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SPSM vs EMB

Comparison between SPDR(R) PORTFOLIO S&P 600 SMALL CAP ETF (SPSM, ETF) and ISHARES J.P. MORGAN USD EMERGING MARKETS BOND ETF (EMB, ETF).

5-Year PerformanceSPSM has outperformed EMB, delivering a return of +5.9% compared to +2.0%

SPSM vs EMB - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
SPSM
$14B
Winner
EMB
$14B
Expense Ratio
Winner
SPSM
0.03%
EMB
0.39%
Max Drawdown
SPSM
44.40%
Winner
EMB
37.41%
Sharpe Ratio
Winner
SPSM
1.68
EMB
1.51
5Y Beta
SPSM
1.02
Winner
EMB
0.26
P/E Ratio
SPSM
39.79
EMB
N/A
Forward P/E
SPSM
15.39
EMB
N/A
5Y Dividends CAGR
Winner
SPSM
9.59%
EMB
3.97%
5Y EPS CAGR
SPSM
13.67%
EMB
N/A
P/S Ratio
SPSM
1.12
EMB
N/A
P/B Ratio
SPSM
1.96
EMB
N/A

SPSM vs EMB - Historical Returns

Returns include dividend reinvestment.

1M
Winner
SPSM
+6.62%
EMB
+1.53%
3M
Winner
SPSM
+4.99%
EMB
+0.74%
6M
Winner
SPSM
+18.05%
EMB
+2.71%
1Y
Winner
SPSM
+35.48%
EMB
+13.02%
5Y(CAGR)
Winner
SPSM
+5.87%
EMB
+1.96%
10Y(CAGR)
Winner
SPSM
+11.19%
EMB
+3.42%
Max(CAGR)
Winner
SPSM
+9.81%
EMB
+4.70%

SPSM vs EMB - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

YearSPSMEMB
2026+14.20%+1.61%
2025+6.16%+13.47%
2024+9.09%+6.59%
2023+16.28%+10.12%
2022-17.04%-17.83%
2021+28.01%-1.69%
2020+11.63%+5.29%
2019+25.19%+15.48%
2018-12.00%-5.71%
2017+14.85%+9.90%
2016+24.71%+9.38%
2015-2.60%+1.39%
2014+6.28%+6.03%
2013+15.61%-8.06%
2012N/A+18.00%
2011N/A+7.19%
2010N/A+10.67%
2009N/A+13.44%
2008N/A-2.27%
2007N/A+0.29%

SPSM vs EMB Drawdown Comparison

The maximum drawdown for SPSM was -42.88%, occurring on Mar 23, 2020. Recovery took 212 trading sessions.

The maximum drawdown for EMB was -34.70%, occurring on Oct 28, 2008. Recovery took 293 trading sessions.

The current SPSM drawdown is -0.41%. The current EMB drawdown is -0.31%.

RankSPSMEMB
#1-42.88%
Jan 16, 2020 - Nov 17, 2020
-34.70%
May 21, 2008 - Jul 21, 2009
#2-27.95%
Nov 25, 2024 - Dec 11, 2025
-28.75%
Sep 2, 2021 - Aug 11, 2025
#3-26.41%
Aug 31, 2018 - Jan 16, 2020
-26.55%
Mar 4, 2020 - Nov 13, 2020
#4-26.41%
Nov 8, 2021 - Jul 16, 2024
-14.48%
May 2, 2013 - Jul 8, 2014
#5-25.40%
Jun 23, 2015 - Nov 11, 2016
-8.91%
Jan 5, 2018 - Mar 20, 2019
#6-12.78%
Jul 1, 2014 - Dec 23, 2014
-7.56%
Sep 7, 2016 - Apr 28, 2017
#7-10.08%
Mar 4, 2014 - Jul 1, 2014
-7.43%
Nov 4, 2010 - Jul 28, 2011
#8-9.88%
Jun 8, 2021 - Nov 1, 2021
-7.37%
Aug 27, 2014 - Apr 2, 2015
#9-9.27%
Mar 12, 2021 - Jun 1, 2021
-7.34%
Dec 31, 2020 - Aug 31, 2021
#10-9.12%
Jan 23, 2018 - May 16, 2018
-7.09%
Aug 2, 2011 - Nov 3, 2011
#11-9.08%
Jul 31, 2024 - Oct 16, 2024
-6.45%
Apr 20, 2010 - Jul 8, 2010
#12-8.72%
Feb 10, 2026 - Apr 14, 2026
-6.36%
Apr 27, 2015 - Mar 17, 2016
#13-7.21%
Jan 22, 2014 - Feb 26, 2014
-4.88%
May 3, 2012 - Jun 19, 2012
#14-6.49%
Jul 25, 2017 - Sep 25, 2017
-4.51%
Feb 25, 2026 - Mar 27, 2026
#15-5.12%
Apr 15, 2015 - Jun 18, 2015
-4.14%
Nov 8, 2011 - Jan 26, 2012

Correlation

Correlation between SPSM and EMB is 0.78 which considered as a strong positive correlation - the stocks tend to move together.

0.78
-101

Dividend Comparison (2007 - 2026)

SPSM vs EMB dividend yield comparison.

YearSPSMEMB
20260.31%1.75%
20251.62%4.98%
20241.85%5.46%
20231.61%4.74%
20221.38%5.04%
20211.40%3.89%
20201.34%3.88%
20191.58%4.51%
20181.82%5.64%
20171.51%4.54%
20161.49%4.83%
20152.37%4.84%
20141.70%4.56%
20130.68%4.75%
20120.00%4.17%
20110.00%4.83%
20100.00%5.15%
20090.00%5.63%
20080.00%5.63%
20070.00%0.16%

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