QEMM vs. DGRE
Compare and contrast key facts about SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) and WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE).
QEMM and DGRE 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. DGRE is an actively managed fund by WisdomTree. It was launched on Aug 1, 2013.
Performance
QEMM vs. DGRE - Performance Comparison
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QEMM vs. DGRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QEMM SPDR MSCI Emerging Markets StrategicFactors ETF | 4.84% | 21.92% | 4.98% | 12.50% | -17.82% | 6.34% | 9.95% | 15.40% | -13.33% | 31.50% |
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 6.00% | 27.47% | 3.63% | 18.46% | -21.86% | 2.55% | 10.85% | 21.12% | -16.36% | 33.61% |
Returns By Period
In the year-to-date period, QEMM achieves a 4.84% return, which is significantly lower than DGRE's 6.00% return. Both investments have delivered pretty close results over the past 10 years, with QEMM having a 7.09% annualized return and DGRE not far ahead at 7.39%.
QEMM
- 1D
- 2.95%
- 1M
- -6.92%
- YTD
- 4.84%
- 6M
- 8.64%
- 1Y
- 26.47%
- 3Y*
- 13.21%
- 5Y*
- 4.75%
- 10Y*
- 7.09%
DGRE
- 1D
- 3.90%
- 1M
- -9.64%
- YTD
- 6.00%
- 6M
- 16.05%
- 1Y
- 38.54%
- 3Y*
- 15.78%
- 5Y*
- 4.68%
- 10Y*
- 7.39%
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QEMM vs. DGRE - Expense Ratio Comparison
QEMM has a 0.30% expense ratio, which is lower than DGRE's 0.32% expense ratio.
Return for Risk
QEMM vs. DGRE — Risk / Return Rank
QEMM
DGRE
QEMM vs. DGRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) and WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE). 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.
| QEMM | DGRE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 1.97 | -0.43 |
Sortino ratioReturn per unit of downside risk | 2.16 | 2.63 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.38 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.56 | 2.78 | -0.22 |
Martin ratioReturn relative to average drawdown | 9.33 | 12.01 | -2.68 |
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
| QEMM | DGRE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 1.97 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.27 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.38 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.24 | +0.02 |
Correlation
The correlation between QEMM and DGRE is 0.81, 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
QEMM vs. DGRE - Dividend Comparison
QEMM's dividend yield for the trailing twelve months is around 4.67%, more than DGRE's 1.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QEMM SPDR MSCI Emerging Markets StrategicFactors ETF | 4.67% | 4.90% | 5.17% | 4.88% | 4.07% | 2.35% | 2.48% | 3.05% | 2.86% | 2.11% | 2.03% | 2.14% |
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 1.47% | 1.65% | 1.90% | 2.22% | 4.38% | 2.56% | 2.11% | 2.32% | 2.71% | 3.12% | 3.18% | 3.01% |
Drawdowns
QEMM vs. DGRE - Drawdown Comparison
The maximum QEMM drawdown since its inception was -36.89%, roughly equal to the maximum DGRE drawdown of -36.95%. Use the drawdown chart below to compare losses from any high point for QEMM and DGRE.
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Drawdown Indicators
| QEMM | DGRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.89% | -36.95% | +0.06% |
Max Drawdown (1Y)Largest decline over 1 year | -10.40% | -13.68% | +3.28% |
Max Drawdown (5Y)Largest decline over 5 years | -27.55% | -34.88% | +7.33% |
Max Drawdown (10Y)Largest decline over 10 years | -36.89% | -36.95% | +0.06% |
Current DrawdownCurrent decline from peak | -7.76% | -10.31% | +2.55% |
Average DrawdownAverage peak-to-trough decline | -10.77% | -12.14% | +1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 3.16% | -0.31% |
Volatility
QEMM vs. DGRE - Volatility Comparison
The current volatility for SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) is 9.11%, while WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a volatility of 11.19%. This indicates that QEMM experiences smaller price fluctuations and is considered to be less risky than DGRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QEMM | DGRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.11% | 11.19% | -2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 12.57% | 14.94% | -2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.21% | 19.61% | -2.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 17.53% | -2.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.73% | 19.44% | -2.71% |