QEMM vs. DVYE
Compare and contrast key facts about SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) and iShares Emerging Markets Dividend ETF (DVYE).
QEMM and DVYE 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. DVYE is a passively managed fund by iShares that tracks the performance of the Dow Jones Emerging Markets Select Dividend Index. It was launched on Feb 23, 2012. Both QEMM and DVYE 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 DVYE.
Correlation
The correlation between QEMM and DVYE is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
QEMM vs. DVYE - Performance Comparison
Key characteristics
QEMM:
0.43
DVYE:
0.73
QEMM:
0.74
DVYE:
1.14
QEMM:
1.09
DVYE:
1.15
QEMM:
0.41
DVYE:
0.65
QEMM:
1.19
DVYE:
2.33
QEMM:
5.85%
DVYE:
5.90%
QEMM:
16.15%
DVYE:
18.99%
QEMM:
-36.89%
DVYE:
-47.42%
QEMM:
-7.69%
DVYE:
-9.86%
Returns By Period
In the year-to-date period, QEMM achieves a 1.32% return, which is significantly lower than DVYE's 5.16% return. Over the past 10 years, QEMM has outperformed DVYE with an annualized return of 2.38%, while DVYE has yielded a comparatively lower 1.64% annualized return.
QEMM
1.32%
-0.82%
-2.96%
6.66%
7.62%
2.38%
DVYE
5.16%
-2.14%
2.10%
13.58%
6.94%
1.64%
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QEMM vs. DVYE - Expense Ratio Comparison
QEMM has a 0.30% expense ratio, which is lower than DVYE's 0.49% expense ratio.
Risk-Adjusted Performance
QEMM vs. DVYE — Risk-Adjusted Performance Rank
QEMM
DVYE
QEMM vs. DVYE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) and iShares Emerging Markets Dividend ETF (DVYE). 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. DVYE - Dividend Comparison
QEMM's dividend yield for the trailing twelve months is around 5.10%, less than DVYE's 11.56% yield.
| 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% |
DVYE iShares Emerging Markets Dividend ETF | 11.56% | 11.81% | 9.05% | 9.90% | 7.31% | 5.27% | 5.97% | 5.69% | 4.81% | 4.56% | 6.52% | 4.51% |
Drawdowns
QEMM vs. DVYE - Drawdown Comparison
The maximum QEMM drawdown since its inception was -36.89%, smaller than the maximum DVYE drawdown of -47.42%. Use the drawdown chart below to compare losses from any high point for QEMM and DVYE. For additional features, visit the drawdowns tool.
Volatility
QEMM vs. DVYE - Volatility Comparison
The current volatility for SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) is 10.09%, while iShares Emerging Markets Dividend ETF (DVYE) has a volatility of 11.45%. This indicates that QEMM experiences smaller price fluctuations and is considered to be less risky than DVYE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.