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
Expense Ratio
EMMF has an expense ratio of 0.48%, placing it in the medium range.
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
Loading data...
Returns By Period
WisdomTree Emerging Markets Multifactor Fund (EMMF) returned 4.00% year-to-date (YTD) and 4.70% over the past 12 months.
EMMF
4.00%
0.66%
2.42%
4.70%
9.08%
8.32%
N/A
^GSPC (Benchmark)
0.92%
4.38%
-1.84%
12.48%
13.05%
13.71%
10.99%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.69% | -3.35% | 2.50% | 1.58% | 2.45% | 0.18% | 4.00% | ||||||
| 2024 | -0.16% | 4.63% | 2.03% | 0.04% | 1.95% | 3.69% | 0.65% | 0.83% | 1.41% | -3.75% | -0.87% | -1.12% | 9.45% |
| 2023 | 4.92% | -3.54% | 2.18% | 1.77% | -0.16% | 4.61% | 5.77% | -3.31% | -0.98% | -2.77% | 5.55% | 5.11% | 20.07% |
| 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% | -13.24% | 7.15% | 3.80% | 3.76% | 7.26% | 1.09% | -0.45% | -0.09% | 6.16% | 5.58% | 9.28% |
| 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% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EMMF is 27, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
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.
Loading data...
Dividends
Dividend History
WisdomTree Emerging Markets Multifactor Fund provided a 1.47% dividend yield over the last twelve months, with an annual payout of $0.41 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.41 | $0.35 | $0.40 | $0.73 | $0.66 | $0.47 | $0.66 | $0.15 |
Dividend yield | 1.47% | 1.30% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.00 | $0.11 | ||||||
| 2024 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.35 |
| 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.
Loading data...
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 3.61%.
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 |
| -16.02% | Sep 27, 2024 | 132 | Apr 8, 2025 | — | — | — |
| -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 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...