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.

QEMM MSCI ESG Analytics Insight

SPDR MSCI Emerging Markets StrategicFactors ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.52 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 17th percentile within its peer group and in the 13th 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.

PERFORMANCE [as of 09/15/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
QEMM 1.73% -2.06% 7.35% 23.73% 9.06% 8.42% --
QEMM (NAV) 1.81% -2.04% 6.85% 22.34% 8.85% 8.32% --
MSCI Emerging Markets Factor Mix A-Series Index 1.96% -1.83% 7.27% 23.38% 9.46% 8.85% 5.41%
MSCI Emerging Markets Investable Market Index 1.10% -5.04% 3.36% 20.59% 10.66% 10.22% 5.54%
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%
$83.44M
$208.74K
0.28%

QEMM Portfolio Data

$77.54B
14.86
1.81
2.15%
12/17/21
909

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%
-0.84%
1.75%
-2.08%

QEMM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

QEMM Fund Structure

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

QEMM Factset Analytics Block Liquidity

As of 09/16/21
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

3,063
$208.74K
1,546
$104.81K
0.28%
$0.20
-0.20%
1.52% / -1.84%
None
13.00%
25,000
0.06
0.29%
1.03%
0
$69.42
2

QEMM Sector/Industry Breakdown


QEMM
Segment Benchmark
25.59%
32.87%
21.95%
19.97%
11.18%
5.68%
9.25%
8.81%
8.89%
9.32%
5.87%
2.44%
5.48%
4.61%
4.65%
5.28%
3.91%
6.36%
2.79%
2.25%

QEMM Top 10 Holdings[View All]

3.15%
2.47%
1.75%
1.74%
1.29%
1.21%
1.12%
1.02%
16.82%

QEMM Countries


QEMM
Segment Benchmark
21.11%
26.03%
16.89%
11.72%
15.11%
15.53%
9.70%
13.86%
6.92%
5.15%
5.44%
3.01%
3.82%
5.56%
2.61%
2.65%
2.54%
1.79%
2.31%
1.48%

QEMM Regions


QEMM
Segment Benchmark
77.09%
77.46%
11.66%
9.04%
5.62%
8.12%
4.99%
4.60%
0.64%
0.78%

QEMM Economic Development


QEMM
Segment Benchmark
52.26%
43.08%
47.74%
56.92%

QEMM Performance Statistics

0.91
0.75
0.71
0.79
0.32%
MSCI Emerging Markets Investable Market Index

QEMM MSCI ESG Ratings

4.52 / 10
12.63
17.44
4.41%
5.61%
275.95

QEMM Benchmark Comparison Holdings

909
3160
906
50.56%

QEMM Benchmark Comparison Summary


QEMM
Segment Benchmark
909
3160
$77.54B
$128.86B
14.86
18.76
1.81
1.95
2.69%
1.97%
Low
Low

QEMM Benchmark Comparison Market Cap Size


QEMM
Segment Benchmark
66.91%
65.56%
31.80%
23.48%
1.29%
9.94%
0.01%
1.02%