abrdn Emerging Markets Dividend Active ETF

10-Year Study

AGEM.US · · US · ETF

Executive Summary: abrdn Emerging Markets Dividend Active ETF has compounded at 46.9% annually over the last 10 years, with a maximum drawdown of 9.8% and an annualized volatility of 66.1%.

1Y CAGR
+50.9%
3Y CAGR
+46.9%
5Y CAGR
+46.9%
10Y CAGR
+46.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
9.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
2.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.44
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +16.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 16.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.47.1-9.810.1————————16.4%
2025——-0.10.86.46.61.64.66.53.2-1.62.334.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 66.1%. The dominant macroeconomic risk driver is HYG.US, accounting for 42.3% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2025-02-0110000
2025-03-019992.724321752878
2025-04-0110071.60246813393
2025-05-0110713.436218885981
2025-06-0111419.246967301424
2025-07-0111602.957843041233
2025-08-0112134.047375858741
2025-09-0112924.892613787411
2025-10-0113340.305858320158
2025-11-0113125.11368247261
2025-12-0113426.774495949405
2026-01-0114692.322760280395
2026-02-0115729.106910495166
2026-03-0114188.971750780038
2026-04-0115625.358537029006
Annual Return Matrix
YearAnnual Return
20260.1637462550475446
Total Factor Risk
0.6608934612752766
VTI.US Exposure
-0.08070166045594392
VEA.US Exposure
0.013329205578679417
VWO.US Exposure
0.03711722125553735
QQQ.US Exposure
0.10284139298474465
VTV.US Exposure
0.12005295687578553
IJR.US Exposure
-0.01459941153245995
QUAL.US Exposure
0.007265907594964543
SHV.US Exposure
0.2475795615471439
TLT.US Exposure
0.1290912936532059
LQD.US Exposure
-0.055269094285909044
HYG.US Exposure
0.42255507991307906
GLD.US Exposure
-0.0051210342296082925
USO.US Exposure
0.0012534940730252748
VNQ.US Exposure
-0.03760875599304048
BTC-USD.CC Exposure
0.011848965591809688
CPER.US Exposure
0.0029717497119108585
VIX.INDX Exposure
0.010565198520901875
UUP.US Exposure
0.011274124432945707
TIP.US Exposure
0.07555378186841555
Idiosyncratic Exposure
2.289481242956459e-8
Value Score
44.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
22.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
66.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →12.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.84%
Market Cap$93.9B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$59
Avg Yield on Cost
0.59%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$59.460.59%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+16.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.09
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is abrdn Emerging Markets Dividend Active ETF a high-risk investment?

abrdn Emerging Markets Dividend Active ETF (AGEM.US) has an annualized volatility of 66.1% and experienced a maximum drawdown of 9.8% over the last 10 years. Its primary macro risk driver is HYG.US.

What is the 10-year return of AGEM.US?

Over the past 10 years, AGEM.US has generated a Compound Annual Growth Rate (CAGR) of 46.9%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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