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 23.91 28 M 29.0 % Weak Down 16 %   6 % -8 %
Cambria Emerging Shareholder Yield ETF EYLD BATS Emerging Markets Dividend Yield USD 37.95 29 M 32.6 % Neutral 18 %   6 % -8 %
First Trust Emerging Markets Small Cap AlphaDEX Fund FEMS NASDAQ Emerging Markets Small Cap USD 45.23 152 M 30.5 % Neutral 18 %   6 % -9 %
Global X MSCI SuperDividend® Emerging Markets ETF SDEM NYSEARCA Emerging Markets Dividend Yield USD 11.92 18 M 17.8 % Neutral 16 %   6 % -9 %
Invesco BLDRS Emerging Markets 50 ADR Index Fund ADRE NASDAQ Emerging Markets LargeCap USD 53.75 128 M 22.0 % Neutral 24 %   8 % -20 %
Invesco DWA Emerging Markets Momentum ETF PIE NASDAQ Emerging Markets InvestableMkt Momentum USD 26.54 174 M 38.3 % Neutral 21 %   8 % -13 %
Invesco S&P Emerging Markets Low Volatility ETF EELV NYSEARCA Emerging Markets InvestableMkt LowVolatility USD 24.13 325 M 23.8 % Neutral 11 %   4 % -5 %
iShares Emerging Markets Dividend ETF DVYE NYSEARCA Weighted Performance Dividend USD 38.07 681 M 24.1 % Weak Down 16 %   6 % -7 %
iShares MSCI Emerging Markets Minimum Volatility ETF EEMV NYSEARCA Emerging Markets InvestableMkt LowVolatility USD 62.43 4.8 B 16.1 % Neutral 12 %   5 % -5 %
iShares MSCI Emerging Markets Small Cap EEMS NYSEARCA Emerging Markets Small Cap USD 62.27 193 M 50.6 % Neutral 15 %   6 % -5 %
J.P. Morgan Diversified Return Emerging Markets Equity ETF JPEM NYSEARCA Emerging Markets Dividend Yield USD 57.92 337 M 22.6 % Neutral 15 %   6 % -6 %
ProShares MSCI Emerging Markets Dividend Growers ETF EMDV BATS Emerging Markets Dividend Yield USD 58.90 30 M 18.5 % Neutral 14 %   5 % -6 %
Schwab Fundamental Emerging Markets Large Co. Index ETF FNDE NYSEARCA Emerging Markets InvestableMkt Size USD 31.21 2.6 B 28.9 % Neutral 16 %   7 % -7 %
SPDR S&P Emerging Markets Dividend ETF EDIV NYSEARCA Emerging Markets Dividend Yield USD 29.47 375 M 18.0 % Weak Down 14 %   5 % -8 %
SPDR S&P Emerging Markets Small Cap ETF EWX NYSEARCA Emerging Markets Small Cap USD 60.68 484 M 42.4 % Neutral 15 %   6 % -6 %
WisdomTree Emerging Markets High Dividend Fund DEM NYSEARCA Emerging Markets High Yield USD 44.87 2.1 B 24.3 % Neutral 15 %   6 % -9 %
WisdomTree Emerging Markets SmallCap Dividend Fund DGS NYSEARCA Emerging Markets Small Cap USD 54.21 1.6 B 35.9 % Neutral 14 %   5 % -5 %