QEMM

SPDR MSCI Emerging Markets StrategicFactors ETF
C

79
  • Overview
  • Efficiency
  • Tradability
  • Fit

QEMM Fund Description

The SPDR MSCI Emerging Markets StrategicFactors ETF tracks an index of emerging market securities equally weighted between 3 subindexes: value, minimum volatility and quality.

QEMM Factset Analytics Insight

QEMM takes a unique approach in multifactor investing in ETFs, equally weighting three single-factor indexes: value, minimum volatility and quality. The quality component emphasizes ROE, earnings growth and low leverage. The fund's three subindexes are derived from our segment benchmark, which helps align country and sector allocations somewhat. Despite the layers of complexities around its methodology, QEMM is one of the cheaper emerging market ETFs. Trade QEMM with caution: always check its NAV and use limit orders to keep trading costs in line with the fund’s fair value. QEMM changed its name and the name of its underlying index on July 15, 2016. The change was purely cosmetic with no impact on investment strategy, portfolio holdings, and investor experience.

QEMM MSCI ESG Analytics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of January 21, 2018 the SPDR MSCI Emerging Markets StrategicFactors ETF MSCI ESG Fund Quality Score is 4.52 out of 10.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. QEMM ranks in the 49th percentile within its peer group and in the 19th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:

QEMM Top 10 Countries View All

QEMM Top 10 Sectors

QEMM Top 10 Holdings View All

QEMM Summary Data

SPDR
06/04/14
Open-Ended Fund
0.30%
$255.52M
$579.50K
0.41%

QEMM Portfolio Data

$64.18B
15.58
1.82
2.01%
06/15/18
815

QEMM Index Data

Tiered
Multi-Factor
MSCI Emerging Markets Investable Market Index

Related ETFs to QEMM

GEM, FEM, FLQE, JPEM, EMGF
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

QEMM Portfolio Management

0.30%
-0.57%
-0.17%
-0.92%

QEMM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

QEMM Fund Structure

Open-Ended Fund
No
Yes
100% / 0%
N/A
N/A
Low
Daily
Bats Book Viewer
TOP OF BOOK
SHARES/SIZEPRICE
ASKS10072.88
10071.16
10069.62
10069.61
10068.75
BIDS10067.90
30067.69
30067.68
10067.37
10067.36
LAST 10 TRADES
TIMEPRICESHARES
------
------
------
------
------
------
------
------
------
------
Bats BZX Real-time Quote - 15:14:31
Daily Spread
Premium/Discount
Volume

QEMM Factset Analytics Block Liquidity

As of 01/22/18
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of QEMM. QEMM is rated a 3 out of 5.

QEMM Tradability

8,984
$579.50K
6,708
$417.91K
0.41%
$0.25
0.56%
1.60% / -0.71%
None
19.00%
25,000
0.27
0.32%
0.66%
--
$67.57
3

QEMM Geographic Exposure

QEMMSegment Benchmark
21.47% 21.97%
15.41% 12.35%
9.46% 10.15%
6.73% 5.06%
6.76% 4.97%
2.22% 4.52%
5.86% 3.51%
3.00% 3.38%

QEMMSegment Benchmark
72.50% 75.10%
11.35% 9.25%
8.09% 7.21%
6.29% 6.87%
1.77% 1.66%
51.28% / 48.72% 51.14% / 48.95%

QEMM Performance Statistics

0.96
0.85
0.83
0.81
0.14%
MSCI Emerging Markets Investable Market Index

QEMM MSCI ESG Ratings

4.52 / 10
49.43
18.81
5.11%
5.46%
344.32

QEMM BENCHMARK COMPARISON

    QEMM
    815 Holdings
    Segment Benchmark
    2640 Constituents
    Shared Holdings
    813 (Count)
     
    55.87% (Weight)
QEMMSegment Benchmark
59.94% 62.26%
26.27% 34.36%
11.61% 3.38%
2.18% 0.00%
2.09% 2.53%