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EMF vs. 5CH6.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMF vs. 5CH6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Templeton Emerging Markets Fund (EMF) and WisdomTree Short USD Long EUR 5x Daily EUR (5CH6.DE). The values are adjusted to include any dividend payments, if applicable.

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EMF vs. 5CH6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMF
Templeton Emerging Markets Fund
5.46%58.20%6.56%8.84%-21.53%-8.23%24.48%27.20%-14.78%53.55%
5CH6.DE
WisdomTree Short USD Long EUR 5x Daily EUR
-13.98%67.23%-36.45%4.28%-47.29%-44.17%43.23%-29.20%-40.32%80.04%
Different Trading Currencies

EMF is traded in USD, while 5CH6.DE is traded in EUR. To make them comparable, the 5CH6.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EMF achieves a 5.46% return, which is significantly higher than 5CH6.DE's -13.98% return. Over the past 10 years, EMF has outperformed 5CH6.DE with an annualized return of 12.76%, while 5CH6.DE has yielded a comparatively lower -16.49% annualized return.


EMF

1D
-1.22%
1M
-6.70%
YTD
5.46%
6M
12.86%
1Y
54.84%
3Y*
23.75%
5Y*
6.16%
10Y*
12.76%

5CH6.DE

1D
-2.87%
1M
-5.68%
YTD
-13.98%
6M
-16.48%
1Y
8.41%
3Y*
-3.50%
5Y*
-17.81%
10Y*
-16.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMF vs. 5CH6.DE - Expense Ratio Comparison

EMF has a 1.43% expense ratio, which is higher than 5CH6.DE's 0.98% expense ratio.


Return for Risk

EMF vs. 5CH6.DE — Risk / Return Rank

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

EMF
EMF Risk / Return Rank: 9090
Overall Rank
EMF Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EMF Sortino Ratio Rank: 9191
Sortino Ratio Rank
EMF Omega Ratio Rank: 9191
Omega Ratio Rank
EMF Calmar Ratio Rank: 8888
Calmar Ratio Rank
EMF Martin Ratio Rank: 8888
Martin Ratio Rank

5CH6.DE
5CH6.DE Risk / Return Rank: 2020
Overall Rank
5CH6.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
5CH6.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
5CH6.DE Omega Ratio Rank: 2121
Omega Ratio Rank
5CH6.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
5CH6.DE Martin Ratio Rank: 1717
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.

EMF vs. 5CH6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Templeton Emerging Markets Fund (EMF) and WisdomTree Short USD Long EUR 5x Daily EUR (5CH6.DE). 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.


EMF5CH6.DEDifference

Sharpe ratio

Return per unit of total volatility

2.33

0.48

+1.85

Sortino ratio

Return per unit of downside risk

2.82

0.99

+1.84

Omega ratio

Gain probability vs. loss probability

1.44

1.11

+0.33

Calmar ratio

Return relative to maximum drawdown

2.67

0.77

+1.89

Martin ratio

Return relative to average drawdown

10.76

1.73

+9.03

EMF vs. 5CH6.DE - Sharpe Ratio Comparison

The current EMF Sharpe Ratio is 2.33, which is higher than the 5CH6.DE Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of EMF and 5CH6.DE, 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


EMF5CH6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

0.48

+1.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

-0.38

+0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

-0.38

+1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

-0.46

+0.66

Correlation

The correlation between EMF and 5CH6.DE is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EMF vs. 5CH6.DE - Dividend Comparison

EMF's dividend yield for the trailing twelve months is around 9.34%, while 5CH6.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
EMF
Templeton Emerging Markets Fund
9.34%9.73%4.28%6.22%9.89%6.92%3.51%7.36%5.92%12.11%1.62%12.81%
5CH6.DE
WisdomTree Short USD Long EUR 5x Daily EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EMF vs. 5CH6.DE - Drawdown Comparison

The maximum EMF drawdown since its inception was -76.97%, smaller than the maximum 5CH6.DE drawdown of -96.83%. Use the drawdown chart below to compare losses from any high point for EMF and 5CH6.DE.


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Drawdown Indicators


EMF5CH6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-76.97%

-95.83%

+18.86%

Max Drawdown (1Y)

Largest decline over 1 year

-19.48%

-23.57%

+4.09%

Max Drawdown (5Y)

Largest decline over 5 years

-45.87%

-79.60%

+33.73%

Max Drawdown (10Y)

Largest decline over 10 years

-47.65%

-90.59%

+42.94%

Current Drawdown

Current decline from peak

-14.52%

-93.48%

+78.96%

Average Drawdown

Average peak-to-trough decline

-29.12%

-79.58%

+50.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.83%

10.63%

-5.80%

Volatility

EMF vs. 5CH6.DE - Volatility Comparison

The current volatility for Templeton Emerging Markets Fund (EMF) is 11.00%, while WisdomTree Short USD Long EUR 5x Daily EUR (5CH6.DE) has a volatility of 11.95%. This indicates that EMF experiences smaller price fluctuations and is considered to be less risky than 5CH6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMF5CH6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.00%

11.95%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

17.47%

23.96%

-6.49%

Volatility (1Y)

Calculated over the trailing 1-year period

22.29%

42.46%

-20.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.88%

46.18%

-26.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.30%

43.18%

-22.88%