EMMF vs. EEM
Compare and contrast key facts about WisdomTree Emerging Markets Multifactor Fund (EMMF) and iShares MSCI Emerging Markets ETF (EEM).
EMMF and EEM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018. EEM is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Index. It was launched on Apr 11, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMMF or EEM.
Performance
EMMF vs. EEM - Performance Comparison
Returns By Period
In the year-to-date period, EMMF achieves a 10.38% return, which is significantly higher than EEM's 8.78% return.
EMMF
10.38%
-4.63%
-0.51%
16.72%
7.34%
N/A
EEM
8.78%
-5.40%
0.25%
13.23%
2.53%
2.45%
Key characteristics
| EMMF | EEM | |
|---|---|---|
| Sharpe Ratio | 1.41 | 0.86 |
| Sortino Ratio | 1.96 | 1.30 |
| Omega Ratio | 1.26 | 1.16 |
| Calmar Ratio | 2.10 | 0.44 |
| Martin Ratio | 7.26 | 4.10 |
| Ulcer Index | 2.23% | 3.26% |
| Daily Std Dev | 11.53% | 15.60% |
| Max Drawdown | -32.55% | -66.44% |
| Current Drawdown | -6.53% | -19.12% |
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EMMF vs. EEM - Expense Ratio Comparison
EMMF has a 0.48% expense ratio, which is lower than EEM's 0.68% expense ratio.
Correlation
The correlation between EMMF and EEM is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
EMMF vs. EEM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Multifactor Fund (EMMF) and iShares MSCI Emerging Markets ETF (EEM). 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.
Dividends
EMMF vs. EEM - Dividend Comparison
EMMF's dividend yield for the trailing twelve months is around 1.33%, less than EEM's 2.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMMF WisdomTree Emerging Markets Multifactor Fund | 1.33% | 1.62% | 3.48% | 2.64% | 1.93% | 2.93% | 0.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EEM iShares MSCI Emerging Markets ETF | 2.39% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.24% | 1.89% | 1.89% | 2.49% | 2.23% | 2.06% |
Drawdowns
EMMF vs. EEM - Drawdown Comparison
The maximum EMMF drawdown since its inception was -32.55%, smaller than the maximum EEM drawdown of -66.44%. Use the drawdown chart below to compare losses from any high point for EMMF and EEM. For additional features, visit the drawdowns tool.
Volatility
EMMF vs. EEM - Volatility Comparison
The current volatility for WisdomTree Emerging Markets Multifactor Fund (EMMF) is 3.44%, while iShares MSCI Emerging Markets ETF (EEM) has a volatility of 4.82%. This indicates that EMMF experiences smaller price fluctuations and is considered to be less risky than EEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.