SPDR® S&P Emerging Markets Dividend ETF

10-Year Study

EDIV.US · · US · ETF

Executive Summary: SPDR® S&P Emerging Markets Dividend ETF has compounded at 9.5% annually over the last 10 years, with a maximum drawdown of 32.4% and an annualized volatility of 20.8%.

1Y CAGR
+15.2%
3Y CAGR
+20.4%
5Y CAGR
+10.8%
10Y CAGR
+9.5%

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 →
32.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.49
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +42.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -15.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.04.4-8.04.4————————5.3%
20250.60.41.02.03.52.9-0.41.72.3-0.70.41.716.5%
2024-1.12.42.30.83.32.5-0.54.14.7-4.5-1.70.212.7%
20237.2-2.95.12.22.25.49.7-2.81.0-3.47.85.142.0%
20223.6-3.7-1.4-3.7-1.3-5.2-0.5-2.7-9.3-1.711.8-1.1-15.3%
2021-0.24.63.80.72.1-1.6-2.54.3-1.3-0.3-2.33.711.2%
2020-8.0-5.8-19.58.21.92.62.0-0.6-1.9-1.210.54.9-10.0%
20199.9-3.0-0.11.3-2.55.8-2.5-5.61.33.0-1.15.811.8%
20188.2-0.40.4-3.5-3.9-5.85.4-4.41.1-6.66.3-1.8-6.2%
20177.81.71.51.10.41.24.11.8-2.2-0.21.66.828.2%
2016———1.1-6.48.06.7-2.81.60.9-6.62.13.6%

