EMQQ vs. FDNI
Compare and contrast key facts about Emerging Markets Internet & Ecommerce ETF (EMQQ) and First Trust Dow Jones International Internet ETF (FDNI).
EMQQ and FDNI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMQQ is a passively managed fund by Exchange Traded Concepts that tracks the performance of the EMQQ The Emerging Markets Internet & Ecommerce Index. It was launched on Nov 13, 2014. FDNI is a passively managed fund by First Trust that tracks the performance of the Dow Jones International Internet Index. It was launched on Nov 5, 2018. Both EMQQ and FDNI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMQQ or FDNI.
Key characteristics
| EMQQ | FDNI | |
|---|---|---|
| YTD Return | 22.07% | 26.88% |
| 1Y Return | 28.79% | 35.61% |
| 3Y Return (Ann) | -9.24% | -12.17% |
| 5Y Return (Ann) | 2.63% | 5.34% |
| Sharpe Ratio | 1.21 | 1.21 |
| Sortino Ratio | 1.81 | 1.83 |
| Omega Ratio | 1.22 | 1.22 |
| Calmar Ratio | 0.42 | 0.53 |
| Martin Ratio | 5.01 | 6.46 |
| Ulcer Index | 5.42% | 5.17% |
| Daily Std Dev | 22.36% | 27.58% |
| Max Drawdown | -73.24% | -71.08% |
| Current Drawdown | -53.16% | -48.99% |
Correlation
The correlation between EMQQ and FDNI is 0.86, 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
EMQQ vs. FDNI - Performance Comparison
In the year-to-date period, EMQQ achieves a 22.07% return, which is significantly lower than FDNI's 26.88% 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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EMQQ vs. FDNI - Expense Ratio Comparison
EMQQ has a 0.86% expense ratio, which is higher than FDNI's 0.65% expense ratio.
Risk-Adjusted Performance
EMQQ vs. FDNI - 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 International Internet ETF (FDNI). 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
EMQQ vs. FDNI - Dividend Comparison
EMQQ's dividend yield for the trailing twelve months is around 0.65%, more than FDNI's 0.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMQQ Emerging Markets Internet & Ecommerce ETF | 0.65% | 0.80% | 0.00% | 0.00% | 0.18% | 1.29% | 0.00% | 0.94% | 0.75% | 0.08% |
FDNI First Trust Dow Jones International Internet ETF | 0.24% | 0.40% | 0.00% | 0.00% | 0.16% | 3.12% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EMQQ vs. FDNI - Drawdown Comparison
The maximum EMQQ drawdown since its inception was -73.24%, roughly equal to the maximum FDNI drawdown of -71.08%. Use the drawdown chart below to compare losses from any high point for EMQQ and FDNI. For additional features, visit the drawdowns tool.
Volatility
EMQQ vs. FDNI - Volatility Comparison
The current volatility for Emerging Markets Internet & Ecommerce ETF (EMQQ) is 7.53%, while First Trust Dow Jones International Internet ETF (FDNI) has a volatility of 9.88%. This indicates that EMQQ experiences smaller price fluctuations and is considered to be less risky than FDNI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.