EMMF vs. FLTW
Compare and contrast key facts about WisdomTree Emerging Markets Multifactor Fund (EMMF) and Franklin FTSE Taiwan ETF (FLTW).
EMMF and FLTW 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. FLTW is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Taiwan RIC Capped Index. It was launched on Nov 2, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMMF or FLTW.
Key characteristics
| EMMF | FLTW | |
|---|---|---|
| YTD Return | 7.94% | 5.59% |
| 1Y Return | 23.50% | 25.08% |
| 3Y Return (Ann) | 3.86% | 3.17% |
| 5Y Return (Ann) | 5.34% | 13.97% |
| Sharpe Ratio | 2.31 | 1.54 |
| Daily Std Dev | 10.68% | 16.48% |
| Max Drawdown | -32.55% | -38.00% |
| Current Drawdown | -0.07% | -2.31% |
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.
Performance
EMMF vs. FLTW - Performance Comparison
In the year-to-date period, EMMF achieves a 7.94% return, which is significantly higher than FLTW's 5.59% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EMMF vs. FLTW - Expense Ratio Comparison
EMMF has a 0.48% expense ratio, which is higher than FLTW's 0.19% expense ratio.
Risk-Adjusted Performance
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.
Dividends
EMMF vs. FLTW - Dividend Comparison
EMMF's dividend yield for the trailing twelve months is around 1.54%, less than FLTW's 2.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
EMMF WisdomTree Emerging Markets Multifactor Fund | 1.54% | 1.62% | 3.48% | 2.64% | 1.93% | 2.93% | 0.66% |
FLTW Franklin FTSE Taiwan ETF | 2.69% | 2.85% | 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.
Volatility
EMMF vs. FLTW - Volatility Comparison
The current volatility for WisdomTree Emerging Markets Multifactor Fund (EMMF) is 2.99%, while Franklin FTSE Taiwan ETF (FLTW) has a volatility of 6.11%. 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.