Correlation
The correlation between QEMM and VWO is 0.61, 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.
QEMM vs. VWO
Compare and contrast key facts about SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) and Vanguard FTSE Emerging Markets ETF (VWO).
QEMM and VWO 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. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005. Both QEMM and VWO 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 VWO.
Performance
QEMM vs. VWO - Performance Comparison
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Key characteristics
QEMM:
0.47
VWO:
0.63
QEMM:
0.65
VWO:
0.89
QEMM:
1.08
VWO:
1.12
QEMM:
0.35
VWO:
0.52
QEMM:
1.00
VWO:
1.72
QEMM:
5.95%
VWO:
5.83%
QEMM:
16.24%
VWO:
18.56%
QEMM:
-36.89%
VWO:
-67.68%
QEMM:
-3.58%
VWO:
-4.90%
Returns By Period
In the year-to-date period, QEMM achieves a 5.82% return, which is significantly lower than VWO's 6.83% return. Over the past 10 years, QEMM has underperformed VWO with an annualized return of 3.58%, while VWO has yielded a comparatively higher 4.03% annualized return.
QEMM
5.82%
3.38%
4.62%
7.63%
4.74%
7.49%
3.58%
VWO
6.83%
3.87%
5.73%
11.65%
6.16%
7.97%
4.03%
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QEMM vs. VWO - Expense Ratio Comparison
QEMM has a 0.30% expense ratio, which is higher than VWO's 0.08% expense ratio.
Risk-Adjusted Performance
QEMM vs. VWO — Risk-Adjusted Performance Rank
QEMM
VWO
QEMM vs. VWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) and Vanguard FTSE Emerging Markets ETF (VWO). 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.
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Dividends
QEMM vs. VWO - Dividend Comparison
QEMM's dividend yield for the trailing twelve months is around 4.88%, more than VWO's 3.01% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QEMM SPDR MSCI Emerging Markets StrategicFactors ETF | 4.88% | 5.17% | 4.88% | 4.07% | 2.35% | 2.48% | 3.05% | 2.86% | 2.11% | 2.03% | 2.14% | 1.56% |
VWO Vanguard FTSE Emerging Markets ETF | 3.01% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
Drawdowns
QEMM vs. VWO - Drawdown Comparison
The maximum QEMM drawdown since its inception was -36.89%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for QEMM and VWO.
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Volatility
QEMM vs. VWO - Volatility Comparison
The current volatility for SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) is 3.60%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 4.29%. This indicates that QEMM experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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