QEMM vs BBSB

Comparison between STATE STREET(R) SPDR(R) MSCI EMERGING MARKETS STRATEGICFACTORS(SM) ETF (QEMM, ETF) and JPMORGAN BETABUILDERS U.S. TREASURY BOND 1-3 YEAR ETF (BBSB, ETF).

QEMM vs BBSB - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	QEMM(ETF)	BBSB(ETF)
Net Assets	$55M	$55M
Expense Ratio	0.30%	0.04%
Max Drawdown	40.48%	3.20%
Sharpe Ratio	1.24	-0.63
5Y Beta	0.73	-0.02
5Y Dividends CAGR	16.78%	N/A

Net Assets

QEMM

$55M

Winner

BBSB

$55M

Expense Ratio

QEMM

0.30%

Winner

BBSB

0.04%

Max Drawdown

QEMM

40.48%

Winner

BBSB

3.20%

Sharpe Ratio

Winner

QEMM

1.24

BBSB

-0.63

5Y Beta

QEMM

0.73

Winner

BBSB

-0.02

5Y Dividends CAGR

QEMM

16.78%

BBSB

N/A

QEMM vs BBSB - Historical Returns

Returns include dividend reinvestment.

Period	QEMM	BBSB
1 month	-5.06%	+0.28%
3 months	+4.97%	+0.17%
6 months	+13.77%	+0.68%
1 year	+28.26%	+2.91%
5 years(CAGR)	+7.20%	N/A
10 years(CAGR)	+7.85%	N/A
Max(CAGR)	+5.39%	+3.79%

QEMM

-5.06%

Winner

BBSB

+0.28%

Winner

QEMM

+4.97%

BBSB

+0.17%

Winner

QEMM

+13.77%

BBSB

+0.68%

Winner

QEMM

+28.26%

BBSB

+2.91%

5Y(CAGR)

QEMM

+7.20%

BBSB

N/A

10Y(CAGR)

QEMM

+7.85%

BBSB

N/A

Max(CAGR)

Winner

QEMM

+5.39%

BBSB

+3.79%

QEMM vs BBSB - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

Year	QEMM	BBSB
2026	+17.36%	+0.68%
2025	+22.49%	+5.10%
2024	+6.40%	+4.09%
2023	+11.94%	+2.56%
2022	-18.19%	N/A
2021	+5.34%	N/A
2020	+8.64%	N/A
2019	+14.73%	N/A
2018	-14.28%	N/A
2017	+30.49%	N/A
2016	+11.57%	N/A
2015	-13.07%	N/A
2014	-6.59%	N/A

QEMM vs BBSB Drawdown Comparison

The maximum drawdown for QEMM was -36.89%, occurring on Mar 23, 2020. Recovery took 735 trading sessions.

The maximum drawdown for BBSB was -1.57%, occurring on Jul 6, 2023. Recovery took 127 trading sessions.

The current QEMM drawdown is -5.35%. The current BBSB drawdown is -0.15%.

Rank	QEMM	BBSB
#1	-36.89% Jan 26, 2018 - Dec 28, 2020	-1.57% May 4, 2023 - Nov 3, 2023
#2	-33.19% Sep 4, 2014 - Jul 26, 2017	-0.96% Sep 24, 2024 - Jan 24, 2025
#3	-27.55% Jun 1, 2021 - Sep 24, 2024	-0.86% Feb 27, 2026 - Jul 6, 2026
#4	-16.98% Oct 7, 2024 - Jun 10, 2025	-0.74% Feb 1, 2024 - May 15, 2024
#5	-10.40% Feb 25, 2026 - Apr 17, 2026	-0.68% Apr 30, 2025 - Jun 23, 2025
#6	-7.47% Jun 15, 2026 - Jul 17, 2026	-0.47% Apr 4, 2025 - Apr 25, 2025
#7	-6.41% Feb 17, 2021 - May 28, 2021	-0.43% Apr 25, 2023 - May 3, 2023
#8	-6.27% Jun 2, 2026 - Jun 15, 2026	-0.37% Jan 12, 2024 - Feb 1, 2024
#9	-5.21% May 11, 2026 - May 26, 2026	-0.29% May 15, 2024 - Jun 3, 2024
#10	-4.00% Jan 21, 2021 - Feb 9, 2021	-0.28% Nov 3, 2023 - Nov 14, 2023
#11	-3.95% Nov 11, 2025 - Jan 2, 2026	-0.27% Aug 5, 2024 - Aug 21, 2024
#12	-3.63% Sep 17, 2025 - Oct 16, 2025	-0.25% Jun 6, 2024 - Jun 12, 2024
#13	-3.60% Jul 23, 2025 - Aug 12, 2025	-0.23% Feb 5, 2025 - Feb 19, 2025
#14	-3.53% Nov 22, 2017 - Dec 26, 2017	-0.22% Jun 30, 2025 - Jul 21, 2025
#15	-3.07% Jul 28, 2014 - Aug 19, 2014	-0.22% Dec 7, 2023 - Dec 13, 2023

Correlation

Correlation between QEMM and BBSB is 0.89 which considered as a strong positive correlation - the stocks tend to move together.

0.89

-101

Dividend Comparison (2014 - 2026)

QEMM vs BBSB dividend yield comparison.

Year	QEMM	BBSB
2026	1.34%	1.81%
2025	4.90%	3.69%
2024	5.17%	4.84%
2023	4.88%	3.50%
2022	4.07%	0.00%
2021	2.35%	0.00%
2020	2.48%	0.00%
2019	3.05%	0.00%
2018	2.86%	0.00%
2017	2.11%	0.00%
2016	2.03%	0.00%
2015	2.14%	0.00%
2014	1.56%	0.00%