdown

4.23

EDIV vs. VEXC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EDIVVEXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

2.21

-2.05

Drawdowns

EDIV vs. VEXC - Drawdown Comparison

The maximum EDIV drawdown since its inception was -53.36%, which is greater than VEXC's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for EDIV and VEXC.


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Drawdown Indicators


EDIVVEXCDifference

Max Drawdown

Largest peak-to-trough decline

-53.36%

-12.42%

-40.94%

Max Drawdown (1Y)

Largest decline over 1 year

-10.36%

Max Drawdown (3Y)

Largest decline over 3 years

-13.84%

Max Drawdown (5Y)

Largest decline over 5 years

-28.32%

Max Drawdown (10Y)

Largest decline over 10 years

-40.76%

Current Drawdown

Current decline from peak

-4.07%

-1.20%

-2.87%

Average Drawdown

Average peak-to-trough decline

-19.36%

-2.23%

-17.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

Volatility

EDIV vs. VEXC - Volatility Comparison


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Volatility by Period


EDIVVEXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

Volatility (6M)

Calculated over the trailing 6-month period

10.03%

Volatility (1Y)

Calculated over the trailing 1-year period

12.19%

18.89%

-6.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.83%

18.89%

-5.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.49%

18.89%

-1.40%

EDIV vs. VEXC - Expense Ratio Comparison

EDIV has a 0.49% expense ratio, which is higher than VEXC's 0.07% expense ratio.


Dividends

EDIV vs. VEXC - Dividend Comparison

EDIV's dividend yield for the trailing twelve months is around 4.50%, more than VEXC's 0.74% yield.


PositionTTM20252024202320222021202020192018201720162015
EDIV
SPDR S&P Emerging Markets Dividend ETF
4.50%4.69%3.94%4.26%4.94%3.84%3.52%3.83%3.41%2.99%4.94%5.33%
VEXC
Vanguard Emerging Markets Ex-China ETF
0.74%0.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EDIV and VEXC have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEXC is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEXC is cheaper with a 0.07% expense ratio, compared with 0.49% for EDIV.

EDIV has the higher dividend yield at 4.50%, compared with 0.74% for VEXC.

EDIV tracks S&P Emerging Markets Dividend Opportunities Index, while VEXC tracks FTSE Emerging ex China Index. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.49% for EDIV and 0.07% for VEXC.

Portfolio Optimizer

Find the right allocation for EDIV and VEXC

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