PortfoliosLab logo
EMMF vs. FLTW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EMMF and FLTW is 0.73, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

EMMF vs. FLTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Multifactor Fund (EMMF) and Franklin FTSE Taiwan ETF (FLTW). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.49%
-16.04%
EMMF
FLTW

Key characteristics

Sharpe Ratio

EMMF:

-0.16

FLTW:

-0.23

Sortino Ratio

EMMF:

-0.12

FLTW:

-0.15

Omega Ratio

EMMF:

0.98

FLTW:

0.98

Calmar Ratio

EMMF:

-0.14

FLTW:

-0.22

Martin Ratio

EMMF:

-0.44

FLTW:

-0.83

Ulcer Index

EMMF:

5.09%

FLTW:

7.06%

Daily Std Dev

EMMF:

14.22%

FLTW:

25.62%

Max Drawdown

EMMF:

-32.55%

FLTW:

-38.00%

Current Drawdown

EMMF:

-10.86%

FLTW:

-19.39%

Returns By Period

In the year-to-date period, EMMF achieves a -3.82% return, which is significantly higher than FLTW's -13.93% return.


EMMF

YTD

-3.82%

1M

-1.48%

6M

-9.19%

1Y

-2.53%

5Y*

10.37%

10Y*

N/A

FLTW

YTD

-13.93%

1M

-10.37%

6M

-14.78%

1Y

-7.08%

5Y*

14.01%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EMMF vs. FLTW - Expense Ratio Comparison

EMMF has a 0.48% expense ratio, which is higher than FLTW's 0.19% expense ratio.


Expense ratio chart for EMMF: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EMMF: 0.48%
Expense ratio chart for FLTW: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLTW: 0.19%

Risk-Adjusted Performance

EMMF vs. FLTW — Risk-Adjusted Performance Rank

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

EMMF
The Risk-Adjusted Performance Rank of EMMF is 3737
Overall Rank
The Sharpe Ratio Rank of EMMF is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of EMMF is 3636
Sortino Ratio Rank
The Omega Ratio Rank of EMMF is 3535
Omega Ratio Rank
The Calmar Ratio Rank of EMMF is 3636
Calmar Ratio Rank
The Martin Ratio Rank of EMMF is 3939
Martin Ratio Rank

FLTW
The Risk-Adjusted Performance Rank of FLTW is 3434
Overall Rank
The Sharpe Ratio Rank of FLTW is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of FLTW is 3636
Sortino Ratio Rank
The Omega Ratio Rank of FLTW is 3737
Omega Ratio Rank
The Calmar Ratio Rank of FLTW is 3030
Calmar Ratio Rank
The Martin Ratio Rank of FLTW is 3333
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.

EMMF vs. FLTW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Multifactor Fund (EMMF) and Franklin FTSE Taiwan ETF (FLTW). 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.


The chart of Sharpe ratio for EMMF, currently valued at -0.16, compared to the broader market-1.000.001.002.003.004.00
EMMF: -0.16
FLTW: -0.23
The chart of Sortino ratio for EMMF, currently valued at -0.12, compared to the broader market-2.000.002.004.006.008.00
EMMF: -0.12
FLTW: -0.15
The chart of Omega ratio for EMMF, currently valued at 0.98, compared to the broader market0.501.001.502.002.50
EMMF: 0.98
FLTW: 0.98
The chart of Calmar ratio for EMMF, currently valued at -0.14, compared to the broader market0.002.004.006.008.0010.0012.00
EMMF: -0.14
FLTW: -0.22
The chart of Martin ratio for EMMF, currently valued at -0.44, compared to the broader market0.0020.0040.0060.0080.00
EMMF: -0.44
FLTW: -0.83

The current EMMF Sharpe Ratio is -0.16, which is higher than the FLTW Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of EMMF and FLTW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.16
-0.23
EMMF
FLTW

Dividends

EMMF vs. FLTW - Dividend Comparison

EMMF's dividend yield for the trailing twelve months is around 1.59%, less than FLTW's 2.20% yield.


TTM2024202320222021202020192018
EMMF
WisdomTree Emerging Markets Multifactor Fund
1.59%1.30%1.62%3.48%2.64%1.93%2.93%0.66%
FLTW
Franklin FTSE Taiwan ETF
2.20%1.89%2.84%3.16%2.31%2.14%3.00%1.06%

Drawdowns

EMMF vs. FLTW - Drawdown Comparison

The maximum EMMF drawdown since its inception was -32.55%, smaller than the maximum FLTW drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for EMMF and FLTW. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.86%
-19.39%
EMMF
FLTW

Volatility

EMMF vs. FLTW - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Multifactor Fund (EMMF) is 9.14%, while Franklin FTSE Taiwan ETF (FLTW) has a volatility of 13.76%. This indicates that EMMF experiences smaller price fluctuations and is considered to be less risky than FLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
9.14%
13.76%
EMMF
FLTW