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EDIV vs. XCEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EDIV and XCEM is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

EDIV vs. XCEM - Performance Comparison

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

80.00%90.00%100.00%110.00%December2025FebruaryMarchAprilMay
109.15%
102.98%
EDIV
XCEM

Key characteristics

Sharpe Ratio

EDIV:

0.87

XCEM:

0.10

Sortino Ratio

EDIV:

1.26

XCEM:

0.24

Omega Ratio

EDIV:

1.17

XCEM:

1.03

Calmar Ratio

EDIV:

0.85

XCEM:

0.07

Martin Ratio

EDIV:

2.28

XCEM:

0.21

Ulcer Index

EDIV:

5.18%

XCEM:

6.81%

Daily Std Dev

EDIV:

14.03%

XCEM:

18.12%

Max Drawdown

EDIV:

-53.35%

XCEM:

-40.92%

Current Drawdown

EDIV:

-1.85%

XCEM:

-6.31%

Returns By Period

In the year-to-date period, EDIV achieves a 6.15% return, which is significantly higher than XCEM's 4.16% return.


EDIV

YTD

6.15%

1M

13.92%

6M

2.99%

1Y

12.11%

5Y*

13.70%

10Y*

4.57%

XCEM

YTD

4.16%

1M

15.55%

6M

-2.38%

1Y

1.80%

5Y*

10.43%

10Y*

N/A

*Annualized

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EDIV vs. XCEM - Expense Ratio Comparison

EDIV has a 0.49% expense ratio, which is higher than XCEM's 0.16% expense ratio.


Risk-Adjusted Performance

EDIV vs. XCEM — Risk-Adjusted Performance Rank

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

EDIV
The Risk-Adjusted Performance Rank of EDIV is 7474
Overall Rank
The Sharpe Ratio Rank of EDIV is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of EDIV is 7676
Sortino Ratio Rank
The Omega Ratio Rank of EDIV is 7474
Omega Ratio Rank
The Calmar Ratio Rank of EDIV is 7979
Calmar Ratio Rank
The Martin Ratio Rank of EDIV is 6565
Martin Ratio Rank

XCEM
The Risk-Adjusted Performance Rank of XCEM is 2525
Overall Rank
The Sharpe Ratio Rank of XCEM is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of XCEM is 2424
Sortino Ratio Rank
The Omega Ratio Rank of XCEM is 2424
Omega Ratio Rank
The Calmar Ratio Rank of XCEM is 2626
Calmar Ratio Rank
The Martin Ratio Rank of XCEM is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EDIV vs. XCEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Emerging Markets Dividend ETF (EDIV) and Columbia EM Core ex-China ETF (XCEM). 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.


The current EDIV Sharpe Ratio is 0.87, which is higher than the XCEM Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of EDIV and XCEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.87
0.10
EDIV
XCEM

Dividends

EDIV vs. XCEM - Dividend Comparison

EDIV's dividend yield for the trailing twelve months is around 4.03%, more than XCEM's 2.65% yield.


TTM20242023202220212020201920182017201620152014
EDIV
SPDR S&P Emerging Markets Dividend ETF
4.03%3.94%4.26%4.94%3.84%3.52%3.83%3.41%2.99%4.93%5.33%4.84%
XCEM
Columbia EM Core ex-China ETF
2.65%2.76%1.22%2.42%1.94%1.63%2.11%3.24%8.57%1.24%2.57%0.00%

Drawdowns

EDIV vs. XCEM - Drawdown Comparison

The maximum EDIV drawdown since its inception was -53.35%, which is greater than XCEM's maximum drawdown of -40.92%. Use the drawdown chart below to compare losses from any high point for EDIV and XCEM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-1.85%
-6.31%
EDIV
XCEM

Volatility

EDIV vs. XCEM - Volatility Comparison

The current volatility for SPDR S&P Emerging Markets Dividend ETF (EDIV) is 5.50%, while Columbia EM Core ex-China ETF (XCEM) has a volatility of 8.53%. This indicates that EDIV experiences smaller price fluctuations and is considered to be less risky than XCEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
5.50%
8.53%
EDIV
XCEM