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
| Issuer | WisdomTree |
|---|---|
| Inception Date | Aug 10, 2018 |
| Region | Emerging Markets (Broad) |
| Category | Asia Pacific Equities, Actively Managed |
| Index Tracked | No Index (Active) |
| Home Page | www.wisdomtree.com |
| Asset Class | Equity |
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.
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 5.21% year-to-date (YTD) and 21.42% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 5.21% | 6.30% |
| 1 month | -1.19% | -3.13% |
| 6 months | 15.15% | 19.37% |
| 1 year | 21.42% | 22.56% |
| 5 years (annualized) | 4.88% | 11.65% |
| 10 years (annualized) | N/A | 10.55% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.16% | 4.63% | 2.04% | |||||||||
| 2023 | -0.56% | -2.77% | 5.55% | 5.11% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
WisdomTree Emerging Markets Multifactor Fund(EMMF)
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 granted a 1.58% dividend yield in the last twelve months. The annual payout for that period amounted to $0.41 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
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 2.60%.
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 |
| -4.01% | Jan 26, 2021 | 4 | Jan 29, 2021 | 3 | Feb 3, 2021 | 7 |
| -3.42% | Apr 10, 2024 | 6 | Apr 17, 2024 | — | — | — |
Volatility
Volatility Chart
The current WisdomTree Emerging Markets Multifactor Fund volatility is 2.61%, 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.