State Street SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) Total Returns
Growth of $10,000 chart
2021-03-18 to 2026-03-18 to
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%
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| Final Value | Total Return | CAGR | Dividends | Yield on Cost | |
|---|---|---|---|---|---|
| Nominal | $12,293.83 | 22.94% | 4.22% | $2,046.13 | 20.46% |
| Real * | $9,947.43 | -0.53% | -0.11% | $1,759.20 | 17.59% |
* Adjusted to Mar 2021 purchasing power (US CPI-U) Taxes: $409.21 · Transaction costs: $3.27 Reinvested dividends with 20% tax, 0.2% cost per reinvestment.
Rolling 1-Year Returns (252 Trading Days)
| Metric | Value |
|---|---|
| Average Rolling Return | +3.18% |
| Median Rolling Return | +6.53% |
| Best Rolling Return | +34.43% |
| Worst Rolling Return | -25.72% |
| % of Windows Positive | 67.3% |
Risk Metrics
| Metric | Value |
|---|---|
| Maximum Drawdown | -27.96% |
| Drawdown Duration | 843 Trading Days |
| Sortino Ratio | 0.51 |
| Calmar Ratio | 0.19 |
| CVaR (5%) | -2.07% |
Yearly Returns
| Year | Return | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|
| 2026 partial | +5.35% (+28.06% ann.) | +$535.29 | $0.00 | $0.00 | $0.00 |
| 2025 | +20.70% | +$2070.43 | $572.23 | $114.44 | $0.91 |
| 2024 | +3.96% | +$395.71 | $520.81 | $104.16 | $0.84 |
| 2023 | +11.37% | +$1136.52 | $527.28 | $105.45 | $0.84 |
| 2022 | -18.46% | $1846.41 | $323.81 | $64.76 | $0.52 |
| 2021 | +5.83% | +$582.93 | $244.53 | $48.90 | $0.39 |
| 2020 | +9.35% | +$935.47 | $267.21 | $53.44 | $0.43 |
| 2019 | +14.67% | +$1467.42 | $342.60 | $68.52 | $0.55 |
| 2018 | -13.81% | $1380.96 | $241.82 | $48.36 | $0.39 |
| 2017 | +30.92% | +$3092.13 | $272.14 | $54.43 | $0.44 |
| 2016 | +7.46% | +$746.17 | $215.32 | $43.06 | $0.35 |
| 2015 | -13.47% | $1347.39 | $183.07 | $36.61 | $0.29 |
| 2014 partial | -6.64% (-11.32% ann.) | $664.35 | $144.56 | $28.91 | $0.23 |
Market Regime Returns
| Regime | Period | Return | Ann. Return | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|---|---|
| Secular stagnation / QE / low inflation / duration bull partial | 2014-06-05 – 2020-02-19 | +9.33% | +1.58% | +$933.46 | $1336.03 | $267.20 | $2.14 |
| Pandemic shock / liquidity crash | 2020-02-20 – 2020-03-23 | -29.05% | -98.01% | $2904.77 | $0.00 | $0.00 | $0.00 |
| Policy bazooka / monetary euphoria | 2020-03-24 – 2020-11-06 | +36.85% | +65.66% | +$3684.67 | $108.10 | $21.63 | $0.17 |
| Reopening reflation / fiscal boom / supply bottlenecks | 2020-11-09 – 2021-11-29 | +11.11% | +10.51% | +$1110.75 | $245.59 | $49.11 | $0.40 |
| Inflation shock / duration crash / aggressive tightening | 2021-11-30 – 2022-11-09 | -19.56% | -20.64% | $1956.13 | $274.98 | $54.99 | $0.44 |
| Disinflation rebound / AI-led narrow bull / higher-for-longer | 2022-11-10 – 2024-09-17 | +19.97% | +10.32% | +$1996.67 | $1065.26 | $213.05 | $1.70 |
| Disinflationary easing / resilient growth / AI capex under oil-shock test partial | 2024-09-18 – 2026-03-18 | +25.10% | +16.16% | +$2509.69 | $857.27 | $171.45 | $1.37 |
Dividend History
| Date | Per Share | Yield % | Total Yield | Tax | Trans. Cost | Shares Bought |
|---|---|---|---|---|---|---|
| 2021-06-01 | $0.3570 | 0.51% | $53.07 | $10.61 | $0.09 | 0.5959 |
| 2021-12-17 | $1.2300 | 1.81% | $183.58 | $36.71 | $0.29 | 2.2067 |
| 2022-06-01 | $0.5910 | 0.98% | $89.52 | $17.90 | $0.14 | 1.1985 |
| 2022-12-16 | $1.5860 | 2.90% | $242.11 | $48.42 | $0.39 | 3.6335 |
| 2023-06-01 | $1.2280 | 2.24% | $191.92 | $38.38 | $0.31 | 2.8303 |
| 2023-12-15 | $1.5610 | 2.73% | $248.38 | $49.67 | $0.39 | 3.5745 |
| 2024-06-03 | $1.1990 | 2.05% | $195.07 | $39.01 | $0.32 | 2.6955 |
| 2024-12-18 | $1.7490 | 2.91% | $289.27 | $57.85 | $0.46 | 4.0390 |
| 2025-06-02 | $0.7620 | 1.26% | $129.10 | $25.82 | $0.20 | 1.7211 |
| 2025-11-25 | $2.4780 | 3.70% | $424.11 | $84.82 | $0.68 | 5.2554 |
| Total | 10 payments | $2046.13 | $409.21 | $3.27 | 27.7504 |
AMEI.DE
Amundi MSCI Emerging Markets SRI Climate Paris Aligned - UCITS ETF DR (C)
CAGR 14.81% Total 29.67% Final €12,966.71
2024-04-30 — 2026-03-18
EMQQ
EMQQ The Emerging Markets Internet ETF
CAGR 2.97% Total 39.34% Final $13,934.10
2014-11-17 — 2026-03-18
IEMG
iShares Core MSCI Emerging Markets ETF
CAGR 4.99% Total 92.07% Final $19,207.12
2012-10-24 — 2026-03-18