EQLT vs. SDEM
Compare and contrast key facts about iShares MSCI Emerging Markets Quality Factor ETF (EQLT) and Global X MSCI SuperDividend Emerging Markets ETF (SDEM).
EQLT and SDEM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EQLT is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Quality Factor Select Index. It was launched on Sep 4, 2024. SDEM is a passively managed fund by Global X that tracks the performance of the MSCI Emerging Markets Top 50 Dividend. It was launched on Mar 17, 2015. Both EQLT and SDEM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EQLT vs. SDEM - Performance Comparison
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EQLT vs. SDEM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EQLT iShares MSCI Emerging Markets Quality Factor ETF | 4.18% | 33.93% | -1.29% |
SDEM Global X MSCI SuperDividend Emerging Markets ETF | 9.02% | 32.01% | 0.42% |
Returns By Period
In the year-to-date period, EQLT achieves a 4.18% return, which is significantly lower than SDEM's 9.02% return.
EQLT
- 1D
- 3.39%
- 1M
- -8.11%
- YTD
- 4.18%
- 6M
- 9.95%
- 1Y
- 34.11%
- 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%
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EQLT vs. SDEM - Expense Ratio Comparison
EQLT has a 0.35% expense ratio, which is lower than SDEM's 0.67% expense ratio.
Return for Risk
EQLT vs. SDEM — Risk / Return Rank
EQLT
SDEM
EQLT vs. SDEM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Quality Factor ETF (EQLT) 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.
| EQLT | SDEM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 2.15 | -0.45 |
Sortino ratioReturn per unit of downside risk | 2.32 | 2.80 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.42 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.79 | 3.31 | -0.52 |
Martin ratioReturn relative to average drawdown | 11.08 | 13.51 | -2.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EQLT | SDEM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 2.15 | -0.45 |
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 | 1.21 | 0.18 | +1.03 |
Correlation
The correlation between EQLT and SDEM is 0.74, 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
EQLT vs. SDEM - Dividend Comparison
EQLT's dividend yield for the trailing twelve months is around 2.97%, less than SDEM's 4.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQLT iShares MSCI Emerging Markets Quality Factor ETF | 2.97% | 3.10% | 0.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
EQLT vs. SDEM - Drawdown Comparison
The maximum EQLT drawdown since its inception was -17.38%, smaller than the maximum SDEM drawdown of -47.38%. Use the drawdown chart below to compare losses from any high point for EQLT and SDEM.
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Drawdown Indicators
| EQLT | SDEM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.38% | -47.38% | +30.00% |
Max Drawdown (1Y)Largest decline over 1 year | -12.00% | -9.78% | -2.22% |
Max Drawdown (5Y)Largest decline over 5 years | — | -36.72% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.38% | — |
Current DrawdownCurrent decline from peak | -9.01% | -4.01% | -5.00% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -20.99% | +17.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.39% | +0.63% |
Volatility
EQLT vs. SDEM - Volatility Comparison
iShares MSCI Emerging Markets Quality Factor ETF (EQLT) has a higher volatility of 10.92% compared to Global X MSCI SuperDividend Emerging Markets ETF (SDEM) at 7.05%. This indicates that EQLT's price experiences larger fluctuations and is considered to be riskier than SDEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EQLT | SDEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.92% | 7.05% | +3.87% |
Volatility (6M)Calculated over the trailing 6-month period | 15.38% | 10.37% | +5.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.20% | 15.29% | +4.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.01% | 17.35% | +1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.01% | 19.31% | -0.30% |