SDEM vs. EMDM
Compare and contrast key facts about Global X MSCI SuperDividend Emerging Markets ETF (SDEM) and First Trust Bloomberg Emerging Market Democracies ETF (EMDM).
SDEM and EMDM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDEM is a passively managed fund by Global X that tracks the performance of the MSCI Emerging Markets Top 50 Dividend. It was launched on Mar 17, 2015. EMDM is a passively managed fund by First Trust that tracks the performance of the Bloomberg Emerging Market Democracies Index - Benchmark TR Net. It was launched on Mar 2, 2023. Both SDEM and EMDM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SDEM vs. EMDM - Performance Comparison
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SDEM vs. EMDM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SDEM Global X MSCI SuperDividend Emerging Markets ETF | 9.02% | 32.01% | 4.02% | 6.61% |
EMDM First Trust Bloomberg Emerging Market Democracies ETF | 11.89% | 59.68% | -4.93% | 14.21% |
Returns By Period
In the year-to-date period, SDEM achieves a 9.02% return, which is significantly lower than EMDM's 11.89% return.
SDEM
- 1D
- 2.83%
- 1M
- -3.15%
- YTD
- 9.02%
- 6M
- 17.87%
- 1Y
- 32.71%
- 3Y*
- 18.58%
- 5Y*
- 5.04%
- 10Y*
- 4.68%
EMDM
- 1D
- 5.02%
- 1M
- -11.39%
- YTD
- 11.89%
- 6M
- 27.11%
- 1Y
- 68.49%
- 3Y*
- 24.85%
- 5Y*
- —
- 10Y*
- —
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SDEM vs. EMDM - Expense Ratio Comparison
SDEM has a 0.67% expense ratio, which is lower than EMDM's 0.75% expense ratio.
Return for Risk
SDEM vs. EMDM — Risk / Return Rank
SDEM
EMDM
SDEM vs. EMDM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X MSCI SuperDividend Emerging Markets ETF (SDEM) and First Trust Bloomberg Emerging Market Democracies ETF (EMDM). 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.
| SDEM | EMDM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.15 | 2.93 | -0.78 |
Sortino ratioReturn per unit of downside risk | 2.80 | 3.54 | -0.74 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.54 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.31 | 4.31 | -1.00 |
Martin ratioReturn relative to average drawdown | 13.51 | 18.18 | -4.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SDEM | EMDM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 2.93 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 1.27 | -1.10 |
Correlation
The correlation between SDEM and EMDM is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SDEM vs. EMDM - Dividend Comparison
SDEM's dividend yield for the trailing twelve months is around 4.92%, more than EMDM's 3.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDEM Global X MSCI SuperDividend Emerging Markets ETF | 4.92% | 5.27% | 7.28% | 7.50% | 8.86% | 8.14% | 6.30% | 6.47% | 6.55% | 5.01% | 5.06% | 6.14% |
EMDM First Trust Bloomberg Emerging Market Democracies ETF | 3.19% | 3.57% | 5.87% | 2.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SDEM vs. EMDM - Drawdown Comparison
The maximum SDEM drawdown since its inception was -47.38%, which is greater than EMDM's maximum drawdown of -18.81%. Use the drawdown chart below to compare losses from any high point for SDEM and EMDM.
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Drawdown Indicators
| SDEM | EMDM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.38% | -18.81% | -28.57% |
Max Drawdown (1Y)Largest decline over 1 year | -9.78% | -15.65% | +5.87% |
Max Drawdown (5Y)Largest decline over 5 years | -36.72% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -47.38% | — | — |
Current DrawdownCurrent decline from peak | -4.01% | -11.42% | +7.41% |
Average DrawdownAverage peak-to-trough decline | -20.99% | -4.16% | -16.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 3.71% | -1.32% |
Volatility
SDEM vs. EMDM - Volatility Comparison
The current volatility for Global X MSCI SuperDividend Emerging Markets ETF (SDEM) is 7.05%, while First Trust Bloomberg Emerging Market Democracies ETF (EMDM) has a volatility of 13.46%. This indicates that SDEM experiences smaller price fluctuations and is considered to be less risky than EMDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDEM | EMDM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.05% | 13.46% | -6.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 18.35% | -7.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.29% | 23.54% | -8.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 18.98% | -1.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.31% | 18.98% | +0.33% |