SPDR Portfolio Emerging Markets ETF
Ticker
SPEM
ISIN
US78463X509
Price
USD 39.46
Change Today
+0.02 / 0.051 %
Price 1 year ago
33.53 / 17.669 %
Morningstar
4
52 Week Low
33.29
52 Week High
42.82
200 Day Moving Average 37.76
37.76
50-day Moving Average
40.45
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.22 |
| Sortino Ratio | -0.17 |
| Maximum Drawdown | -2.39% |
| Maximum Drawdown Date | 2024-01-09 |
| Calmar Ratio | -3.01 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.29 |
| Volatility | 4.529% |
| Alpha | -7.55 |
| Beta | None |
| R Squared | +78.71 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 7.259% |
| Average Annual Volatility | 25.153% |
| Sharpe Ratio | 0.29 |
| Sortino Ratio | 0.24 |
| Maximum Drawdown | -64.0% |
| Maximum Drawdown Date | 2008-11-20 |
| Calmar Ratio | -0.10 |
Company information
Summary
The investment seeks investment results that, before fees and expenses, correspond generally to the total return performance of the S&P Emerging BMI Index. The fund generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index and in depositary receipts based on securities comprising the index. The index is a float-adjusted market capitalization weighted index designed to define and measure the investable universe of publicly traded companies domiciled in emerging markets.
Market
US
Category
Diversified Emerging Mkts
Expense Ratio
0.11%
Fund family
SPDR State Street Global Advisors
Morningstar
4
Yield
0.045100003
Exchange
PCX
| Sector | Weight |
|---|---|
| Financial services | 21.08% |
| Technology | 15.05% |
| Consumer cyclical | 14.01% |
| Communication services | 9.76% |
| Basic materials | 9.10% |
| Industrials | 6.80% |
| Consumer defensive | 6.48% |
| Healthcare | 4.64% |
| Energy | 4.46% |
| Realestate | 2.74% |
| Utilities | 2.12% |
| Country | Ratio |
|---|---|
| China | 33.17 |
| India | 18.27 |
| Taiwan | 16.32 |
| Brazil | 5.74 |
| South Africa | 3.75 |
| Indonesia | 2.67 |
| Thailand | 2.24 |
| Mexico | 2.19 |
| Malaysia | 2.17 |
| Poland | 0.91 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| 00700 | Tencent Holdings Ltd | 5.04% |
| BABA | Alibaba Group Holding Ltd ADR | 4.71% |
| 2330.TW | Taiwan Semiconductor Manufacturing Co Ltd | 4.57% |
| 03690 | Meituan | 1.93% |
| NPN.JO | Naspers Ltd Class N | 1.06% |
| RIGD.BO | Reliance Industries Ltd ADR | 1.06% |
| 00939 | China Construction Bank Corp Class H | 0.93% |
| INFY.BO | Infosys Ltd ADR | 0.93% |
| VALE.SA | Vale SA ADR | 0.87% |
| JD | JD.com Inc ADR | 0.84% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| ABTYX | AB High Income Municipal Portfolio Advisor Class | US018642108 | NAS | 4 | |||
| IE00B5NL1J06.IR | City Financial Adventurous Portfolio Sterling Acc Class | IE00B5NL1J06 | ISE | 5 | |||
| IE00B6363Y17.IR | City Financial Adventurous Portfolio Y Sterling Acc Class | IE00B6363Y17 | ISE | 5 | |||
| SPEM | SPDR Portfolio Emerging Markets ETF | US78463X509 | PCX | 0.11% | 4 | -7.55 | |
| SPGM | SPDR Portfolio MSCI Global Stock Market ETF | US78463X475 | PCX | 0.09% | 4 | +0.77 | |
| SPIB | SPDR Portfolio Intermediate Term Corporate Bond ETF | US78464A375 | PCX | 0.04% | 4 | +1.27 | |
| SPLG | SPDR Portfolio S&P 500 ETF | US78462F103 | PCX | 0.03% | 4 | -0.03 | |
| SPMB | SPDR Portfolio Mortgage Backed Bond ETF | US78464A383 | PCX | 0.04% | 4 | +2.33 | |
| SPSB | SPDR Portfolio Short Term Corporate Bond ETF | IE00B6YX5C3 | PCX | 0.04% | 4 | -0.40 | |
| SPTI | SPDR Portfolio Intermediate Term Treasury ETF | US78464A672 | PCX | 0.06% | 4 | -1.08 | |
| SPTL | SPDR Portfolio Long Term Treasury ETF | US78464A664 | PCX | 0.06% | 4 | -5.00 | |
| SPTM | SPDR Portfolio S&P 1500 Composite Stock Market ETF | US78464A805 | PCX | 0.03% | 4 | +0.92 | |
| SPTS | SPDR Portfolio Short Term Treasury ETF | US78468R101 | PCX | 0.06% | 4 | -2.44 | |
| SPYG | SPDR Portfolio S&P 500 Growth ETF | US78464A870 | PCX | 0.04% | 4 | -10.27 | |
| SPYV | SPDR Portfolio S&P 500 Value ETF | NUS78464A50 | PCX | 0.04% | 4 | +10.26 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.