QEMM

SPDR MSCI Emerging Markets StrategicFactors ETF
*Unless otherwise stated, data provided by FactSet.

QEMM Fund Description

QEMM tracks an index of emerging-market securities equally-weighted between 3 sub-indexes that focus on value, minimum volatility and quality.

QEMM Factset Analytics Insight

QEMM takes a unique approach to multifactor investing in ETFs—it equally weights three single-factor indexes, focusing on value, minimum volatility and quality. The quality component emphasizes ROE, earnings growth and low leverage. The fund’s underlying index invests in all securities of the three indexes it tracks. Despite the layers of complexities around its methodology, QEMM attempts to provide a diversified exposure to emerging-market securities with maximum risk-adjusted returns. Notably, the fund only uses a sampling strategy, and does not necessarily replicate the index. The index is rebalanced on semi-annual basis. Note: 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.

PERFORMANCE [as of 06/23/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
QEMM -4.82% -11.56% -16.59% -17.70% 0.80% 1.91% --
QEMM (NAV) -4.65% -12.13% -16.46% -17.68% 1.13% 2.11% --
MSCI Emerging Markets Factor Mix A-Series Index -4.88% -12.42% -16.74% -17.46% 1.56% 2.54% 3.41%
MSCI Emerging Markets Investable Market Index -4.00% -12.46% -18.54% -24.44% 1.03% 2.20% 3.35%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

QEMM Summary Data

SPDR
06/04/14
Open-Ended Fund
0.30%
$61.48M
$272.45K
0.38%

QEMM Portfolio Data

$71.10B
11.66
1.65
3.25%
12/16/22
875

QEMM Index Data

MSCI Emerging Markets Factor Mix A-Series Index
Tiered
Multi-Factor
MSCI Emerging Markets Investable Market Index

QEMM Portfolio Management

0.30%
-0.81%
-0.11%
-2.20%

QEMM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

QEMM Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Medium
Daily

QEMM Factset Analytics Block Liquidity

As of 06/24/22
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 2 out of 5.

QEMM Tradability

4,600
$272.45K
2,916
$171.82K
0.38%
$0.23
-0.11%
2.40% / -2.29%
None
12.00%
25,000
0.12
0.29%
0.72%
0
$55.98
2

QEMM Sector/Industry Breakdown


QEMM
Segment Benchmark
24.19%
--
13.54%
--
10.08%
--
9.18%
--
5.87%
--
5.83%
--
5.16%
--
4.39%
--
4.15%
--
3.98%
--

QEMM Top 10 Holdings[View All]

2.82%
2.22%
2.00%
1.60%
1.50%
1.28%
1.24%
1.24%
1.07%
16.92%

QEMM Countries


QEMM
Segment Benchmark
20.90%
23.43%
16.19%
14.74%
14.58%
16.13%
8.77%
12.70%
7.03%
4.91%
6.66%
3.99%
5.25%
5.26%
3.23%
3.72%
2.57%
2.14%
2.47%
1.71%

QEMM Regions


QEMM
Segment Benchmark
75.05%
77.60%
14.65%
12.03%
7.62%
8.17%
1.92%
1.77%
0.75%
0.42%

QEMM Economic Development


QEMM
Segment Benchmark
54.44%
46.80%
45.56%
53.20%

QEMM Performance Statistics

0.94
0.74
0.68
0.78
0.37%
MSCI Emerging Markets Investable Market Index

QEMM Benchmark Comparison Holdings

875
3091
874
51.06%

QEMM Benchmark Comparison Summary


QEMM
Segment Benchmark
875
3091
$71.10B
$102.96B
11.66
13.11
1.65
1.70
3.50%
2.62%
Low
Low

QEMM Benchmark Comparison Market Cap Size


QEMM
Segment Benchmark
65.64%
63.15%
32.77%
24.90%
1.58%
10.70%
0.00%
1.25%