EMEM vs EFAD

Comparison between SOPHUS CAPITAL EMERGING MARKET ETF (EMEM, ETF) and PROSHARES MSCI EAFE DIVIDEND GROWERS ETF (EFAD, ETF).

5-Year PerformanceEMEM has outperformed EFAD, delivering a return of +1.1% compared to +0.7%

EMEM vs EFAD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EMEM(ETF)	EFAD(ETF)
Net Assets	$61M	$61M
Expense Ratio	0.65%	0.50%
Max Drawdown	28.22%	38.04%
Sharpe Ratio	0.52	0.14
5Y Beta	2.11	0.53
5Y Dividends CAGR	N/A	8.84%

Net Assets

EMEM

$61M

Winner

EFAD

$61M

Expense Ratio

EMEM

0.65%

Winner

EFAD

0.50%

Max Drawdown

Winner

EMEM

28.22%

EFAD

38.04%

Sharpe Ratio

Winner

EMEM

0.52

EFAD

0.14

5Y Beta

EMEM

2.11

Winner

EFAD

0.53

5Y Dividends CAGR

EMEM

N/A

EFAD

8.84%

EMEM vs EFAD - Historical Returns

Returns include dividend reinvestment.

Period	EMEM	EFAD
1 month	-8.28%	+1.18%
3 months	N/A	+1.09%
6 months	N/A	+3.07%
1 year	N/A	+4.35%
5 years(CAGR)	+1.08%	+0.66%
10 years(CAGR)	+0.77%	+4.18%
Max(CAGR)	+0.77%	+2.88%

EMEM

-8.28%

Winner

EFAD

+1.18%

EMEM

N/A

EFAD

+1.09%

EMEM

N/A

EFAD

+3.07%

EMEM

N/A

EFAD

+4.35%

5Y(CAGR)

Winner

EMEM

+1.08%

EFAD

+0.66%

10Y(CAGR)

EMEM

+0.77%

Winner

EFAD

+4.18%

Max(CAGR)

EMEM

+0.77%

Winner

EFAD

+2.88%

EMEM vs EFAD - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

Year	EMEM	EFAD
2026	-0.25%	+3.58%
2025	N/A	+16.22%
2024	N/A	-0.35%
2023	N/A	+11.41%
2022	N/A	-21.21%
2021	N/A	+7.61%
2020	+0.02%	+8.11%
2019	+10.90%	+24.86%
2018	-16.30%	-12.16%
2017	+5.13%	+21.66%
2016	N/A	-5.75%
2015	N/A	+1.06%
2014	N/A	-7.65%

EMEM vs EFAD Drawdown Comparison

The maximum drawdown for EMEM was -24.52%, occurring on Dec 24, 2018. Recovery took 512 trading sessions.

The maximum drawdown for EFAD was -35.74%, occurring on Oct 14, 2022. This drawdown has not yet recovered.

The current EMEM drawdown is -8.28%. The current EFAD drawdown is -2.05%.

Rank	EMEM	EFAD
#1	-24.52% Jan 26, 2018 - Jun 1, 2026	-35.74% Sep 3, 2021 - Oct 14, 2022
#2	-11.28% Jun 22, 2026 - Jul 17, 2026	-33.04% Jan 17, 2020 - Nov 9, 2020
#3	-8.12% Jun 2, 2026 - Jun 18, 2026	-19.72% May 21, 2015 - Dec 1, 2017
#4	-2.86% Nov 24, 2017 - Dec 18, 2017	-17.63% Jan 26, 2018 - Nov 1, 2019
#5	-2.03% Nov 9, 2017 - Nov 17, 2017	-12.61% Sep 3, 2014 - May 13, 2015
#6	-1.21% Jan 18, 2018 - Jan 24, 2018	-5.92% Feb 16, 2021 - Apr 8, 2021
#7	-0.96% Jan 5, 2018 - Jan 12, 2018	-3.22% May 7, 2021 - May 20, 2021
#8	-0.47% Dec 18, 2017 - Dec 20, 2017	-2.93% Jan 8, 2021 - Feb 11, 2021
#9	-0.20% Nov 17, 2017 - Nov 21, 2017	-2.26% Apr 23, 2021 - May 7, 2021
#10	N/A	-2.17% Jun 15, 2021 - Jul 7, 2021
#11	N/A	-1.95% Jul 14, 2021 - Jul 22, 2021
#12	N/A	-1.65% Nov 27, 2020 - Dec 15, 2020
#13	N/A	-1.43% Nov 27, 2019 - Dec 6, 2019
#14	N/A	-1.35% Dec 17, 2020 - Dec 28, 2020
#15	N/A	-1.34% Aug 5, 2021 - Aug 13, 2021

Correlation

Correlation between EMEM and EFAD is 0.66 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.66

-101

Dividend Comparison (2014 - 2026)

EMEM vs EFAD dividend yield comparison.

Year	EMEM	EFAD
2026	0.00%	0.97%
2025	0.00%	2.83%
2024	0.00%	2.64%
2023	0.00%	2.29%
2022	0.00%	1.76%
2021	0.00%	2.98%
2020	0.00%	1.49%
2019	0.29%	2.05%
2018	5.36%	2.37%
2017	0.66%	2.42%
2016	0.00%	2.88%
2015	0.00%	1.94%
2014	0.00%	0.61%