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QEMM vs. EMCC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QEMM and EMCC is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

QEMM vs. EMCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) and Global X MSCI Emerging Markets Covered Call ETF (EMCC). The values are adjusted to include any dividend payments, if applicable.

5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
14.30%
11.10%
QEMM
EMCC

Key characteristics

Returns By Period


QEMM

YTD

1.32%

1M

-0.82%

6M

-2.96%

1Y

6.66%

5Y*

7.62%

10Y*

2.38%

EMCC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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QEMM vs. EMCC - Expense Ratio Comparison

QEMM has a 0.30% expense ratio, which is lower than EMCC's 0.60% expense ratio.


Expense ratio chart for EMCC: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EMCC: 0.60%
Expense ratio chart for QEMM: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QEMM: 0.30%

Risk-Adjusted Performance

QEMM vs. EMCC — Risk-Adjusted Performance Rank

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

QEMM
The Risk-Adjusted Performance Rank of QEMM is 5151
Overall Rank
The Sharpe Ratio Rank of QEMM is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of QEMM is 5353
Sortino Ratio Rank
The Omega Ratio Rank of QEMM is 5050
Omega Ratio Rank
The Calmar Ratio Rank of QEMM is 5454
Calmar Ratio Rank
The Martin Ratio Rank of QEMM is 4545
Martin Ratio Rank

EMCC
The Risk-Adjusted Performance Rank of EMCC is 8080
Overall Rank
The Sharpe Ratio Rank of EMCC is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of EMCC is 7474
Sortino Ratio Rank
The Omega Ratio Rank of EMCC is 8181
Omega Ratio Rank
The Calmar Ratio Rank of EMCC is 8585
Calmar Ratio Rank
The Martin Ratio Rank of EMCC is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QEMM vs. EMCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) and Global X MSCI Emerging Markets Covered Call ETF (EMCC). 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.


The chart of Sharpe ratio for QEMM, currently valued at 0.43, compared to the broader market-1.000.001.002.003.004.00
QEMM: 0.43
EMCC: 0.89
The chart of Sortino ratio for QEMM, currently valued at 0.74, compared to the broader market-2.000.002.004.006.008.00
QEMM: 0.74
EMCC: 1.25
The chart of Omega ratio for QEMM, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
QEMM: 1.09
EMCC: 1.21
The chart of Calmar ratio for QEMM, currently valued at 0.41, compared to the broader market0.002.004.006.008.0010.0012.00
QEMM: 0.41
EMCC: 1.48
The chart of Martin ratio for QEMM, currently valued at 1.19, compared to the broader market0.0020.0040.0060.00
QEMM: 1.19
EMCC: 4.58


Rolling 12-month Sharpe Ratio0.000.501.00December2025FebruaryMarchApril
0.43
0.89
QEMM
EMCC

Dividends

QEMM vs. EMCC - Dividend Comparison

QEMM's dividend yield for the trailing twelve months is around 5.10%, while EMCC has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
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%
EMCC
Global X MSCI Emerging Markets Covered Call ETF
8.12%11.24%1.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

QEMM vs. EMCC - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.69%
-1.27%
QEMM
EMCC

Volatility

QEMM vs. EMCC - Volatility Comparison

SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) has a higher volatility of 10.09% compared to Global X MSCI Emerging Markets Covered Call ETF (EMCC) at 0.00%. This indicates that QEMM's price experiences larger fluctuations and is considered to be riskier than EMCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.09%
0
QEMM
EMCC