Emerging Markets Factors ETFs

Emerging Markets Factors ETFs
  • Pininvest Analysis

Side-stepping ‘multifactor’ parameters because their performance and risk exposure is best evaluated against broad emerging market ETFs, our Markets Factors list is dedicated to (mostly) unique features

  • Momentum
  • Size – small- / large-cap equity securities
  • Dividends (also Return & Yield)
  • Volatility (risk exposure)

Our purpose, as always, is to gain information over time about factor-driven selections over the economic cycle. Securities (and funds) characterized by a unique factor may well perform very differently as the economy moves from expansion to recession (and the reverse)

Consequently, one does well not to compare the funds indiscriminately – today’s losers may well be tomorrow’s hares…

 

We do not receive any commission or other form of compensation from the providers included in our 'Funds' presentation

Emerging Markets Factors ETFs • Updated:

Name Ticker Exchange Category SubCategory Currency Cur.Price AUM Perf. Momentum Vol. Risk Contrib. MDD
 
ALPS Emerging Sector Dividend Dogs ETF EDOG NYSEARCA Emerging Markets Dividend Yield USD 23.08 28 M 19.4% Neutral 32%   5% -31%
Cambria Emerging Shareholder Yield ETF EYLD BATS Emerging Markets Dividend Yield USD 37.68 29 M 30.1% Weak Up 27%   4% -32%
First Trust Emerging Markets Small Cap AlphaDEX Fund FEMS NASDAQ Emerging Markets Small Cap USD 44.14 152 M 26.9% Weak Up 35%   6% -37%
Global X SuperDividend Emerging Markets ETF SDEM NYSEARCA Emerging Markets Dividend Yield USD 11.75 18 M 2.1% Neutral 34%   6% -32%
Invesco BLDRS Emerging Markets 50 ADR Index Fund ADRE NASDAQ Emerging Markets LargeCap USD 59.61 128 M 46.3% Neutral 34%   5% -26%
Invesco DWA Emerging Markets Momentum ETF PIE NASDAQ Emerging Markets InvestableMkt Momentum USD 24.81 174 M 38.4% Neutral 35%   6% -30%
Invesco S&P Emerging Markets Low Volatility ETF EELV NYSEARCA Emerging Markets InvestableMkt LowVolatility USD 22.92 325 M 7.9% Neutral 25%   4% -26%
Invesco S&P Emerging Markets Momentum Portfolio EEMO NASDAQ Emerging Markets InvestableMkt Momentum USD 20.35 6.2 M 30.1% Neutral 39%   6% -35%
iShares Emerging Markets Dividend ETF DVYE NYSEARCA Weighted Performance Dividend USD 39.09 681 M 11.9% Neutral 33%   5% -29%
iShares MSCI Emerging Markets Minimum Volatility ETF EEMV NYSEARCA Emerging Markets InvestableMkt LowVolatility USD 63.18 4.8 B 15.4% Neutral 25%   4% -22%
iShares MSCI Emerging Markets Small Cap EEMS NYSEARCA Emerging Markets Small Cap USD 56.87 193 M 40.3% Weak Up 32%   5% -33%
J.P. Morgan Diversified Return Emerging Markets Equity ETF JPEM NYSEARCA Emerging Markets Dividend Yield USD 56.67 337 M 13.1% Neutral 33%   6% -30%
ProShares MSCI Emerging Markets Dividend Growers ETF EMDV BATS Emerging Markets Dividend Yield USD 59.50 30 M 10.3% Neutral 33%   5% -31%
Schwab Fundamental Emerging Markets Large Co. Index ETF FNDE NYSEARCA Emerging Markets InvestableMkt Size USD 30.29 2.6 B 17.4% Neutral 33%   6% -29%
SPDR S&P Emerging Markets Dividend ETF EDIV NYSEARCA Emerging Markets Dividend Yield USD 29.47 375 M 6.1% Neutral 32%   5% -30%
SPDR S&P Emerging Markets Small Cap ETF EWX NYSEARCA Emerging Markets Small Cap USD 54.97 484 M 30.8% Weak Up 31%   5% -30%
VictoryShares Emerging Market Volatility Wtd ETF CEZ NASDAQ Emerging Markets InvestableMkt LowVolatility USD 27.90 47 M 17.3% Neutral 30%   5% -28%
WisdomTree Emerging Markets High Dividend Fund DEM NYSEARCA Emerging Markets High Yield USD 43.44 2.1 B 10.2% Neutral 33%   5% -29%
WisdomTree Emerging Markets SmallCap Dividend Fund DGS NYSEARCA Emerging Markets Small Cap USD 50.29 1.6 B 20.9% Neutral 31%   5% -32%