EMMF vs. IVV
Compare and contrast key facts about WisdomTree Emerging Markets Multifactor Fund (EMMF) and iShares Core S&P 500 ETF (IVV).
EMMF and IVV 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. IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMMF or IVV.
Key characteristics
| EMMF | IVV | |
|---|---|---|
| YTD Return | 7.94% | 7.92% |
| 1Y Return | 23.50% | 28.19% |
| 3Y Return (Ann) | 3.86% | 8.81% |
| 5Y Return (Ann) | 5.34% | 13.59% |
| Sharpe Ratio | 2.31 | 2.34 |
| Daily Std Dev | 10.68% | 11.67% |
| Max Drawdown | -32.55% | -55.25% |
| Current Drawdown | -0.07% | -2.26% |
Correlation
The correlation between EMMF and IVV is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EMMF vs. IVV - Performance Comparison
The year-to-date returns for both stocks are quite close, with EMMF having a 7.94% return and IVV slightly lower at 7.92%. 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. IVV - Expense Ratio Comparison
EMMF has a 0.48% expense ratio, which is higher than IVV's 0.03% expense ratio.
Risk-Adjusted Performance
EMMF vs. IVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Multifactor Fund (EMMF) and iShares Core S&P 500 ETF (IVV). 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. IVV - Dividend Comparison
EMMF's dividend yield for the trailing twelve months is around 1.54%, more than IVV's 1.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMMF WisdomTree Emerging Markets Multifactor Fund | 1.54% | 1.62% | 3.48% | 2.64% | 1.93% | 2.93% | 0.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IVV iShares Core S&P 500 ETF | 1.35% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
Drawdowns
EMMF vs. IVV - Drawdown Comparison
The maximum EMMF drawdown since its inception was -32.55%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for EMMF and IVV. For additional features, visit the drawdowns tool.
Volatility
EMMF vs. IVV - Volatility Comparison
The current volatility for WisdomTree Emerging Markets Multifactor Fund (EMMF) is 2.99%, while iShares Core S&P 500 ETF (IVV) has a volatility of 4.09%. This indicates that EMMF experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.