PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WisdomTree Emerging Markets Corporate Bond Fund (E...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS97717X7848
CUSIP97717X784
IssuerWisdomTree
Inception DateMar 8, 2012
RegionEmerging Markets (Broad)
CategoryEmerging Markets Bonds, Actively Managed
Index TrackedNo Index (Active)
Asset ClassBond

Expense Ratio

The WisdomTree Emerging Markets Corporate Bond Fund has a high expense ratio of 0.60%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.60%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds to compare with EMCB

WisdomTree Emerging Markets Corporate Bond Fund

Popular comparisons: EMCB vs. PGHY, EMCB vs. EMLC, EMCB vs. HYDB, EMCB vs. SPHY, EMCB vs. EMB

Performance

Performance Chart

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


50.00%100.00%150.00%200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
45.89%
284.68%
EMCB (WisdomTree Emerging Markets Corporate Bond Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

WisdomTree Emerging Markets Corporate Bond Fund had a return of 2.35% year-to-date (YTD) and 10.27% in the last 12 months. Over the past 10 years, WisdomTree Emerging Markets Corporate Bond Fund had an annualized return of 2.98%, while the S&P 500 had an annualized return of 10.89%, indicating that WisdomTree Emerging Markets Corporate Bond Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date2.35%10.16%
1 month1.40%3.47%
6 months8.15%22.20%
1 year10.27%30.45%
5 years (annualized)2.39%13.16%
10 years (annualized)2.98%10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.67%0.33%
2023-0.34%-0.79%-1.23%4.12%2.71%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for WisdomTree Emerging Markets Corporate Bond Fund (EMCB) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
EMCB
WisdomTree Emerging Markets Corporate Bond Fund
2.17
^GSPC
S&P 500
2.79

Sharpe Ratio

The current WisdomTree Emerging Markets Corporate Bond Fund Sharpe ratio is 2.17. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.17
2.79
EMCB (WisdomTree Emerging Markets Corporate Bond Fund)
Benchmark (^GSPC)

Dividends

Dividend History

WisdomTree Emerging Markets Corporate Bond Fund granted a 5.06% dividend yield in the last twelve months. The annual payout for that period amounted to $3.27 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.27$3.25$2.50$2.54$2.97$3.08$2.86$2.95$2.84$3.34$3.79$3.83

Dividend yield

5.06%5.09%4.04%3.43%3.85%4.17%4.20%4.04%4.08%5.09%5.26%5.14%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.22$0.25
2023$0.23$0.23$0.25$0.25$0.25$0.24$0.24$0.24$0.25$0.26$0.27$0.57
2022$0.22$0.22$0.22$0.23$0.23$0.19$0.20$0.16$0.21$0.21$0.22$0.22
2021$0.20$0.20$0.20$0.21$0.21$0.21$0.22$0.22$0.23$0.22$0.22$0.22
2020$0.24$0.25$0.25$0.26$0.26$0.26$0.26$0.26$0.26$0.24$0.24$0.21
2019$0.25$0.25$0.25$0.26$0.27$0.27$0.27$0.26$0.26$0.26$0.26$0.24
2018$0.24$0.24$0.24$0.24$0.24$0.24$0.23$0.23$0.24$0.24$0.25$0.25
2017$0.23$0.23$0.24$0.25$0.25$0.25$0.26$0.26$0.25$0.24$0.25$0.25
2016$0.27$0.27$0.23$0.25$0.25$0.25$0.23$0.21$0.21$0.23$0.23$0.23
2015$0.28$0.28$0.28$0.29$0.29$0.30$0.30$0.29$0.26$0.26$0.27$0.27
2014$0.31$0.31$0.31$0.31$0.32$0.32$0.32$0.32$0.32$0.32$0.33$0.32
2013$0.27$0.27$0.27$0.27$0.27$0.27$0.27$0.27$0.30$0.30$0.30$0.79

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-5.29%
0
EMCB (WisdomTree Emerging Markets Corporate Bond Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Emerging Markets Corporate Bond 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 Corporate Bond Fund was 22.81%, occurring on Mar 19, 2020. Recovery took 92 trading sessions.

The current WisdomTree Emerging Markets Corporate Bond Fund drawdown is 5.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.81%Feb 24, 202019Mar 19, 202092Jul 31, 2020111
-21.5%Sep 15, 2021280Oct 24, 2022
-13.31%Aug 28, 2014351Jan 21, 2016141Aug 12, 2016492
-10.63%Jan 23, 2013106Jun 24, 2013228May 20, 2014334
-5.41%Jan 18, 2018195Nov 27, 201851Feb 19, 2019246

Volatility

Volatility Chart

The current WisdomTree Emerging Markets Corporate Bond Fund volatility is 1.32%, 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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
1.32%
2.80%
EMCB (WisdomTree Emerging Markets Corporate Bond Fund)
Benchmark (^GSPC)