State Street SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) Total Returns
Growth of $10,000 chart
2021-04-20 to 2026-04-20 to
$
%
%
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Investment Performance
Final Value
$13,272
Total Return
32.72%
CAGR
5.83%
Dividends
$2,019.41
Yield on Cost
20.19%
Rolling Returns
1-Month (21 Trading Days)
| Average | +0.43% |
| Median | +0.44% |
| Best | +13.53% |
| Worst | -11.25% |
| % of Windows Positive | 55.5% |
1-Year (252 Trading Days)
| Average | +3.93% |
| Median | +7.09% |
| Best | +45.96% |
| Worst | -25.72% |
| % of Windows Positive | 69.5% |
3-Year (756 Trading Days)
| Average | +15.62% |
| Median | +6.10% |
| Best | +54.81% |
| Worst | -10.76% |
| % of Windows Positive | 57.8% |
Risk Metrics
| Maximum Drawdown | -27.96% |
| Average Drawdown | -9.90% |
| Drawdown Duration | 843 Trading Days |
| Sortino Ratio | 0.66 |
| Calmar Ratio | 0.21 |
| CVaR (5%) | -2.10% |
Yearly Returns
| Year | Percentage | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|
| 2026 partial | +15.24% (+60.17% ann.) | +$1524.15 | $0.00 | $0.00 | $0.00 |
| 2025 | +20.70% | +$2070.43 | $572.23 | $114.44 | $0.91 |
| 2024 | +3.96% | +$395.71 | $520.81 | $104.16 | $0.84 |
| 2023 | +11.37% | +$1136.52 | $527.28 | $105.45 | $0.84 |
| 2022 | -18.46% | $1846.41 | $323.81 | $64.76 | $0.52 |
| 2021 | +5.83% | +$582.93 | $244.53 | $48.90 | $0.39 |
| 2020 | +9.35% | +$935.47 | $267.21 | $53.44 | $0.43 |
| 2019 | +14.67% | +$1467.42 | $342.60 | $68.52 | $0.55 |
| 2018 | -13.81% | $1380.96 | $241.82 | $48.36 | $0.39 |
| 2017 | +30.92% | +$3092.13 | $272.14 | $54.43 | $0.44 |
| 2016 | +7.46% | +$746.17 | $215.32 | $43.06 | $0.35 |
| 2015 | -13.47% | $1347.39 | $183.07 | $36.61 | $0.29 |
| 2014 partial | -6.64% (-11.32% ann.) | $664.35 | $144.56 | $28.91 | $0.23 |
Market Regimes
about| Regime | Period | Percentage | Annual | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|---|---|
| Secular stagnation / QE / low inflation / duration bull partial | June 5, 2014 – February 19, 2020 | +9.33% | +1.58% | +$933.46 | $1336.03 | $267.20 | $2.14 |
| Pandemic shock / liquidity crash | February 20, 2020 – March 23, 2020 | -29.05% | -98.01% | $2904.77 | $0.00 | $0.00 | $0.00 |
| Policy bazooka / monetary euphoria | March 24, 2020 – November 6, 2020 | +36.85% | +65.66% | +$3684.67 | $108.10 | $21.63 | $0.17 |
| Reopening reflation / fiscal boom / supply bottlenecks | November 9, 2020 – November 29, 2021 | +11.11% | +10.51% | +$1110.75 | $245.59 | $49.11 | $0.40 |
| Inflation shock / duration crash / aggressive tightening | November 30, 2021 – November 9, 2022 | -19.56% | -20.64% | $1956.13 | $274.98 | $54.99 | $0.44 |
| Disinflation rebound / AI-led narrow bull / higher-for-longer | November 10, 2022 – September 17, 2024 | +19.97% | +10.32% | +$1996.67 | $1065.26 | $213.05 | $1.70 |
| Disinflationary easing / resilient growth / AI capex under oil-shock test partial | September 18, 2024 – April 20, 2026 | +36.84% | +21.88% | +$3683.87 | $857.27 | $171.45 | $1.37 |
Dividend History
Annual Dividends Per Share
TTM Yield
—
Consecutive Years Paid
— current
Consecutive Years of Growth
— current
| Date | Per Share | Yield % |
|---|---|---|
| 2014-06-20 | $0.0140 | 0.02% |
| 2014-12-19 | $0.8590 | 1.56% |
| 2015-06-19 | $0.4560 | 0.79% |
| 2015-12-18 | $0.5600 | 1.17% |
| 2016-06-17 | $0.4490 | 0.93% |
| 2016-12-16 | $0.5680 | 1.11% |
| 2017-06-16 | $0.4210 | 0.73% |
| 2017-12-15 | $0.9380 | 1.49% |
| 2018-06-01 | $0.3670 | 0.58% |
| 2018-12-21 | $1.1870 | 2.15% |
| 2019-06-03 | $0.5220 | 0.92% |
| 2019-12-20 | $1.3310 | 2.16% |
| 2020-06-01 | $0.4800 | 0.94% |
| 2020-12-18 | $1.1370 | 1.75% |
| 2021-06-01 | $0.3570 | 0.51% |
| 2021-12-17 | $1.2300 | 1.81% |
| 2022-06-01 | $0.5910 | 0.98% |
| 2022-12-16 | $1.5860 | 2.90% |
| 2023-06-01 | $1.2280 | 2.24% |
| 2023-12-15 | $1.5610 | 2.73% |
| 2024-06-03 | $1.1990 | 2.05% |
| 2024-12-18 | $1.7490 | 2.91% |
| 2025-06-02 | $0.7620 | 1.26% |
| 2025-11-25 | $2.4780 | 3.70% |
| Total | 24 payments |
Portfolio Dividend Returns
Based on $10,000 initial investment, 20% tax rate, 0.2% transaction cost. Showing 2021-04-20 to 2026-04-20. Change
| Date | Total Yield | Tax | Trans. Cost | Shares Bought |
|---|---|---|---|---|
| 2021-06-01 | $52.38 | $10.47 | $0.09 | 0.5882 |
| 2021-12-17 | $181.18 | $36.23 | $0.29 | 2.1779 |
| 2022-06-01 | $88.35 | $17.67 | $0.14 | 1.1828 |
| 2022-12-16 | $238.95 | $47.79 | $0.38 | 3.5861 |
| 2023-06-01 | $189.41 | $37.88 | $0.30 | 2.7933 |
| 2023-12-15 | $245.14 | $49.03 | $0.39 | 3.5278 |
| 2024-06-03 | $192.52 | $38.50 | $0.31 | 2.6603 |
| 2024-12-18 | $285.49 | $57.10 | $0.46 | 3.9863 |
| 2025-06-02 | $127.42 | $25.48 | $0.20 | 1.6986 |
| 2025-11-25 | $418.57 | $83.71 | $0.67 | 5.1868 |
| Total | $2019.41 | $403.86 | $3.23 | 27.3880 |
All calculations use split-adjusted closing prices. Dividends are reinvested on the ex-dividend date at that day's closing price.
For each rolling window, returns are calculated at every possible starting point:
return = (value[i] ÷ value[i − windowSize] − 1) × 100
- Windows
- 1-month = 21 trading days, 1-year = 252 trading days, 3-year = 756 trading days.
- Statistics
- Average: arithmetic mean. Median: middle value when sorted. Best / Worst: max and min. % Positive: share of windows with return > 0.
The series is segmented by calendar year:
return = (endValue ÷ startValue − 1) × 100
startValue is the last value of the prior year (or the first value for the initial year). Partial first/last years are flagged. Dividends, taxes, and transaction costs are scaled proportionally to the initial investment.