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 20.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 56.7% of variance. Idiosyncratic stock-specific factors contribute 5.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110112.164785997693
2016-05-019465.233418690379
2016-06-0110225.455159411318
2016-07-0110912.682556209022
2016-08-0110608.942792019587
2016-09-0110775.248332723642
2016-10-0110868.672088246054
2016-11-0110148.521259532317
2016-12-0110361.820074851565
2017-01-0111168.528575850523
2017-02-0111360.38495089625
2017-03-0111528.547710836594
2017-04-0111650.111151757324
2017-05-0111693.277429158343
2017-06-0111830.711652643724
2017-07-0112314.432844640796
2017-08-0112540.394518389285
2017-09-0112267.045614430031
2017-10-0112238.849649660917
2017-11-0112440.217238371273
2017-12-0113283.61988912964
2018-01-0114379.491797281707
2018-02-0114318.822635562934
2018-03-0114382.41832456313
2018-04-0113879.337029012015
2018-05-0113339.786701184681
2018-06-0112561.836958662801
2018-07-0113238.540113121535
2018-08-0112660.269578186117
2018-09-0112796.015420547597
2018-10-0111950.98066803613
2018-11-0112700.284210822523
2018-12-0112465.374117117371
2019-01-0113697.273264484904
2019-02-0113283.845006612826
2019-03-0113265.835607957903
2019-04-0113441.933759180572
2019-05-0113102.287756422884
2019-06-0113858.56994118806
2019-07-0113510.200635956891
2019-08-0112758.19568337226
2019-09-0112926.527281424993
2019-10-0113315.474013000538
2019-11-0113168.190899625743
2019-12-0113936.910825336972
2020-01-0112825.39325210344
2020-02-0112087.345583476377
2020-03-019725.356670512423
2020-04-0110527.05630751048
2020-05-0110724.146664040294
2020-06-0111002.16675577567
2020-07-0111220.361876354224
2020-08-0111158.004333511552
2020-09-0110948.757632889665
2020-10-0110822.57928356361
2020-11-0111962.968174015814
2020-12-0112549.736893941525
2021-01-0112527.11258688128
2021-02-0113105.55195992909
2021-03-0113609.815122266933
2021-04-0113709.598446689366
2021-05-0113990.65762444776
2021-06-0113760.306159777134
2021-07-0113416.045248614122
2021-08-0113998.98697132566
2021-09-0113817.711117989702
2021-10-0113771.055519599291
2021-11-0113458.648732307174
2021-12-0113957.452795677746
2022-01-0114455.074992261587
2022-02-0113919.914455356387
2022-03-0113727.945521569069
2022-04-0113220.193038241834
2022-05-0113046.233503109437
2022-06-0112369.08011368433
2022-07-0112307.00396769564
2022-08-0111977.488251681345
2022-09-0110868.953485100037
2022-10-0110687.227396797703
2022-11-0111949.461125024622
2022-12-0111819.737175338381
2023-01-0112671.694290457834
2023-02-0112302.33277991952
2023-03-0112929.341249964828
2023-04-0113218.392098376342
2023-05-0113511.157385260432
2023-06-0114237.61150350339
2023-07-0115623.26589188733
2023-08-0115187.94495877536
2023-09-0115339.505304330698
2023-10-0114810.929453808707
2023-11-0115970.059374736193
2023-12-0116780.65115232012
2024-01-0116589.751526577933
2024-02-0116987.027605031377
2024-03-0117382.390184877735
2024-04-0117517.23555730647
2024-05-0118103.38520415342
2024-06-0118547.654557222053
2024-07-0118453.04893491291
2024-08-0119209.66879590286
2024-09-0120108.6191856375
2024-10-0119205.33528435152
2024-11-0118880.43447674255
2024-12-0118919.942595041786
2025-01-0119040.60556602977
2025-02-0119107.690576019362
2025-03-0119299.3218335819
2025-04-0119683.147142414946
2025-05-0120380.504825956046
2025-06-0120962.32096125165
2025-07-0120885.33078200186
2025-08-0121231.78658862594
2025-09-0121723.330613163747
2025-10-0121561.189745898642
2025-11-0121656.245603174157
2025-12-0122033.373666882406
2026-01-0123142.0772715761
2026-02-0124155.105945915526
2026-03-0122219.095590511297
2026-04-0123203.9845794524
Annual Return Matrix
YearAnnual Return
20170.281977470480246
2018-0.06159810193619464
20190.11804994333855556
2020-0.09953238194461267
20210.112170949369927
2022-0.15315943758744854
20230.41971440679176664
20240.12748560370530604
20250.16455816692892777
20260.05312899106002544
Total Factor Risk
0.20787960521510415
VTI.US Exposure
-0.0957881695445899
VEA.US Exposure
0.037517492293987695
VWO.US Exposure
0.2439151422420824
QQQ.US Exposure
0.08245562403634354
VTV.US Exposure
0.08033043372350111
IJR.US Exposure
-0.01126012769948084
QUAL.US Exposure
-0.01987591141515818
SHV.US Exposure
0.5670940787577465
TLT.US Exposure
0.03807871278897587
LQD.US Exposure
-0.044264263419029226
HYG.US Exposure
0.009745660040822548
GLD.US Exposure
0.0006530764161827913
USO.US Exposure
0.0009610162374689766
VNQ.US Exposure
0.012114576974160381
BTC-USD.CC Exposure
-0.003941237507961742
CPER.US Exposure
0.0019250524036150659
VIX.INDX Exposure
0.019892710836866997
UUP.US Exposure
0.01864146097198658
TIP.US Exposure
0.0036288103152685523
Idiosyncratic Exposure
0.058175861547210814
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
20.8%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
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
$176
Avg Yield on Cost
1.76%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$175.861.76%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 →
+0.8%
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 →
+5.3%
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 →
5.1% 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 →
0.71
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is SPDR® S&P Emerging Markets Dividend ETF a high-risk investment?

SPDR® S&P Emerging Markets Dividend ETF (EDIV.US) has an annualized volatility of 20.8% and experienced a maximum drawdown of 32.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, EDIV.US has generated a Compound Annual Growth Rate (CAGR) of 9.5%. It has had a positive return in 70% 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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