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ELD vs. CMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ELD vs. CMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Local Debt Fund (ELD) and iShares California Muni Bond ETF (CMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ELD achieves a 0.74% return, which is significantly lower than CMF's 0.96% return. Over the past 10 years, ELD has outperformed CMF with an annualized return of 2.86%, while CMF has yielded a comparatively lower 1.75% annualized return.


ELD

1D
-0.42%
1M
0.61%
YTD
0.74%
6M
1.87%
1Y
10.72%
3Y*
7.80%
5Y*
2.31%
10Y*
2.86%

CMF

1D
-0.03%
1M
0.59%
YTD
0.96%
6M
1.33%
1Y
6.72%
3Y*
3.31%
5Y*
0.66%
10Y*
1.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ELD vs. CMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ELD
WisdomTree Emerging Markets Local Debt Fund
0.74%21.77%-4.56%14.29%-9.25%-9.75%1.79%12.89%-7.53%12.72%
CMF
iShares California Muni Bond ETF
0.96%3.36%1.65%5.71%-8.27%0.78%4.50%6.94%0.99%4.63%

Correlation

The correlation between ELD and CMF is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2010

0.11

Over the past year, ELD and CMF have become more correlated (0.33) than their long-term average of 0.11, meaning their price movements have been converging.

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Return for Risk

ELD vs. CMF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ELD
ELD Risk / Return Rank: 3434
Overall Rank
ELD Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ELD Sortino Ratio Rank: 3636
Sortino Ratio Rank
ELD Omega Ratio Rank: 3434
Omega Ratio Rank
ELD Calmar Ratio Rank: 3030
Calmar Ratio Rank
ELD Martin Ratio Rank: 3535
Martin Ratio Rank

CMF
CMF Risk / Return Rank: 6565
Overall Rank
CMF Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CMF Sortino Ratio Rank: 7676
Sortino Ratio Rank
CMF Omega Ratio Rank: 8686
Omega Ratio Rank
CMF Calmar Ratio Rank: 4646
Calmar Ratio Rank
CMF Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ELD vs. CMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Local Debt Fund (ELD) and iShares California Muni Bond ETF (CMF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ELDCMFDifference
Sharpe ratioReturn per unit of total volatility

-1.14

Sortino ratioReturn per unit of downside risk

-1.56

Omega ratioGain probability vs. loss probability

1.23

1.54

-0.31

Calmar ratioReturn relative to maximum drawdown

1.51

2.32

-0.81

Martin ratioReturn relative to average drawdown

5.31

7.79

-2.48

ELD vs. CMF - Sharpe Ratio Comparison

The current ELD Sharpe Ratio is 1.27, which is lower than the CMF Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of ELD and CMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ELDCMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

2.41

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.16

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.35

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.39

-0.27

Drawdowns

ELD vs. CMF - Drawdown Comparison

The maximum ELD drawdown since its inception was -31.92%, which is greater than CMF's maximum drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for ELD and CMF.


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Drawdown Indicators


ELDCMFDifference

Max Drawdown

Largest peak-to-trough decline

-31.92%

-16.45%

-15.47%

Max Drawdown (1Y)

Largest decline over 1 year

-7.15%

-2.91%

-4.24%

Max Drawdown (3Y)

Largest decline over 3 years

-10.89%

-5.22%

-5.67%

Max Drawdown (5Y)

Largest decline over 5 years

-23.56%

-12.45%

-11.11%

Max Drawdown (10Y)

Largest decline over 10 years

-25.15%

-14.57%

-10.58%

Current Drawdown

Current decline from peak

-2.75%

-0.92%

-1.83%

Average Drawdown

Average peak-to-trough decline

-13.31%

-4.77%

-8.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

0.86%

+1.16%

Volatility

ELD vs. CMF - Volatility Comparison

WisdomTree Emerging Markets Local Debt Fund (ELD) has a higher volatility of 2.73% compared to iShares California Muni Bond ETF (CMF) at 0.85%. This indicates that ELD's price experiences larger fluctuations and is considered to be riskier than CMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ELDCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

0.85%

+1.88%

Volatility (6M)

Calculated over the trailing 6-month period

7.12%

2.11%

+5.01%

Volatility (1Y)

Calculated over the trailing 1-year period

8.52%

2.80%

+5.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.93%

4.19%

+6.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.27%

5.08%

+6.19%

ELD vs. CMF - Expense Ratio Comparison

ELD has a 0.55% expense ratio, which is higher than CMF's 0.25% expense ratio.


Dividends

ELD vs. CMF - Dividend Comparison

ELD's dividend yield for the trailing twelve months is around 5.82%, more than CMF's 2.95% yield.


PositionTTM20252024202320222021202020192018201720162015
CMF
iShares California Muni Bond ETF
2.95%2.94%2.78%2.29%1.91%1.58%1.80%2.03%2.17%2.09%2.21%2.55%
ELD
WisdomTree Emerging Markets Local Debt Fund
5.82%5.38%5.75%4.85%5.29%4.98%4.70%4.92%6.30%4.68%4.86%5.57%

Frequently Asked Questions


ELD and CMF have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ELD has higher volatility (2.73%) compared to CMF (0.85%). In terms of maximum drawdown, ELD dropped -31.92% vs CMF's -16.45%.

On 10-year performance, ELD leads with 2.86% vs 1.75% for CMF. On fees, CMF is cheaper at 0.25% per year. On volatility, CMF has been the lower-risk option at 0.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ELD has performed better with a 2.86% return vs 1.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CMF is cheaper with a 0.25% expense ratio, compared with 0.55% for ELD.

ELD has the higher dividend yield at 5.82%, compared with 2.95% for CMF.

ELD is categorized as Emerging Markets Bonds, while CMF is Municipal Bonds. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.55% for ELD and 0.25% for CMF.

CMF currently has the higher Sharpe Ratio (2.41 vs 1.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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