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

Correlation

The correlation between EELV and EDIV is 0.85, 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.


-0.50.00.51.00.9

Performance

EELV vs. EDIV - Performance Comparison

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

20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
44.26%
26.86%
EELV
EDIV

Key characteristics

Sharpe Ratio

EELV:

0.49

EDIV:

1.39

Sortino Ratio

EELV:

0.75

EDIV:

2.02

Omega Ratio

EELV:

1.09

EDIV:

1.25

Calmar Ratio

EELV:

0.53

EDIV:

1.85

Martin Ratio

EELV:

1.61

EDIV:

5.01

Ulcer Index

EELV:

3.23%

EDIV:

3.40%

Daily Std Dev

EELV:

10.69%

EDIV:

12.26%

Max Drawdown

EELV:

-36.35%

EDIV:

-53.36%

Current Drawdown

EELV:

-9.31%

EDIV:

-8.19%

Returns By Period

In the year-to-date period, EELV achieves a 2.31% return, which is significantly lower than EDIV's 11.94% return. Over the past 10 years, EELV has underperformed EDIV with an annualized return of 2.92%, while EDIV has yielded a comparatively higher 4.46% annualized return.


EELV

YTD

2.31%

1M

-2.65%

6M

2.42%

1Y

4.31%

5Y*

3.75%

10Y*

2.92%

EDIV

YTD

11.94%

1M

-1.26%

6M

1.16%

1Y

14.98%

5Y*

6.32%

10Y*

4.46%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EELV vs. EDIV - Expense Ratio Comparison

EELV has a 0.30% expense ratio, which is lower than EDIV's 0.49% 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 EELV: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

EELV vs. EDIV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P Emerging Markets Low Volatility ETF (EELV) and SPDR S&P Emerging Markets Dividend ETF (EDIV). 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 EELV, currently valued at 0.49, compared to the broader market0.002.004.000.491.39
The chart of Sortino ratio for EELV, currently valued at 0.75, compared to the broader market-2.000.002.004.006.008.0010.000.752.02
The chart of Omega ratio for EELV, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.25
The chart of Calmar ratio for EELV, currently valued at 0.53, compared to the broader market0.005.0010.0015.000.531.85
The chart of Martin ratio for EELV, currently valued at 1.61, compared to the broader market0.0020.0040.0060.0080.00100.001.615.01
EELV
EDIV

The current EELV Sharpe Ratio is 0.49, which is lower than the EDIV Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of EELV and EDIV, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.49
1.39
EELV
EDIV

Dividends

EELV vs. EDIV - Dividend Comparison

EELV's dividend yield for the trailing twelve months is around 3.08%, less than EDIV's 3.47% yield.


TTM20232022202120202019201820172016201520142013
EELV
Invesco S&P Emerging Markets Low Volatility ETF
3.08%4.00%3.46%4.34%2.82%3.14%5.50%2.91%2.30%2.53%3.25%2.10%
EDIV
SPDR S&P Emerging Markets Dividend ETF
3.47%4.26%4.94%3.84%3.52%3.83%3.41%2.99%4.93%5.33%4.84%5.13%

Drawdowns

EELV vs. EDIV - Drawdown Comparison

The maximum EELV drawdown since its inception was -36.35%, smaller than the maximum EDIV drawdown of -53.36%. Use the drawdown chart below to compare losses from any high point for EELV and EDIV. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.31%
-8.19%
EELV
EDIV

Volatility

EELV vs. EDIV - Volatility Comparison

Invesco S&P Emerging Markets Low Volatility ETF (EELV) and SPDR S&P Emerging Markets Dividend ETF (EDIV) have volatilities of 2.87% and 2.78%, 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.


2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.87%
2.78%
EELV
EDIV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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