What is QEMM?

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

PERFORMANCE [as of 03/20/23] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
QEMM -2.75% 1.43% 0.93% -12.94% 11.31% -1.12% --
QEMM (NAV) -3.35% 1.10% 0.28% -12.31% 9.87% -1.17% --
MSCI Emerging Markets Factor Mix A-Series Index -3.34% 1.07% 0.17% -12.09% 10.40% -0.69% 2.10%
MSCI Emerging Markets Investable Market Index -5.24% -0.29% -0.96% -13.34% 9.48% -2.11% 1.74%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

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.

QEMM Summary Data

06/04/14
0.30%
$41.94M
MSCI Emerging Markets Factor Mix A-Series Index
MSCI Emerging Markets Investable Market Index
Open-Ended Fund

Peers

MSCI Emerging Markets Investable Market Index

Fund Flows

$0.00B 5 Days
$0.00B 30 Days
$0.00B 90 Days

QEMM Portfolio Data

$85.33B
11.23
1.66
4.04%
N/A
920

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%
-0.28%
1.18%
-0.70%

QEMM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

QEMM Fund Structure

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

Factset Analytics Block Liquidity

As of 03/21/23

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

2,586
$144.71K
1,444
$82.10K
0.21%
$0.12
-0.45%
2.64% / -2.30%
None
11.37%
25,000
0.06
0.29%
0.96%
0
$53.90
2

QEMM Sector/Industry Breakdown

QEMM Segment
Benchmark
24.35% --
14.15% --
9.53% --
8.14% --
5.99% --
5.44% --
4.90% --
4.71% --
4.58% --
3.50% --

QEMM Top 10 Holdings

2.94%
1.94%
1.63%
1.61%
1.61%
1.56%
1.28%
1.17%
1.11%
17.09%

QEMM Performance Statistics

0.96
0.79
0.79
0.83
0.32%
MSCI Emerging Markets Investable Market Index

QEMM Countries

QEMM Segment
Benchmark
20.70% 25.39%
15.45% 14.08%
15.31% 15.15%
8.55% 12.13%
6.87% 4.77%
6.65% 3.78%
5.60% 5.28%
2.85% 2.42%
2.41% 3.59%
2.10% 1.69%

QEMM Regions

QEMM Segment
Benchmark
74.35% 78.36%
14.04% 11.16%
8.48% 8.48%
1.70% 1.46%
0.90% 0.54%

QEMM Economic Development

QEMM Segment
Benchmark
69.31% 61.91%
30.17% 38.09%

QEMM Benchmark Comparison Holdings

920
3200
689
43.59%

QEMM Benchmark Comparison Summary

QEMM Segment
Benchmark
920 3200
$85.33B $96.54B
11.23 13.12
1.66 1.73
3.18% 2.56%
Low Low

QEMM Benchmark Comparison Market Cap Size

QEMM Segment
Benchmark
61.33% 61.00%
33.94% 26.22%
1.42% 10.60%
0.00% 1.37%