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EMMF vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMMF vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Multifactor Fund (EMMF) and WisdomTree Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMMF achieves a 29.25% return, which is significantly higher than USFR's 1.58% return.


EMMF

1D
-0.25%
1M
12.42%
YTD
29.25%
6M
30.61%
1Y
50.65%
3Y*
24.40%
5Y*
11.18%
10Y*

USFR

1D
0.00%
1M
0.29%
YTD
1.58%
6M
1.96%
1Y
3.99%
3Y*
4.75%
5Y*
3.67%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMMF vs. USFR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EMMF
WisdomTree Emerging Markets Multifactor Fund
29.25%21.22%9.45%20.59%-13.47%5.97%9.25%2.30%-6.64%
USFR
WisdomTree Floating Rate Treasury Fund
1.58%4.23%5.47%5.18%1.98%-0.03%0.56%2.02%0.73%

Correlation

The correlation between EMMF and USFR is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

-0.05

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Aug 13, 2018

0.00

The correlation between EMMF and USFR shifts across timeframes, from -0.11 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EMMF vs. USFR — Risk / Return Rank

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

EMMF
EMMF Risk / Return Rank: 8888
Overall Rank
EMMF Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EMMF Sortino Ratio Rank: 8787
Sortino Ratio Rank
EMMF Omega Ratio Rank: 9090
Omega Ratio Rank
EMMF Calmar Ratio Rank: 8585
Calmar Ratio Rank
EMMF Martin Ratio Rank: 8888
Martin Ratio Rank

USFR
USFR Risk / Return Rank: 100100
Overall Rank
USFR Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
USFR Sortino Ratio Rank: 100100
Sortino Ratio Rank
USFR Omega Ratio Rank: 100100
Omega Ratio Rank
USFR Calmar Ratio Rank: 100100
Calmar Ratio Rank
USFR Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EMMF vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Multifactor Fund (EMMF) and WisdomTree Floating Rate Treasury Fund (USFR). 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.


EMMFUSFRDifference

Sharpe ratio

Return per unit of total volatility

3.08

14.83

-11.75

Sortino ratio

Return per unit of downside risk

4.02

48.59

-44.57

Omega ratio

Gain probability vs. loss probability

1.59

12.58

-11.00

Calmar ratio

Return relative to maximum drawdown

4.79

203.63

-198.84

Martin ratio

Return relative to average drawdown

19.83

767.72

-747.89

EMMF vs. USFR - Sharpe Ratio Comparison

The current EMMF Sharpe Ratio is 3.08, which is lower than the USFR Sharpe Ratio of 14.83. The chart below compares the historical Sharpe Ratios of EMMF and USFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EMMFUSFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.08

14.83

-11.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

9.27

-8.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

3.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

1.60

-1.05

Drawdowns

EMMF vs. USFR - Drawdown Comparison

The maximum EMMF drawdown since its inception was -32.57%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for EMMF and USFR.


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Drawdown Indicators


EMMFUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-32.57%

-1.36%

-31.21%

Max Drawdown (1Y)

Largest decline over 1 year

-10.62%

-0.02%

-10.60%

Max Drawdown (3Y)

Largest decline over 3 years

-16.02%

-0.06%

-15.96%

Max Drawdown (5Y)

Largest decline over 5 years

-24.99%

-0.18%

-24.81%

Max Drawdown (10Y)

Largest decline over 10 years

-0.80%

Current Drawdown

Current decline from peak

-0.25%

0.00%

-0.25%

Average Drawdown

Average peak-to-trough decline

-7.45%

-0.16%

-7.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

0.01%

+2.56%

Volatility

EMMF vs. USFR - Volatility Comparison

WisdomTree Emerging Markets Multifactor Fund (EMMF) has a higher volatility of 7.08% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.06%. This indicates that EMMF's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMMFUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

0.06%

+7.02%

Volatility (6M)

Calculated over the trailing 6-month period

14.42%

0.18%

+14.24%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

0.27%

+16.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.38%

0.40%

+13.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.62%

0.81%

+15.81%

EMMF vs. USFR - Expense Ratio Comparison

EMMF has a 0.48% expense ratio, which is higher than USFR's 0.15% expense ratio.


Dividends

EMMF vs. USFR - Dividend Comparison

EMMF's dividend yield for the trailing twelve months is around 1.83%, less than USFR's 3.91% yield.


PositionTTM2025202420232022202120202019201820172016
EMMF
WisdomTree Emerging Markets Multifactor Fund
1.83%2.45%1.30%1.62%3.48%2.64%1.93%2.93%0.66%0.00%0.00%
USFR
WisdomTree Floating Rate Treasury Fund
3.91%4.15%5.17%5.12%1.78%0.01%0.40%2.08%1.67%1.03%0.29%

Frequently Asked Questions


EMMF and USFR have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMMF has higher volatility (7.08%) compared to USFR (0.06%). In terms of maximum drawdown, EMMF dropped -32.57% vs USFR's -1.36%.

On 5-year performance, EMMF leads with 11.18% vs 3.67% for USFR. On fees, USFR is cheaper at 0.15% per year. On volatility, USFR has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EMMF has performed better with a 11.18% return vs 3.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USFR is cheaper with a 0.15% expense ratio, compared with 0.48% for EMMF.

USFR has the higher dividend yield at 3.91%, compared with 1.83% for EMMF.

EMMF is categorized as Asia Pacific Equities, while USFR is Government Bonds. Their fees differ too: 0.48% for EMMF and 0.15% for USFR.

USFR currently has the higher Sharpe Ratio (14.83 vs 3.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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