QEMM vs. AEME.L
Compare and contrast key facts about SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) and Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L).
QEMM and AEME.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QEMM is a passively managed fund by State Street that tracks the performance of the MSCI EM Factor Mix A-Series (USD). It was launched on Jun 4, 2014. AEME.L is a passively managed fund by Amundi that tracks the performance of the MSCI EM NR USD. It was launched on Jun 29, 2016. Both QEMM and AEME.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QEMM or AEME.L.
Correlation
The correlation between QEMM and AEME.L is 0.40, 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.
Performance
QEMM vs. AEME.L - Performance Comparison
Key characteristics
QEMM:
0.43
AEME.L:
0.43
QEMM:
0.74
AEME.L:
0.71
QEMM:
1.09
AEME.L:
1.09
QEMM:
0.41
AEME.L:
0.30
QEMM:
1.19
AEME.L:
1.26
QEMM:
5.85%
AEME.L:
6.29%
QEMM:
16.15%
AEME.L:
18.44%
QEMM:
-36.89%
AEME.L:
-40.09%
QEMM:
-7.69%
AEME.L:
-17.61%
Returns By Period
In the year-to-date period, QEMM achieves a 1.32% return, which is significantly lower than AEME.L's 3.44% return.
QEMM
1.32%
-0.82%
-2.96%
6.66%
7.62%
2.38%
AEME.L
3.44%
-2.44%
-3.07%
9.45%
N/A
N/A
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QEMM vs. AEME.L - Expense Ratio Comparison
QEMM has a 0.30% expense ratio, which is higher than AEME.L's 0.20% expense ratio.
Risk-Adjusted Performance
QEMM vs. AEME.L — Risk-Adjusted Performance Rank
QEMM
AEME.L
QEMM vs. AEME.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) and Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L). 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.
Dividends
QEMM vs. AEME.L - Dividend Comparison
QEMM's dividend yield for the trailing twelve months is around 5.10%, while AEME.L has not paid dividends to shareholders.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QEMM SPDR MSCI Emerging Markets StrategicFactors ETF | 5.10% | 5.17% | 4.88% | 4.07% | 2.35% | 2.48% | 3.05% | 2.86% | 2.11% | 2.03% | 2.14% | 1.56% |
AEME.L Amundi Index MSCI Emerging Markets UCITS ETF DR (C) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QEMM vs. AEME.L - Drawdown Comparison
The maximum QEMM drawdown since its inception was -36.89%, smaller than the maximum AEME.L drawdown of -40.09%. Use the drawdown chart below to compare losses from any high point for QEMM and AEME.L. For additional features, visit the drawdowns tool.
Volatility
QEMM vs. AEME.L - Volatility Comparison
The current volatility for SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) is 10.09%, while Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L) has a volatility of 10.64%. This indicates that QEMM experiences smaller price fluctuations and is considered to be less risky than AEME.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.