- Issuer
- WisdomTree
- Inception Date
- Aug 10, 2018
- Region
- Emerging Markets (Broad)
- Category
- Asia Pacific Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $187M
Share Price Chart
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Performance
EMMF Performance Chart
WisdomTree Emerging Markets Multifactor Fund (EMMF) is up 28.1% since the beginning of the year. EMMF is currently trading at $40 per share. Investors who bought $1,000 worth of EMMF shares 5 years ago would now be looking at an investment worth $1,726.
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Returns By Period
WisdomTree Emerging Markets Multifactor Fund (EMMF) has returned 28.05% so far this year and 46.70% over the past 12 months.
WisdomTree Emerging Markets Multifactor Fund
- 1D
- 0.18%
- 1M
- 6.90%
- YTD
- 28.05%
- 6M
- 29.04%
- 1Y
- 46.70%
- 3Y*
- 23.64%
- 5Y*
- 11.54%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
EMMF Monthly Returns History
Based on dividend-adjusted daily data since Aug 10, 2018, EMMF's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.
Historically, 62% of months were positive and 38% were negative. The best month was May 2026 with a return of +10.2%, while the worst month was Mar 2020 at -13.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, EMMF closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +6.1%, while the worst single day was Mar 16, 2020 at -10.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.70% | 5.83% | -7.68% | 9.27% | 10.20% | 1.05% | 28.05% | ||||||
| 2025 | 0.69% | -3.35% | 2.50% | 1.58% | 2.45% | 5.39% | -0.74% | 3.15% | 4.13% | 2.48% | 0.20% | 1.21% | 21.22% |
| 2024 | -0.16% | 4.63% | 2.03% | 0.04% | 1.95% | 3.69% | 0.65% | 0.83% | 1.41% | -3.75% | -0.86% | -1.14% | 9.45% |
| 2023 | 4.92% | -3.97% | 2.64% | 2.36% | -0.74% | 4.61% | 5.77% | -3.31% | -0.56% | -2.77% | 6.02% | 4.65% | 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% |
Benchmark Metrics
WisdomTree Emerging Markets Multifactor Fund has an annualized alpha of 0.97%, beta of 0.64, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since August 10, 2018.
- This ETF participated in 64.15% of S&P 500 Index downside but only 57.32% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.64 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.97%
- Beta
- 0.64
- R²
- 0.55
- Upside Capture
- 57.32%
- Downside Capture
- 64.15%
Expense Ratio
EMMF has an expense ratio of 0.48%, placing it in the medium range.
Return for Risk
Risk / Return Rank
EMMF ranks 82 for risk / return — in the top 82% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for WisdomTree Emerging Markets Multifactor Fund (EMMF) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EMMF | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.37 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.42 | 2.78 | +1.63 |
| Martin ratioReturn relative to average drawdown | 16.68 | 12.44 | +4.24 |
Dividends
Dividend History
WisdomTree Emerging Markets Multifactor Fund provided a 1.85% dividend yield over the last twelve months, with an annual payout of $0.74 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.74 | $0.77 | $0.35 | $0.40 | $0.73 | $0.66 | $0.47 | $0.66 | $0.15 |
Dividend yield | 1.85% | 2.45% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.00 | $0.08 | ||||||
| 2025 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.25 | $0.77 |
| 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 |
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.
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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 32.57%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.
The current WisdomTree Emerging Markets Multifactor Fund drawdown is 1.18%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -32.57%Mar 2020 | 1y 6mo | 8mo 16d | 2y 3moAug 2018 - Dec 2020 |
Bear market2022 | -25.20%Sep 2022 | 1y 4mo | 1y 4mo | 2y 8moJun 2021 - Feb 2024 |
2025 selloff2025 | -16.02%Apr 2025 | 6mo 13d | 2mo 17d | 9moSep 2024 - Jun 2025 |
2026 correction2026 | -10.62%Mar 2026 | 28d | 18d | 1mo 16dMar 2026 - Apr 2026 |
2026 pullback2026 | -8.95%Jun 2026 | 8d | — | 21d 17hJun 2026 - now |
Drawdown Indicators
| EMMF | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.57% | -56.78% | +24.21% |
Max Drawdown (1Y)Largest decline over 1 year | -10.62% | -9.10% | -1.52% |
Max Drawdown (3Y)Largest decline over 3 years | -16.02% | -18.90% | +2.88% |
Max Drawdown (5Y)Largest decline over 5 years | -24.02% | -25.43% | +1.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.18% | -1.80% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -10.71% | +3.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.03% | +0.78% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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