QEMM vs. EMIM.L
Compare and contrast key facts about SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L).
QEMM and EMIM.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. EMIM.L is a passively managed fund by iShares that tracks the performance of the MSCI EM NR USD. It was launched on May 30, 2014. Both QEMM and EMIM.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 EMIM.L.
Correlation
The correlation between QEMM and EMIM.L is 0.51, 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. EMIM.L - Performance Comparison
Key characteristics
QEMM:
0.43
EMIM.L:
-0.01
QEMM:
0.74
EMIM.L:
0.09
QEMM:
1.09
EMIM.L:
1.01
QEMM:
0.41
EMIM.L:
-0.01
QEMM:
1.19
EMIM.L:
-0.03
QEMM:
5.85%
EMIM.L:
4.44%
QEMM:
16.15%
EMIM.L:
15.05%
QEMM:
-36.89%
EMIM.L:
-31.70%
QEMM:
-7.69%
EMIM.L:
-9.64%
Returns By Period
In the year-to-date period, QEMM achieves a 1.32% return, which is significantly higher than EMIM.L's -4.04% return. Over the past 10 years, QEMM has underperformed EMIM.L with an annualized return of 2.38%, while EMIM.L has yielded a comparatively higher 4.30% annualized return.
QEMM
1.32%
-0.82%
-2.96%
6.66%
7.62%
2.38%
EMIM.L
-4.04%
-5.39%
-5.50%
1.36%
6.35%
4.30%
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QEMM vs. EMIM.L - Expense Ratio Comparison
QEMM has a 0.30% expense ratio, which is higher than EMIM.L's 0.18% expense ratio.
Risk-Adjusted Performance
QEMM vs. EMIM.L — Risk-Adjusted Performance Rank
QEMM
EMIM.L
QEMM vs. EMIM.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.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. EMIM.L - Dividend Comparison
QEMM's dividend yield for the trailing twelve months is around 5.10%, while EMIM.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% |
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 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. EMIM.L - Drawdown Comparison
The maximum QEMM drawdown since its inception was -36.89%, which is greater than EMIM.L's maximum drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for QEMM and EMIM.L. For additional features, visit the drawdowns tool.
Volatility
QEMM vs. EMIM.L - Volatility Comparison
SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) have volatilities of 10.09% and 10.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.