QEMM vs NJNK

Comparison between STATE STREET(R) SPDR(R) MSCI EMERGING MARKETS STRATEGICFACTORS(SM) ETF (QEMM, ETF) and COLUMBIA U.S. HIGH YIELD ETF (NJNK, ETF).

QEMM vs NJNK - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	QEMM(ETF)	NJNK(ETF)
Net Assets	$47M	$47M
Expense Ratio	0.30%	0.46%
Max Drawdown	40.48%	6.24%
Sharpe Ratio	1.57	0.69
5Y Beta	0.70	0.22
5Y Dividends CAGR	16.78%	N/A

Net Assets

Winner

QEMM

$47M

NJNK

$47M

Expense Ratio

Winner

QEMM

0.30%

NJNK

0.46%

Max Drawdown

QEMM

40.48%

Winner

NJNK

6.24%

Sharpe Ratio

Winner

QEMM

1.57

NJNK

0.69

5Y Beta

QEMM

0.70

Winner

NJNK

0.22

5Y Dividends CAGR

QEMM

16.78%

NJNK

N/A

QEMM vs NJNK - Historical Returns

Returns include dividend reinvestment.

Period	QEMM	NJNK
1 month	-0.59%	+0.38%
3 months	+11.64%	+1.10%
6 months	+18.66%	+1.63%
1 year	+33.73%	+6.64%
5 years(CAGR)	+6.25%	N/A
10 years(CAGR)	+8.28%	N/A
Max(CAGR)	+5.34%	+6.16%

QEMM

-0.59%

Winner

NJNK

+0.38%

Winner

QEMM

+11.64%

NJNK

+1.10%

Winner

QEMM

+18.66%

NJNK

+1.63%

Winner

QEMM

+33.73%

NJNK

+6.64%

5Y(CAGR)

QEMM

+6.25%

NJNK

N/A

10Y(CAGR)

QEMM

+8.28%

NJNK

N/A

Max(CAGR)

QEMM

+5.34%

Winner

NJNK

+6.16%

QEMM vs NJNK - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

Year	QEMM	NJNK
2026	+15.93%	+1.11%
2025	+22.49%	+8.95%
2024	+6.40%	+0.62%
2023	+11.94%	N/A
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 NJNK Drawdown Comparison

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

The maximum drawdown for NJNK was -4.48%, occurring on Apr 8, 2025. Recovery took 50 trading sessions.

The current QEMM drawdown is -6.27%. The current NJNK drawdown is -0.46%.

Rank	QEMM	NJNK
#1	-36.89% Jan 26, 2018 - Dec 28, 2020	-4.48% Feb 28, 2025 - May 12, 2025
#2	-33.19% Sep 4, 2014 - Jul 26, 2017	-2.64% Feb 20, 2026 - Apr 14, 2026
#3	-27.55% Jun 1, 2021 - Sep 24, 2024	-1.64% Dec 6, 2024 - Jan 21, 2025
#4	-16.98% Oct 7, 2024 - Jun 10, 2025	-1.36% Oct 27, 2025 - Dec 3, 2025
#5	-10.40% Feb 25, 2026 - Apr 17, 2026	-1.32% Sep 22, 2025 - Oct 20, 2025
#6	-6.41% Feb 17, 2021 - May 28, 2021	-1.26% Apr 20, 2026 - May 29, 2026
#7	-6.27% Jun 2, 2026 - Jun 5, 2026	-1.18% Sep 24, 2024 - Nov 8, 2024
#8	-5.21% May 11, 2026 - May 26, 2026	-0.75% May 13, 2025 - May 29, 2025
#9	-4.00% Jan 21, 2021 - Feb 9, 2021	-0.69% Jul 3, 2025 - Jul 22, 2025
#10	-3.95% Nov 11, 2025 - Jan 2, 2026	-0.60% Nov 8, 2024 - Nov 25, 2024
#11	-3.63% Sep 17, 2025 - Oct 16, 2025	-0.59% Sep 8, 2025 - Sep 18, 2025
#12	-3.60% Jul 23, 2025 - Aug 12, 2025	-0.50% Dec 3, 2025 - Dec 23, 2025
#13	-3.53% Nov 22, 2017 - Dec 26, 2017	-0.50% Feb 5, 2025 - Feb 14, 2025
#14	-3.07% Jul 28, 2014 - Aug 19, 2014	-0.46% May 29, 2026 - Jun 5, 2026
#15	-2.78% Sep 19, 2017 - Oct 11, 2017	-0.44% Jan 23, 2026 - Feb 20, 2026

Correlation

Correlation between QEMM and NJNK is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.

0.92

-101

Dividend Comparison (2014 - 2026)

QEMM vs NJNK dividend yield comparison.

Year	QEMM	NJNK
2026	1.36%	2.56%
2025	4.90%	6.34%
2024	5.17%	2.05%
2023	4.88%	0.00%
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%