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First Trust Emerging Markets Equity Select ETF (RN...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33738R7796

CUSIP

33738R779

Issuer

First Trust

Inception Date

Jun 20, 2017

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

Nasdaq Riskalyze Emerging Markets Equity Select Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

RNEM features an expense ratio of 0.75%, falling within the medium range.


Expense ratio chart for RNEM: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

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.


Popular comparisons:
RNEM vs. SFENX RNEM vs. OHI RNEM vs. EEM RNEM vs. VGTSX RNEM vs. SCHE RNEM vs. VBINX RNEM vs. VFIAX RNEM vs. SCHD RNEM vs. VOO RNEM vs. VBIAX
Popular comparisons:
RNEM vs. SFENX RNEM vs. OHI RNEM vs. EEM RNEM vs. VGTSX RNEM vs. SCHE RNEM vs. VBINX RNEM vs. VFIAX RNEM vs. SCHD RNEM vs. VOO RNEM vs. VBIAX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust Emerging Markets Equity Select ETF, 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%JulyAugustSeptemberOctoberNovemberDecember
-1.78%
10.12%
RNEM (First Trust Emerging Markets Equity Select ETF)
Benchmark (^GSPC)

Returns By Period

First Trust Emerging Markets Equity Select ETF had a return of -0.28% year-to-date (YTD) and -0.03% in the last 12 months.


RNEM

YTD

-0.28%

1M

-1.24%

6M

-1.78%

1Y

-0.03%

5Y*

1.96%

10Y*

N/A

^GSPC (Benchmark)

YTD

26.58%

1M

0.27%

6M

10.12%

1Y

26.27%

5Y*

13.29%

10Y*

11.21%

Monthly Returns

The table below presents the monthly returns of RNEM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.63%1.41%1.76%-0.61%0.49%1.87%0.52%0.87%4.39%-4.91%-2.42%-0.28%
20234.16%-2.96%3.77%3.16%1.02%4.80%5.85%-4.16%-1.33%-3.50%5.77%5.46%23.43%
20223.13%-2.59%0.75%-4.76%0.56%-7.13%1.66%-0.13%-7.70%0.69%9.20%-1.63%-8.75%
2021-0.90%3.54%3.58%0.25%3.22%-1.22%-1.25%2.57%-3.45%-0.83%-2.07%2.87%6.14%
2020-5.61%-5.62%-19.03%6.68%0.30%4.56%3.59%-1.95%-2.13%0.00%12.11%2.12%-8.15%
20198.59%-1.33%-0.25%0.96%-2.31%3.55%-2.21%-3.31%1.76%2.73%-2.04%6.70%12.76%
20187.61%-4.39%-1.65%-0.32%-4.53%-5.18%5.84%-4.60%0.43%-5.34%5.43%-1.89%-9.34%
20170.54%4.91%1.85%-0.56%0.25%0.34%4.19%11.98%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RNEM is 16, meaning it’s performing worse than 84% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of RNEM is 1616
Overall Rank
The Sharpe Ratio Rank of RNEM is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of RNEM is 1414
Sortino Ratio Rank
The Omega Ratio Rank of RNEM is 1414
Omega Ratio Rank
The Calmar Ratio Rank of RNEM is 1818
Calmar Ratio Rank
The Martin Ratio Rank of RNEM is 1616
Martin 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 First Trust Emerging Markets Equity Select ETF (RNEM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for RNEM, currently valued at 0.11, compared to the broader market0.002.004.000.112.11
The chart of Sortino ratio for RNEM, currently valued at 0.23, compared to the broader market-2.000.002.004.006.008.0010.0012.000.232.82
The chart of Omega ratio for RNEM, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.39
The chart of Calmar ratio for RNEM, currently valued at 0.14, compared to the broader market0.005.0010.0015.000.143.12
The chart of Martin ratio for RNEM, currently valued at 0.37, compared to the broader market0.0020.0040.0060.0080.00100.000.3713.56
RNEM
^GSPC

The current First Trust Emerging Markets Equity Select ETF Sharpe ratio is 0.11. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of First Trust Emerging Markets Equity Select ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.11
2.11
RNEM (First Trust Emerging Markets Equity Select ETF)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust Emerging Markets Equity Select ETF provided a 3.41% dividend yield over the last twelve months, with an annual payout of $1.70 per share.


2.00%2.50%3.00%$0.00$0.50$1.00$1.502017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$1.70$0.84$1.27$1.54$1.41$1.50$1.37$1.25

Dividend yield

3.41%1.63%2.99%3.20%3.01%2.85%2.85%2.28%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Emerging Markets Equity Select ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.57$0.00$0.00$0.98$1.70
2023$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.00$0.61$0.00$0.00$0.06$0.84
2022$0.00$0.00$0.00$0.00$0.00$0.32$0.00$0.00$0.90$0.00$0.00$0.05$1.27
2021$0.00$0.00$0.00$0.00$0.00$0.69$0.00$0.00$0.84$0.00$0.00$0.00$1.54
2020$0.00$0.00$0.03$0.00$0.00$0.27$0.00$0.00$0.77$0.00$0.00$0.33$1.41
2019$0.00$0.00$0.16$0.00$0.00$0.20$0.00$0.00$1.03$0.00$0.00$0.10$1.50
2018$0.00$0.00$0.01$0.00$0.00$0.44$0.00$0.00$0.80$0.00$0.00$0.12$1.37
2017$0.57$0.00$0.00$0.68$1.25

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.54%
-0.86%
RNEM (First Trust Emerging Markets Equity Select ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Emerging Markets Equity Select ETF. 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 First Trust Emerging Markets Equity Select ETF was 38.37%, occurring on Mar 23, 2020. Recovery took 751 trading sessions.

The current First Trust Emerging Markets Equity Select ETF drawdown is 8.54%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.37%Jan 25, 2018478Mar 23, 2020751Jul 17, 20231229
-10.64%Jul 27, 202366Oct 27, 202341Dec 27, 2023107
-9.47%Sep 27, 202458Dec 18, 2024
-5.52%Jul 15, 202416Aug 6, 202431Sep 19, 202447
-4.87%Dec 29, 202316Jan 23, 202421Feb 22, 202437

Volatility

Volatility Chart

The current First Trust Emerging Markets Equity Select ETF volatility is 3.71%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.71%
3.95%
RNEM (First Trust Emerging Markets Equity Select ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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