WisdomTree Emerging Markets Multifactor Fund (EMMF)
EMMF is an actively managed ETF by WisdomTree. EMMF launched on Aug 10, 2018 and has a 0.48% expense ratio.
ETF Info
Aug 10, 2018
Emerging Markets (Broad)
1x
No Index (Active)
Large-Cap
Blend
Share Price Chart
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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.
Returns By Period
WisdomTree Emerging Markets Multifactor Fund had a return of 10.66% year-to-date (YTD) and 16.29% in the last 12 months.
EMMF
10.66%
-4.38%
-0.30%
16.29%
7.43%
N/A
^GSPC (Benchmark)
24.05%
0.89%
11.19%
30.12%
13.82%
11.14%
Monthly Returns
The table below presents the monthly returns of EMMF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.16% | 4.63% | 2.03% | 0.04% | 1.95% | 3.69% | 0.65% | 0.83% | 1.41% | -3.77% | 10.66% | ||
| 2023 | 4.92% | -3.54% | 2.18% | 1.77% | -0.16% | 4.61% | 5.77% | -3.31% | -0.56% | -2.77% | 5.55% | 5.11% | 20.59% |
| 2022 | -0.08% | -2.91% | -3.16% | -4.23% | 1.55% | -7.16% | 0.22% | 0.46% | -6.83% | 2.41% | 8.88% | -2.48% | -13.47% |
| 2021 | 3.63% | 0.90% | 2.70% | 1.54% | 2.26% | -1.68% | -3.25% | 3.19% | -2.94% | 0.37% | -3.04% | 2.52% | 5.97% |
| 2020 | -4.89% | -5.06% | -13.25% | 7.15% | 3.80% | 3.76% | 7.26% | 1.08% | -0.45% | -0.09% | 6.16% | 5.58% | 9.27% |
| 2019 | 5.18% | -1.06% | 0.55% | 0.46% | -4.53% | 3.32% | -3.82% | -1.65% | -1.11% | 2.46% | -0.30% | 3.22% | 2.28% |
| 2018 | 0.65% | 0.16% | -6.67% | 2.51% | -3.20% | -6.64% |
Expense Ratio
EMMF features an expense ratio of 0.48%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EMMF is 53, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
Dividends
Dividend History
WisdomTree Emerging Markets Multifactor Fund provided a 1.33% dividend yield over the last twelve months, with an annual payout of $0.36 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.36 | $0.40 | $0.73 | $0.66 | $0.47 | $0.66 | $0.15 |
Dividend yield | 1.33% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.25 | |
| 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 | $0.40 |
| 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 | $0.73 |
| 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 | $0.66 |
| 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 | $0.47 |
| 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 | $0.66 |
| 2018 | $0.03 | $0.00 | $0.00 | $0.12 | $0.15 |
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.
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 6.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.55% | Aug 30, 2018 | 373 | Mar 23, 2020 | 174 | Dec 4, 2020 | 547 |
| -25.2% | Jun 3, 2021 | 259 | Sep 30, 2022 | 313 | Feb 6, 2024 | 572 |
| -8.52% | Feb 18, 2021 | 12 | Mar 8, 2021 | 53 | Jun 1, 2021 | 65 |
| -7.73% | Jul 17, 2024 | 14 | Aug 5, 2024 | 35 | Sep 24, 2024 | 49 |
| -7.29% | Sep 27, 2024 | 36 | Nov 15, 2024 | — | — | — |
Volatility
Volatility Chart
The current WisdomTree Emerging Markets Multifactor Fund volatility is 3.45%, 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.