QEMM

SPDR MSCI Emerging Markets StrategicFactors ETF
D

84
*Unless otherwise stated, data provided by FactSet.

QEMM Fund Description

QEMM 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

SPDR MSCI Emerging Markets StrategicFactors ETF has an MSCI ESG Fund Rating of BB based on a score of 3.83 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

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. SPDR MSCI Emerging Markets StrategicFactors ETF ranks in the 18th percentile within its peer group and in the 44th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

QEMM MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

QEMM Charts And Performance

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
Compare
Reset
Select ETFs to compare their performance:
PERFORMANCE [as of 09/13/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
QEMM 5.88% 1.60% 8.47% 4.18% 5.46% 1.03% --
QEMM (NAV) 5.64% 1.80% 7.51% 3.82% 6.06% 1.00% --
MSCI Emerging Markets Factor Mix A-Series Index 5.81% 1.91% 7.56% 4.21% 6.42% 1.53% --
MSCI Emerging Markets Investable Market Index 5.96% 1.21% 7.86% 2.62% 6.95% 1.45% 3.84%
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%
$277.64M
$963.58K
0.51%

QEMM Portfolio Data

$59.09B
12.69
1.57
2.94%
12/20/19
933

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%
-0.49%
-0.18%
-0.79%

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
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

QEMM Factset Analytics Block Liquidity

As of 09/16/19
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 1 out of 5.

QEMM Tradability

16,720
$963.58K
7,328
$409.75K
0.51%
$0.30
0.11%
1.77% / -2.26%
None
16.00%
25,000
0.29
0.34%
1.58%
0
$58.38
1

QEMM Sector/Industry Breakdown


QEMM
Segment Benchmark
26.41%
27.21%
23.18%
26.81%
10.93%
7.07%
9.32%
7.42%
6.96%
4.09%
6.18%
7.42%
5.27%
7.34%
5.00%
6.40%
4.04%
3.22%
2.63%
3.02%

QEMM Top 10 Holdings[View All]

2.73%
2.47%
2.02%
2.01%
1.55%
1.32%
1.21%
1.18%
0.99%
16.76%

QEMM Countries


QEMM
Segment Benchmark
19.59%
20.98%
13.11%
12.15%
12.66%
12.12%
12.09%
9.16%
5.39%
8.16%
4.72%
8.12%
4.41%
3.21%
3.87%
2.22%
3.46%
5.79%
3.28%
3.58%

QEMM Regions


QEMM
Segment Benchmark
75.25%
71.44%
9.21%
12.37%
9.00%
9.17%
5.68%
6.21%
0.86%
0.81%

QEMM Economic Development


QEMM
Segment Benchmark
53.05%
53.28%
46.95%
46.72%

QEMM Performance Statistics

0.97
0.86
0.86
0.88
0.18%
MSCI Emerging Markets Investable Market Index

QEMM MSCI ESG Ratings

BB
3.83 / 10
44.12
18.13
4.18%
4.95%
344.89

QEMM Benchmark Comparison Holdings

933
2765
930
55.88%

QEMM Benchmark Comparison Summary


QEMM
Segment Benchmark
933
2765
$59.09B
$82.54B
12.69
13.76
1.57
1.52
3.25%
2.84%
Low
Low

QEMM Benchmark Comparison Market Cap Size


QEMM
Segment Benchmark
58.34%
58.94%
36.81%
27.29%
4.84%
11.38%
0.00%
2.39%