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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.


-0.50.00.51.00.7

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.

-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-4.39%
-0.88%
EMMF
FLTW

Key characteristics

Sharpe Ratio

EMMF:

1.00

FLTW:

1.20

Sortino Ratio

EMMF:

1.41

FLTW:

1.71

Omega Ratio

EMMF:

1.18

FLTW:

1.21

Calmar Ratio

EMMF:

1.27

FLTW:

1.52

Martin Ratio

EMMF:

3.33

FLTW:

4.76

Ulcer Index

EMMF:

3.35%

FLTW:

5.23%

Daily Std Dev

EMMF:

11.20%

FLTW:

20.68%

Max Drawdown

EMMF:

-32.55%

FLTW:

-38.00%

Current Drawdown

EMMF:

-7.85%

FLTW:

-6.48%

Returns By Period

In the year-to-date period, EMMF achieves a -0.60% return, which is significantly lower than FLTW's -0.15% return.


EMMF

YTD

-0.60%

1M

-2.15%

6M

-4.40%

1Y

12.10%

5Y*

5.62%

10Y*

N/A

FLTW

YTD

-0.15%

1M

-1.10%

6M

-0.87%

1Y

26.68%

5Y*

12.83%

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.


EMMF
WisdomTree Emerging Markets Multifactor Fund
Expense ratio chart for EMMF: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for FLTW: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%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 4242
Overall Rank
The Sharpe Ratio Rank of EMMF is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of EMMF is 4040
Sortino Ratio Rank
The Omega Ratio Rank of EMMF is 4141
Omega Ratio Rank
The Calmar Ratio Rank of EMMF is 5151
Calmar Ratio Rank
The Martin Ratio Rank of EMMF is 3737
Martin Ratio Rank

FLTW
The Risk-Adjusted Performance Rank of FLTW is 5050
Overall Rank
The Sharpe Ratio Rank of FLTW is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of FLTW is 5050
Sortino Ratio Rank
The Omega Ratio Rank of FLTW is 4848
Omega Ratio Rank
The Calmar Ratio Rank of FLTW is 5656
Calmar Ratio Rank
The Martin Ratio Rank of FLTW is 4747
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.


Sharpe ratio
The chart of Sharpe ratio for EMMF, currently valued at 1.00, compared to the broader market0.002.004.001.001.20
The chart of Sortino ratio for EMMF, currently valued at 1.41, compared to the broader market-2.000.002.004.006.008.0010.001.411.71
The chart of Omega ratio for EMMF, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.21
The chart of Calmar ratio for EMMF, currently valued at 1.27, compared to the broader market0.005.0010.0015.001.271.52
The chart of Martin ratio for EMMF, currently valued at 3.33, compared to the broader market0.0020.0040.0060.0080.00100.003.334.76
EMMF
FLTW

The current EMMF Sharpe Ratio is 1.00, which is comparable to the FLTW Sharpe Ratio of 1.20. 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 Ratio1.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.00
1.20
EMMF
FLTW

Dividends

EMMF vs. FLTW - Dividend Comparison

EMMF's dividend yield for the trailing twelve months is around 1.31%, less than FLTW's 1.89% yield.


TTM2024202320222021202020192018
EMMF
WisdomTree Emerging Markets Multifactor Fund
1.31%1.30%1.62%3.48%2.64%1.93%2.93%0.66%
FLTW
Franklin FTSE Taiwan ETF
1.89%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.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.85%
-6.48%
EMMF
FLTW

Volatility

EMMF vs. FLTW - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Multifactor Fund (EMMF) is 2.62%, while Franklin FTSE Taiwan ETF (FLTW) has a volatility of 6.45%. 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%AugustSeptemberOctoberNovemberDecember2025
2.62%
6.45%
EMMF
FLTW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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