SPDR Portfolio Emerging Markets ETF (SPEM): Historical Returns

Data Source: from April 2007 to April 2024 (~17 years)
Consolidated Returns as of 30 April 2024
Category: Stocks
SPDR Portfolio Emerging Markets ETF (SPEM) ETF
Currency: USD
ETF • LIVE PERFORMANCE (USD currency)
0.69%
April 2024

In the last 10 Years, the SPDR Portfolio Emerging Markets ETF (SPEM) ETF obtained a 3.78% compound annual return, with a 16.35% standard deviation.

Table of contents
The first official book of
How to build wealth
with Lazy Portfolios and Passive Investing Strategies
Choose a goal
Employ the best metrics to evaluate it
Join the passive investing strategy
Discover new asset allocations in USD and EUR,
in addition to the lazy portfolios on the website.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: Emerging Markets
  • Country: Broad Emerging Markets

Investment Returns as of Apr 30, 2024

The SPDR Portfolio Emerging Markets ETF (SPEM) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
SPDR PORTFOLIO EMERGING MARKETS ETF (SPEM) ETF
Consolidated returns as of 30 April 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Apr 30, 2024
  1 Day Time ET(*) May 2024 1M 6M 1Y 5Y 10Y MAX
(~17Y)
SPDR Portfolio Emerging Markets ETF (SPEM) ETF n.a. n.a. 0.69 14.00 9.88 2.90 3.78 3.83
US Inflation Adjusted return 0.38 11.93 6.31 -1.23 0.90 1.29
Returns over 1 year are annualized | Available data source: since Apr 2007
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2024. Current inflation (annualized) is 1Y: 3.36% , 5Y: 4.18% , 10Y: 2.85%

In 2023, the SPDR Portfolio Emerging Markets ETF (SPEM) ETF granted a 3.03% dividend yield. If you are interested in getting periodic income, please refer to the SPDR Portfolio Emerging Markets ETF (SPEM) ETF: Dividend Yield page.

Capital Growth as of Apr 30, 2024

An investment of 1$, since May 2014, now would be worth 1.45$, with a total return of 44.86% (3.78% annualized).

The Inflation Adjusted Capital now would be 1.09$, with a net total return of 9.37% (0.90% annualized).
An investment of 1$, since April 2007, now would be worth 1.90$, with a total return of 89.93% (3.83% annualized).

The Inflation Adjusted Capital now would be 1.24$, with a net total return of 24.49% (1.29% annualized).

Investment Metrics as of Apr 30, 2024

Metrics of SPDR Portfolio Emerging Markets ETF (SPEM) ETF, updated as of 30 April 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
SPDR PORTFOLIO EMERGING MARKETS ETF (SPEM) ETF
Advanced Metrics
Data Source: 1 April 2007 - 30 April 2024 (~17 years)
Swipe left to see all data
Metrics as of Apr 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~17Y)
Investment Return (%) 0.69 6.80 14.00 9.88 -3.44 2.90 3.78 3.83
Infl. Adjusted Return (%) details 0.38 5.60 11.93 6.31 -8.47 -1.23 0.90 1.29
US Inflation (%) 0.31 1.14 1.85 3.36 5.50 4.18 2.85 2.50
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Deepest Drawdown Depth (%) -10.72 -31.02 -31.02 -31.02 -60.86
Start to Recovery (# months) details 8 34* 34* 34* 117
Start (yyyy mm) 2023 08 2021 07 2021 07 2021 07 2007 11
Start to Bottom (# months) 3 16 16 16 16
Bottom (yyyy mm) 2023 10 2022 10 2022 10 2022 10 2009 02
Bottom to End (# months) 5 18 18 18 101
End (yyyy mm) 2024 03 - - - 2017 07
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-28.73
same as
deepest
Start to Recovery (# months) details 35
Start (yyyy mm) 2023 08 2021 07 2021 07 2014 09 2007 11
Start to Bottom (# months) 3 16 16 18 16
Bottom (yyyy mm) 2023 10 2022 10 2022 10 2016 02 2009 02
Bottom to End (# months) 5 18 18 17 101
End (yyyy mm) 2024 03 - - 2017 07 2017 07
Longest negative period (# months) details 7 36* 46 72 151
Period Start (yyyy mm) 2023 08 2021 05 2020 01 2018 02 2007 11
Period End (yyyy mm) 2024 02 2024 04 2023 10 2024 01 2020 05
Annualized Return (%) -1.88 -3.44 -1.25 -0.52 -0.13
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -11.57 -37.32 -37.32 -37.32 -61.50
Start to Recovery (# months) details 9* 34* 34* 34* 123
Start (yyyy mm) 2023 08 2021 07 2021 07 2021 07 2007 11
Start to Bottom (# months) 3 16 16 16 16
Bottom (yyyy mm) 2023 10 2022 10 2022 10 2022 10 2009 02
Bottom to End (# months) 6 18 18 18 107
End (yyyy mm) - - - - 2018 01
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-30.43
same as
deepest
Start to Recovery (# months) details 35
Start (yyyy mm) 2023 08 2021 07 2021 07 2018 02 2007 11
Start to Bottom (# months) 3 16 16 26 16
Bottom (yyyy mm) 2023 10 2022 10 2022 10 2020 03 2009 02
Bottom to End (# months) 6 18 18 9 107
End (yyyy mm) - - - 2020 12 2018 01
Longest negative period (# months) details 9* 36* 60* 116* 199*
Period Start (yyyy mm) 2023 08 2021 05 2019 05 2014 09 2007 10
Period End (yyyy mm) 2024 04 2024 04 2024 04 2024 04 2024 04
Annualized Return (%) -1.35 -8.47 -1.23 -0.24 -0.24
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y MAX
Standard Deviation (%) 14.09 15.95 17.57 16.35 21.01
Sharpe Ratio 0.33 -0.38 0.06 0.15 -0.01
Sortino Ratio 0.46 -0.59 0.08 0.21 -0.01
Ulcer Index 4.44 17.22 14.32 14.41 18.75
Ratio: Return / Standard Deviation 0.70 -0.22 0.17 0.23 0.18
Ratio: Return / Deepest Drawdown 0.92 -0.11 0.09 0.12 0.06
% Positive Months details 58% 47% 55% 55% 53%
Positive Months 7 17 33 66 110
Negative Months 5 19 27 54 95
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Best 10 Years Return (%) - Annualized 3.78 10.49
Worst 10 Years Return (%) - Annualized 0.83
Best 10 Years Return (%) - Annualized 0.90 8.57
Worst 10 Years Return (%) - Annualized -0.89
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Over the latest 10Y
Best Rolling Return (%) - Annualized 57.12 15.07 14.82 3.78
Worst Rolling Return (%) - Annualized -27.22 -4.74 -1.57
% Positive Periods 55% 85% 86% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 82.17 26.22 17.55 10.80
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.93
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 53.11 12.76 12.43 0.90
Worst Rolling Return (%) - Annualized -32.45 -9.85 -5.21
% Positive Periods 50% 70% 57% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 82.17 26.22 17.55 10.80
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.93
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Apr 2007 - Apr 2024)
Best Rolling Return (%) - Annualized 92.81 32.16 16.51 10.49
Worst Rolling Return (%) - Annualized -54.29 -8.46 -5.14 0.83
% Positive Periods 58% 76% 81% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 59.42 22.16 14.27 7.41
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 88.75 29.08 14.16 8.57
Worst Rolling Return (%) - Annualized -55.94 -9.85 -6.41 -0.89
% Positive Periods 53% 62% 60% 88%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 59.42 22.16 14.27 7.41
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Apr 30, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of SPDR Portfolio Emerging Markets ETF (SPEM) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

