See what your fund actually adds
State Street SPDR Portfolio Emerging Markets ETF SPEM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SPEM | Replication |
|---|---|---|
| Annualized growth | 6.7% | 6.9% |
| Annualized volatility | 14.4% | 14.0% |
| Sharpe ratio | 0.52 | 0.54 |
| Maximum drawdown | 29.3% | 26.8% |
| Replication fit (R²) | 0.94 · Tracking error 3.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model SPEM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VWO | Emerging Markets | 70.2% |
| DGS | EM Small Cap | 29.8% |