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EMQQ vs. FDN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EMQQ and FDN is 0.58, 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

EMQQ vs. FDN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Emerging Markets Internet & Ecommerce ETF (EMQQ) and First Trust Dow Jones Internet Index (FDN). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

EMQQ:

0.75

FDN:

0.95

Sortino Ratio

EMQQ:

1.30

FDN:

1.45

Omega Ratio

EMQQ:

1.17

FDN:

1.20

Calmar Ratio

EMQQ:

0.35

FDN:

0.92

Martin Ratio

EMQQ:

2.43

FDN:

3.16

Ulcer Index

EMQQ:

8.74%

FDN:

7.90%

Daily Std Dev

EMQQ:

25.46%

FDN:

25.57%

Max Drawdown

EMQQ:

-73.24%

FDN:

-61.55%

Current Drawdown

EMQQ:

-48.43%

FDN:

-5.51%

Returns By Period

In the year-to-date period, EMQQ achieves a 19.08% return, which is significantly higher than FDN's 3.74% return. Over the past 10 years, EMQQ has underperformed FDN with an annualized return of 5.11%, while FDN has yielded a comparatively higher 14.17% annualized return.


EMQQ

YTD

19.08%

1M

13.87%

6M

12.26%

1Y

18.94%

5Y*

1.96%

10Y*

5.11%

FDN

YTD

3.74%

1M

16.93%

6M

5.49%

1Y

24.00%

5Y*

10.35%

10Y*

14.17%

*Annualized

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EMQQ vs. FDN - Expense Ratio Comparison

EMQQ has a 0.86% expense ratio, which is higher than FDN's 0.52% expense ratio.


Risk-Adjusted Performance

EMQQ vs. FDN — Risk-Adjusted Performance Rank

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

EMQQ
The Risk-Adjusted Performance Rank of EMQQ is 6464
Overall Rank
The Sharpe Ratio Rank of EMQQ is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of EMQQ is 7676
Sortino Ratio Rank
The Omega Ratio Rank of EMQQ is 7070
Omega Ratio Rank
The Calmar Ratio Rank of EMQQ is 4040
Calmar Ratio Rank
The Martin Ratio Rank of EMQQ is 6363
Martin Ratio Rank

FDN
The Risk-Adjusted Performance Rank of FDN is 7878
Overall Rank
The Sharpe Ratio Rank of FDN is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FDN is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FDN is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FDN is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FDN is 7474
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.

EMQQ vs. FDN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Emerging Markets Internet & Ecommerce ETF (EMQQ) and First Trust Dow Jones Internet Index (FDN). 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 current EMQQ Sharpe Ratio is 0.75, which is comparable to the FDN Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of EMQQ and FDN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

EMQQ vs. FDN - Dividend Comparison

EMQQ's dividend yield for the trailing twelve months is around 1.43%, while FDN has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
EMQQ
Emerging Markets Internet & Ecommerce ETF
1.43%1.70%0.80%0.00%0.00%0.18%1.29%0.00%0.94%0.75%0.08%
FDN
First Trust Dow Jones Internet Index
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EMQQ vs. FDN - Drawdown Comparison

The maximum EMQQ drawdown since its inception was -73.24%, which is greater than FDN's maximum drawdown of -61.55%. Use the drawdown chart below to compare losses from any high point for EMQQ and FDN. For additional features, visit the drawdowns tool.


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Volatility

EMQQ vs. FDN - Volatility Comparison

The current volatility for Emerging Markets Internet & Ecommerce ETF (EMQQ) is 5.71%, while First Trust Dow Jones Internet Index (FDN) has a volatility of 7.73%. This indicates that EMQQ experiences smaller price fluctuations and is considered to be less risky than FDN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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