EMMF vs. EMGF
Compare and contrast key facts about WisdomTree Emerging Markets Multifactor Fund (EMMF) and iShares Edge MSCI Multifactor Emerging Markets ETF (EMGF).
EMMF and EMGF 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. EMGF is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Diversified Multiple-Factor Index. It was launched on Dec 8, 2015.
Performance
EMMF vs. EMGF - Performance Comparison
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EMMF vs. EMGF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EMMF WisdomTree Emerging Markets Multifactor Fund | 5.23% | 21.22% | 9.45% | 20.59% | -13.47% | 5.97% | 9.25% | 2.30% | -6.64% |
EMGF iShares Edge MSCI Multifactor Emerging Markets ETF | 4.46% | 31.41% | 9.06% | 10.86% | -16.55% | 6.65% | 10.27% | 20.96% | -11.87% |
Returns By Period
In the year-to-date period, EMMF achieves a 5.23% return, which is significantly higher than EMGF's 4.46% return.
EMMF
- 1D
- 3.29%
- 1M
- -7.68%
- YTD
- 5.23%
- 6M
- 9.36%
- 1Y
- 27.88%
- 3Y*
- 17.64%
- 5Y*
- 7.45%
- 10Y*
- —
EMGF
- 1D
- 3.78%
- 1M
- -9.16%
- YTD
- 4.46%
- 6M
- 8.38%
- 1Y
- 32.72%
- 3Y*
- 17.94%
- 5Y*
- 6.70%
- 10Y*
- 8.81%
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EMMF vs. EMGF - Expense Ratio Comparison
EMMF has a 0.48% expense ratio, which is higher than EMGF's 0.45% expense ratio.
Return for Risk
EMMF vs. EMGF — Risk / Return Rank
EMMF
EMGF
EMMF vs. EMGF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Multifactor Fund (EMMF) and iShares Edge MSCI Multifactor Emerging Markets ETF (EMGF). 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.
| EMMF | EMGF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.66 | 1.65 | 0.00 |
Sortino ratioReturn per unit of downside risk | 2.25 | 2.23 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.32 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.58 | 2.40 | +0.19 |
Martin ratioReturn relative to average drawdown | 10.52 | 9.27 | +1.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EMMF | EMGF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 1.65 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.39 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.46 | -0.07 |
Correlation
The correlation between EMMF and EMGF is 0.90, 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.
Dividends
EMMF vs. EMGF - Dividend Comparison
EMMF's dividend yield for the trailing twelve months is around 2.25%, less than EMGF's 2.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
EMMF WisdomTree Emerging Markets Multifactor Fund | 2.25% | 2.45% | 1.30% | 1.62% | 3.48% | 2.64% | 1.93% | 2.93% | 0.66% | 0.00% | 0.00% |
EMGF iShares Edge MSCI Multifactor Emerging Markets ETF | 2.41% | 2.52% | 3.42% | 5.94% | 4.04% | 2.48% | 1.95% | 2.63% | 2.73% | 1.94% | 2.04% |
Drawdowns
EMMF vs. EMGF - Drawdown Comparison
The maximum EMMF drawdown since its inception was -32.57%, smaller than the maximum EMGF drawdown of -40.23%. Use the drawdown chart below to compare losses from any high point for EMMF and EMGF.
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Drawdown Indicators
| EMMF | EMGF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.57% | -40.23% | +7.66% |
Max Drawdown (1Y)Largest decline over 1 year | -10.62% | -13.54% | +2.92% |
Max Drawdown (5Y)Largest decline over 5 years | -25.20% | -28.60% | +3.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.23% | — |
Current DrawdownCurrent decline from peak | -7.68% | -10.27% | +2.59% |
Average DrawdownAverage peak-to-trough decline | -7.58% | -10.19% | +2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 3.50% | -0.89% |
Volatility
EMMF vs. EMGF - Volatility Comparison
The current volatility for WisdomTree Emerging Markets Multifactor Fund (EMMF) is 9.11%, while iShares Edge MSCI Multifactor Emerging Markets ETF (EMGF) has a volatility of 10.58%. This indicates that EMMF experiences smaller price fluctuations and is considered to be less risky than EMGF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMMF | EMGF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.11% | 10.58% | -1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 12.48% | 14.81% | -2.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 19.90% | -2.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.01% | 17.08% | -3.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.45% | 19.23% | -2.78% |