Summary
QEMM
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 24.30% Volatility 17.26% Sharpe 1.27
Official loaded data — not a live quote.

STATE STREET(R) SPDR(R) MSCI EMERGING MARKETS STRATEGICFACTORS(SM) ETF

Symbol: QEMM

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 04/06/2014

Latest date: 15/10/2026

Current price: $78.80

Expense ratio: 0.30%

Assets under management
$60.6M
0.88% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-1.67%

Ann. -48.30% (Sharpe / Sortino numerator)

Volatility

30.23%

Sharpe ratio

-1.718

VaR 95%

-2.59%

CVaR 95%: -3.81%
Max drawdown: -5.11%
Sortino ratio: -2.408
Calmar ratio: -9.45

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.00%

Ann. 11.32% (Sharpe / Sortino numerator)

Volatility

22.26%

Sharpe ratio

0.345

VaR 95%

-2.48%

CVaR 95%: -3.17%
Max drawdown: -10.40%
Sortino ratio: 0.464
Calmar ratio: 1.09

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.65%

Ann. 15.86% (Sharpe / Sortino numerator)

Volatility

17.87%

Sharpe ratio

0.684

VaR 95%

-1.60%

CVaR 95%: -2.69%
Max drawdown: -10.40%
Sortino ratio: 0.878
Calmar ratio: 1.52

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

24.30%

Ann. 25.55% (Sharpe / Sortino numerator)

Volatility

17.26%

Sharpe ratio

1.270

VaR 95%

-1.53%

CVaR 95%: -2.59%
Max drawdown: -10.40%
Sortino ratio: 1.632
Calmar ratio: 2.46

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

39.75%

Ann. 15.03% (Sharpe / Sortino numerator)

Volatility

15.37%

Sharpe ratio

0.742

VaR 95%

-1.53%

CVaR 95%: -2.24%
Max drawdown: -17.04%
Sortino ratio: 1.000
Calmar ratio: 0.88

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

66.94%

Ann. 13.14% (Sharpe / Sortino numerator)

Volatility

14.26%

Sharpe ratio

0.667

VaR 95%

-1.38%

CVaR 95%: -2.06%
Max drawdown: -17.04%
Sortino ratio: 0.934
Calmar ratio: 0.77

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.094%

Best day

4.421%

08/04/2026
Worst day

-4.945%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $78.11 $78.84 $78.08 $78.80 25,200
14/10/2026 $79.32 $79.39 $79.09 $79.09 2,400
13/10/2026 $79.58 $80.48 $79.58 $80.29 2,200
12/10/2026 $80.81 $80.81 $80.38 $80.44 1,500
09/10/2026 $80.68 $80.87 $80.36 $80.63 4,500
08/10/2026 $80.28 $80.28 $79.66 $79.69 3,200
07/10/2026 $80.34 $80.98 $80.34 $80.84 2,100
06/10/2026 $82.26 $82.26 $81.84 $81.84 10,500
05/10/2026 $82.21 $82.38 $82.21 $82.31 1,400
02/10/2026 $80.77 $81.38 $80.77 $81.09 23,600