SPDR PORTFOLIO EMERGING MARKETS ETF (SPEM) ETF
Monthly correlations as of 30 April 2024
Swipe left to see all data
Correlation vs SPEM
Asset Class 1 Year 5 Years 10 Years Since
Apr 2007
VTI
US Total Stock Market
0.79
0.74
0.70
0.76
SPY
US Large Cap
0.78
0.72
0.69
0.76
IJR
US Small Cap
0.83
0.75
0.62
0.69
VNQ
US REITs
0.79
0.66
0.54
0.61
QQQ
US Technology
0.61
0.65
0.63
0.72
PFF
Preferred Stocks
0.65
0.69
0.59
0.59
EFA
EAFE Stocks
0.88
0.84
0.81
0.87
VT
World All Countries
0.86
0.83
0.81
0.87
EEM
Emerging Markets
0.99
0.99
0.99
0.99
VGK
Europe
0.88
0.82
0.77
0.84
VPL
Pacific
0.86
0.85
0.84
0.86
FLLA
Latin America
0.85
0.70
0.72
0.84
BND
US Total Bond Market
0.56
0.49
0.40
0.26
TLT
Long Term Treasuries
0.61
0.17
0.12
-0.10
BIL
US Cash
0.01
-0.03
-0.01
-0.04
TIP
TIPS
0.55
0.42
0.42
0.37
LQD
Invest. Grade Bonds
0.63
0.64
0.56
0.45
HYG
High Yield Bonds
0.72
0.71
0.68
0.71
CWB
US Convertible Bonds
0.79
0.76
0.73
0.77
BNDX
International Bonds
0.48
0.43
0.32
0.30
EMB
Emerg. Market Bonds
0.81
0.81
0.75
0.68
GLD
Gold
0.20
0.33
0.30
0.29
DBC
Commodities
0.29
0.53
0.48
0.59

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

SPDR PORTFOLIO EMERGING MARKETS ETF (SPEM) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 May 2014 - 30 April 2024 (10 Years)
Data Source: 1 April 2007 - 30 April 2024 (~17 years)
Inflation Adjusted:
Swipe left to see all data
Swipe left to see all data
Swipe left to see all data
Swipe left to see all data

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

SPDR PORTFOLIO EMERGING MARKETS ETF (SPEM) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 2014 - 30 April 2024 (10 Years)
Data Source: 1 April 2007 - 30 April 2024 (~17 years)
Inflation Adjusted:

If you need a deeper detail about rolling returns, please refer to the SPDR Portfolio Emerging Markets ETF (SPEM) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in SPDR Portfolio Emerging Markets ETF (SPEM) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Swipe left to see all data
Swipe left to see all data

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the SPDR Portfolio Emerging Markets ETF (SPEM) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

SPDR PORTFOLIO EMERGING MARKETS ETF (SPEM) ETF
Monthly Returns Distribution
Data Source: 1 May 2014 - 30 April 2024 (10 Years)
Data Source: 1 April 2007 - 30 April 2024 (~17 years)
66 Positive Months (55%) - 54 Negative Months (45%)
110 Positive Months (54%) - 95 Negative Months (46%)
Swipe left to see all data
(Scroll down to see all data)
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.