QEMM vs. URTH
Compare and contrast key facts about SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) and iShares MSCI World ETF (URTH).
QEMM and URTH 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. URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012. Both QEMM and URTH 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 URTH.
Correlation
The correlation between QEMM and URTH is 0.67, 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. URTH - Performance Comparison
Key characteristics
QEMM:
0.66
URTH:
1.68
QEMM:
0.99
URTH:
2.29
QEMM:
1.12
URTH:
1.30
QEMM:
0.67
URTH:
2.45
QEMM:
1.84
URTH:
9.70
QEMM:
4.50%
URTH:
2.08%
QEMM:
12.60%
URTH:
12.06%
QEMM:
-36.89%
URTH:
-34.01%
QEMM:
-6.47%
URTH:
-0.04%
Returns By Period
In the year-to-date period, QEMM achieves a 2.65% return, which is significantly lower than URTH's 5.49% return. Over the past 10 years, QEMM has underperformed URTH with an annualized return of 3.50%, while URTH has yielded a comparatively higher 10.36% annualized return.
QEMM
2.65%
2.36%
-0.47%
7.18%
3.94%
3.50%
URTH
5.49%
3.55%
8.04%
20.99%
12.07%
10.36%
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QEMM vs. URTH - Expense Ratio Comparison
QEMM has a 0.30% expense ratio, which is higher than URTH's 0.24% expense ratio.
Risk-Adjusted Performance
QEMM vs. URTH — Risk-Adjusted Performance Rank
QEMM
URTH
QEMM vs. URTH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) and iShares MSCI World ETF (URTH). 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. URTH - Dividend Comparison
QEMM's dividend yield for the trailing twelve months is around 5.03%, more than URTH's 1.40% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QEMM SPDR MSCI Emerging Markets StrategicFactors ETF | 5.03% | 5.17% | 4.88% | 4.07% | 2.35% | 2.48% | 3.05% | 2.86% | 2.11% | 2.03% | 2.14% | 1.56% |
URTH iShares MSCI World ETF | 1.40% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.14% | 2.35% | 2.32% |
Drawdowns
QEMM vs. URTH - Drawdown Comparison
The maximum QEMM drawdown since its inception was -36.89%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for QEMM and URTH. For additional features, visit the drawdowns tool.
Volatility
QEMM vs. URTH - Volatility Comparison
SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) has a higher volatility of 3.19% compared to iShares MSCI World ETF (URTH) at 2.90%. This indicates that QEMM's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.