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WisdomTree Emerging Markets Multifactor Fund (EMMF...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerWisdomTree
Inception DateAug 10, 2018
RegionEmerging Markets (Broad)
CategoryAsia Pacific Equities, Actively Managed
Index TrackedNo Index (Active)
Home Pagewww.wisdomtree.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The WisdomTree Emerging Markets Multifactor Fund has a high expense ratio of 0.48%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.48%

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.


WisdomTree Emerging Markets Multifactor Fund

Popular comparisons: EMMF vs. BBAX, EMMF vs. FLTW, EMMF vs. FNDE, EMMF vs. VWO, EMMF vs. EEM, EMMF vs. HEDJ, EMMF vs. AVES, EMMF vs. EEMV, EMMF vs. SPEM, EMMF vs. IVV

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
13.00%
15.73%
EMMF (WisdomTree Emerging Markets Multifactor Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

WisdomTree Emerging Markets Multifactor Fund had a return of 5.30% year-to-date (YTD) and 20.80% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date5.30%6.12%
1 month0.66%-1.08%
6 months13.00%15.73%
1 year20.80%22.34%
5 years (annualized)4.49%11.82%
10 years (annualized)N/A10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.16%4.63%2.04%
2023-0.56%-2.77%5.55%5.11%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of EMMF is 82, placing it in the top 18% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of EMMF is 8282
WisdomTree Emerging Markets Multifactor Fund(EMMF)
The Sharpe Ratio Rank of EMMF is 8585Sharpe Ratio Rank
The Sortino Ratio Rank of EMMF is 8484Sortino Ratio Rank
The Omega Ratio Rank of EMMF is 8484Omega Ratio Rank
The Calmar Ratio Rank of EMMF is 7676Calmar Ratio Rank
The Martin Ratio Rank of EMMF is 8282Martin 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 Multifactor Fund (EMMF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EMMF
Sharpe ratio
The chart of Sharpe ratio for EMMF, currently valued at 2.14, compared to the broader market0.002.004.002.14
Sortino ratio
The chart of Sortino ratio for EMMF, currently valued at 3.04, compared to the broader market-2.000.002.004.006.008.0010.003.04
Omega ratio
The chart of Omega ratio for EMMF, currently valued at 1.38, compared to the broader market1.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for EMMF, currently valued at 1.44, compared to the broader market0.002.004.006.008.0010.0012.001.44
Martin ratio
The chart of Martin ratio for EMMF, currently valued at 9.29, compared to the broader market0.0020.0040.0060.0080.009.30
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio

The current WisdomTree Emerging Markets Multifactor Fund Sharpe ratio is 2.14. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.14
1.89
EMMF (WisdomTree Emerging Markets Multifactor Fund)
Benchmark (^GSPC)

Dividends

Dividend History

WisdomTree Emerging Markets Multifactor Fund granted a 1.58% dividend yield in the last twelve months. The annual payout for that period amounted to $0.41 per share.


PeriodTTM202320222021202020192018
Dividend$0.41$0.40$0.73$0.66$0.47$0.66$0.15

Dividend yield

1.58%1.62%3.48%2.64%1.93%2.93%0.66%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.05
2023$0.00$0.00$0.04$0.00$0.00$0.15$0.00$0.00$0.10$0.00$0.00$0.11
2022$0.00$0.00$0.06$0.00$0.00$0.18$0.00$0.00$0.33$0.00$0.00$0.16
2021$0.00$0.00$0.00$0.00$0.00$0.23$0.00$0.00$0.40$0.00$0.00$0.04
2020$0.00$0.00$0.06$0.00$0.00$0.10$0.00$0.00$0.21$0.00$0.00$0.09
2019$0.00$0.00$0.05$0.00$0.00$0.16$0.00$0.00$0.33$0.00$0.00$0.14
2018$0.03$0.00$0.00$0.12

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.52%
-3.66%
EMMF (WisdomTree Emerging Markets Multifactor Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Emerging Markets Multifactor 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 Multifactor Fund was 32.55%, occurring on Mar 23, 2020. Recovery took 174 trading sessions.

The current WisdomTree Emerging Markets Multifactor Fund drawdown is 2.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.55%Aug 30, 2018373Mar 23, 2020174Dec 4, 2020547
-25.2%Jun 3, 2021259Sep 30, 2022313Feb 6, 2024572
-8.52%Feb 18, 202112Mar 8, 202153Jun 1, 202165
-4.01%Jan 26, 20214Jan 29, 20213Feb 3, 20217
-2.52%Apr 10, 20244Apr 15, 2024

Volatility

Volatility Chart

The current WisdomTree Emerging Markets Multifactor Fund volatility is 2.81%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.81%
3.44%
EMMF (WisdomTree Emerging Markets Multifactor Fund)
Benchmark (^GSPC)