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

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.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.31%
-0.44%
EDIV
XCEM

Returns By Period

In the year-to-date period, EDIV achieves a 13.69% return, which is significantly higher than XCEM's 3.37% return.


EDIV

YTD

13.69%

1M

-4.26%

6M

2.36%

1Y

19.35%

5Y (annualized)

7.40%

10Y (annualized)

3.94%

XCEM

YTD

3.37%

1M

-4.19%

6M

-0.41%

1Y

9.67%

5Y (annualized)

5.03%

10Y (annualized)

N/A

Key characteristics


EDIVXCEM
Sharpe Ratio1.670.74
Sortino Ratio2.411.08
Omega Ratio1.301.14
Calmar Ratio2.470.89
Martin Ratio7.873.39
Ulcer Index2.66%3.12%
Daily Std Dev12.50%14.19%
Max Drawdown-53.36%-40.92%
Current Drawdown-6.76%-7.40%

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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.


EDIV
SPDR S&P Emerging Markets Dividend ETF
Expense ratio chart for EDIV: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for XCEM: current value at 0.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.16%

Correlation

-0.50.00.51.00.7

The correlation between EDIV and XCEM is 0.71, 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. 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.


Sharpe ratio
The chart of Sharpe ratio for EDIV, currently valued at 1.67, compared to the broader market0.002.004.006.001.670.74
The chart of Sortino ratio for EDIV, currently valued at 2.41, compared to the broader market-2.000.002.004.006.008.0010.0012.002.411.08
The chart of Omega ratio for EDIV, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.14
The chart of Calmar ratio for EDIV, currently valued at 2.47, compared to the broader market0.005.0010.0015.002.470.89
The chart of Martin ratio for EDIV, currently valued at 7.87, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.873.39
EDIV
XCEM

The current EDIV Sharpe Ratio is 1.67, which is higher than the XCEM Sharpe Ratio of 0.74. 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.67
0.74
EDIV
XCEM

Dividends

EDIV vs. XCEM - Dividend Comparison

EDIV's dividend yield for the trailing twelve months is around 3.56%, more than XCEM's 1.18% yield.


TTM20232022202120202019201820172016201520142013
EDIV
SPDR S&P Emerging Markets Dividend ETF
3.56%4.26%4.94%3.84%3.52%3.83%3.41%2.99%4.93%5.33%4.84%5.13%
XCEM
Columbia EM Core ex-China ETF
1.18%1.22%2.42%1.94%1.63%2.11%3.24%8.57%1.24%2.57%0.00%0.00%

Drawdowns

EDIV vs. XCEM - Drawdown Comparison

The maximum EDIV drawdown since its inception was -53.36%, 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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.76%
-7.40%
EDIV
XCEM

Volatility

EDIV vs. XCEM - Volatility Comparison

SPDR S&P Emerging Markets Dividend ETF (EDIV) has a higher volatility of 3.87% compared to Columbia EM Core ex-China ETF (XCEM) at 3.47%. This indicates that EDIV's price experiences larger fluctuations and is considered to be riskier than XCEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.87%
3.47%
EDIV
XCEM