PortfoliosLab logoPortfoliosLab logo
EMOP vs. EDIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMOP vs. EDIV - Performance Comparison

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

Loading graphics...

EMOP vs. EDIV - Yearly Performance Comparison


Returns By Period

In the year-to-date period, EMOP achieves a 9.93% return, which is significantly higher than EDIV's 1.86% return.


EMOP

1D
2.13%
1M
-5.57%
YTD
9.93%
6M
14.42%
1Y
3Y*
5Y*
10Y*

EDIV

1D
0.20%
1M
-5.30%
YTD
1.86%
6M
3.56%
1Y
15.65%
3Y*
20.17%
5Y*
10.65%
10Y*
8.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


EMOP vs. EDIV - Expense Ratio Comparison

EMOP has a 0.70% expense ratio, which is higher than EDIV's 0.49% expense ratio.


Return for Risk

EMOP vs. EDIV — Risk / Return Rank

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

EMOP

EDIV
EDIV Risk / Return Rank: 6060
Overall Rank
EDIV Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
EDIV Sortino Ratio Rank: 6161
Sortino Ratio Rank
EDIV Omega Ratio Rank: 6161
Omega Ratio Rank
EDIV Calmar Ratio Rank: 5959
Calmar Ratio Rank
EDIV Martin Ratio Rank: 5656
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.

EMOP vs. EDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Emerging Markets Opportunities ETF (EMOP) 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.


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

EMOP vs. EDIV - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


EMOPEDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

2.06

0.15

+1.91

Correlation

The correlation between EMOP and EDIV is 0.77, 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.


Dividends

EMOP vs. EDIV - Dividend Comparison

EMOP's dividend yield for the trailing twelve months is around 0.61%, less than EDIV's 4.70% yield.


TTM20252024202320222021202020192018201720162015
EMOP
AB Emerging Markets Opportunities ETF
0.61%0.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EDIV
SPDR S&P Emerging Markets Dividend ETF
4.70%4.69%3.94%4.26%4.94%3.84%3.52%3.83%3.41%2.99%4.94%5.33%

Drawdowns

EMOP vs. EDIV - Drawdown Comparison

The maximum EMOP drawdown since its inception was -12.88%, smaller than the maximum EDIV drawdown of -53.36%. Use the drawdown chart below to compare losses from any high point for EMOP and EDIV.


Loading graphics...

Drawdown Indicators


EMOPEDIVDifference

Max Drawdown

Largest peak-to-trough decline

-12.88%

-53.36%

+40.48%

Max Drawdown (1Y)

Largest decline over 1 year

-10.36%

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

-7.79%

-8.17%

+0.38%

Average Drawdown

Average peak-to-trough decline

-1.92%

-19.53%

+17.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

Volatility

EMOP vs. EDIV - Volatility Comparison


Loading graphics...

Volatility by Period


EMOPEDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

Volatility (1Y)

Calculated over the trailing 1-year period

18.23%

13.76%

+4.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.23%

13.81%

+4.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

17.58%

+0.65%