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WisdomTree Emerging Markets Local Debt Fund (ELD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US97717X8671

CUSIP

97717X867

Issuer

WisdomTree

Inception Date

Aug 9, 2010

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Bond

Expense Ratio

ELD features an expense ratio of 0.55%, falling within the medium range.


Expense ratio chart for ELD: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
ELD vs. PCY ELD vs. EBND ELD vs. CMF ELD vs. BND ELD vs. SPHD ELD vs. VWOB
Popular comparisons:
ELD vs. PCY ELD vs. EBND ELD vs. CMF ELD vs. BND ELD vs. SPHD ELD vs. VWOB

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree Emerging Markets Local Debt Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
1.16%
425.88%
ELD (WisdomTree Emerging Markets Local Debt Fund)
Benchmark (^GSPC)

Returns By Period

WisdomTree Emerging Markets Local Debt Fund had a return of -3.32% year-to-date (YTD) and -1.91% in the last 12 months. Over the past 10 years, WisdomTree Emerging Markets Local Debt Fund had an annualized return of 0.28%, while the S&P 500 had an annualized return of 11.06%, indicating that WisdomTree Emerging Markets Local Debt Fund did not perform as well as the benchmark.


ELD

YTD

-3.32%

1M

-1.42%

6M

-0.47%

1Y

-1.91%

5Y*

-1.36%

10Y*

0.28%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of ELD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.10%-0.69%0.61%-3.03%1.87%-1.22%1.38%2.60%3.28%-4.91%-0.60%-3.32%
20235.75%-3.89%4.41%0.23%-0.67%3.61%3.44%-2.96%-3.98%-0.87%5.33%3.76%14.29%
2022-0.07%-4.94%-0.58%-5.69%2.70%-4.09%1.51%0.56%-6.04%-0.33%6.63%1.46%-9.25%
2021-2.10%-2.40%-2.55%1.77%2.31%-1.03%-0.40%0.42%-3.07%-1.13%-2.91%1.07%-9.74%
2020-1.48%-2.96%-12.95%1.99%8.53%-1.01%3.76%-1.35%-1.67%0.59%5.88%4.12%1.78%
20195.04%-0.84%-0.77%0.16%-0.33%4.93%1.11%-3.64%1.17%3.58%-1.58%3.77%12.89%
20183.88%-1.48%1.21%-3.66%-4.46%-3.33%1.78%-6.01%1.29%-0.80%3.42%0.92%-7.53%
20172.39%1.68%2.12%0.81%1.37%-0.12%1.70%1.24%-0.03%-1.82%0.85%1.90%12.71%
2016-0.62%0.46%8.95%2.41%-4.62%5.27%0.95%0.04%1.95%-1.07%-6.03%2.27%9.48%
20150.46%-0.86%-2.82%2.97%-2.14%-1.79%-2.81%-4.65%-2.54%4.29%-2.16%-1.84%-13.37%
2014-4.09%2.87%1.93%0.59%2.52%1.34%-1.37%0.73%-4.65%0.65%-1.61%-4.59%-5.93%
2013-0.18%-0.09%-0.51%2.48%-6.13%-4.01%-0.81%-4.35%3.91%2.39%-3.24%-0.27%-10.76%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ELD is 9, meaning it’s performing worse than 91% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ELD is 99
Overall Rank
The Sharpe Ratio Rank of ELD is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of ELD is 99
Sortino Ratio Rank
The Omega Ratio Rank of ELD is 99
Omega Ratio Rank
The Calmar Ratio Rank of ELD is 99
Calmar Ratio Rank
The Martin Ratio Rank of ELD is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for WisdomTree Emerging Markets Local Debt Fund (ELD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ELD, currently valued at -0.16, compared to the broader market0.002.004.00-0.162.10
The chart of Sortino ratio for ELD, currently valued at -0.15, compared to the broader market-2.000.002.004.006.008.0010.00-0.152.80
The chart of Omega ratio for ELD, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.000.981.39
The chart of Calmar ratio for ELD, currently valued at -0.10, compared to the broader market0.005.0010.0015.00-0.103.09
The chart of Martin ratio for ELD, currently valued at -0.54, compared to the broader market0.0020.0040.0060.0080.00100.00-0.5413.49
ELD
^GSPC

The current WisdomTree Emerging Markets Local Debt Fund Sharpe ratio is -0.16. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of WisdomTree Emerging Markets Local Debt Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.16
2.10
ELD (WisdomTree Emerging Markets Local Debt Fund)
Benchmark (^GSPC)

Dividends

Dividend History

WisdomTree Emerging Markets Local Debt Fund provided a 5.17% dividend yield over the last twelve months, with an annual payout of $1.34 per share.


4.00%4.50%5.00%5.50%6.00%$0.00$0.50$1.00$1.50$2.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.34$1.36$1.37$1.50$1.64$1.77$2.11$1.80$1.74$1.91$1.80$1.79

Dividend yield

5.17%4.85%5.29%4.99%4.70%4.92%6.30%4.68%4.86%5.57%4.33%3.90%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree Emerging Markets Local Debt Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.13$0.13$0.13$0.00$1.34
2023$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.12$0.12$0.12$0.12$1.36
2022$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.11$0.11$0.11$0.11$1.37
2021$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.12$0.12$0.12$0.12$0.12$1.50
2020$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.13$0.13$0.13$0.13$1.64
2019$0.16$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$1.77
2018$0.16$0.18$0.19$0.20$0.20$0.20$0.18$0.18$0.16$0.16$0.16$0.16$2.11
2017$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.16$0.16$0.16$0.16$1.80
2016$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$1.74
2015$0.18$0.18$0.16$0.16$0.16$0.16$0.16$0.16$0.16$0.15$0.15$0.15$1.91
2014$0.14$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.19$0.18$0.19$0.19$1.80
2013$0.18$0.17$0.17$0.17$0.17$0.15$0.08$0.05$0.15$0.17$0.17$0.16$1.79

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.89%
-2.62%
ELD (WisdomTree Emerging Markets Local Debt Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Emerging Markets Local Debt Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree Emerging Markets Local Debt Fund was 31.92%, occurring on Jan 20, 2016. The portfolio has not yet recovered.

The current WisdomTree Emerging Markets Local Debt Fund drawdown is 15.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.92%May 9, 2013680Jan 20, 2016
-12.91%Aug 2, 201137Sep 22, 2011246Sep 13, 2012283
-5.51%Nov 5, 201058Jan 28, 201149Apr 8, 2011107
-2.42%May 2, 201111May 16, 201133Jul 1, 201144
-2.11%Oct 15, 20109Oct 27, 20106Nov 4, 201015

Volatility

Volatility Chart

The current WisdomTree Emerging Markets Local Debt Fund volatility is 2.85%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.85%
3.79%
ELD (WisdomTree Emerging Markets Local Debt Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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