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EGPT vs. SDEM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EGPT vs. SDEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Egypt Index ETF (EGPT) and Global X MSCI SuperDividend Emerging Markets ETF (SDEM). The values are adjusted to include any dividend payments, if applicable.

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EGPT vs. SDEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EGPT
VanEck Vectors Egypt Index ETF
0.00%0.00%-11.22%27.27%-24.66%11.31%-11.53%6.80%-13.88%24.83%
SDEM
Global X MSCI SuperDividend Emerging Markets ETF
9.02%32.01%4.02%12.64%-21.53%2.11%-11.13%17.56%-17.40%16.57%

Returns By Period


EGPT

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

SDEM

1D
2.83%
1M
-3.15%
YTD
9.02%
6M
17.87%
1Y
32.71%
3Y*
18.58%
5Y*
5.04%
10Y*
4.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EGPT vs. SDEM - Expense Ratio Comparison

EGPT has a 0.98% expense ratio, which is higher than SDEM's 0.67% expense ratio.


Return for Risk

EGPT vs. SDEM — Risk / Return Rank

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

EGPT

SDEM
SDEM Risk / Return Rank: 9393
Overall Rank
SDEM Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SDEM Sortino Ratio Rank: 9393
Sortino Ratio Rank
SDEM Omega Ratio Rank: 9393
Omega Ratio Rank
SDEM Calmar Ratio Rank: 9292
Calmar Ratio Rank
SDEM Martin Ratio Rank: 9393
Martin Ratio Rank
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.

EGPT vs. SDEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Egypt Index ETF (EGPT) and Global X MSCI SuperDividend Emerging Markets ETF (SDEM). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EGPT vs. SDEM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EGPTSDEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

Correlation

The correlation between EGPT and SDEM is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EGPT vs. SDEM - Dividend Comparison

EGPT has not paid dividends to shareholders, while SDEM's dividend yield for the trailing twelve months is around 4.92%.


TTM20252024202320222021202020192018201720162015
EGPT
VanEck Vectors Egypt Index ETF
0.00%0.00%0.15%6.02%1.32%2.45%2.50%2.09%1.72%0.77%1.60%1.59%
SDEM
Global X MSCI SuperDividend Emerging Markets ETF
4.92%5.27%7.28%7.50%8.86%8.14%6.30%6.47%6.55%5.01%5.06%6.14%

Drawdowns

EGPT vs. SDEM - Drawdown Comparison


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Drawdown Indicators


EGPTSDEMDifference

Max Drawdown

Largest peak-to-trough decline

-47.38%

Max Drawdown (1Y)

Largest decline over 1 year

-9.78%

Max Drawdown (5Y)

Largest decline over 5 years

-36.72%

Max Drawdown (10Y)

Largest decline over 10 years

-47.38%

Current Drawdown

Current decline from peak

-4.01%

Average Drawdown

Average peak-to-trough decline

-20.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

Volatility

EGPT vs. SDEM - Volatility Comparison


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Volatility by Period


EGPTSDEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

Volatility (1Y)

Calculated over the trailing 1-year period

15.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.31%