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

Correlation

The correlation between EMQQ and FDNI is 0.52, 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. FDNI - 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 International Internet ETF (FDNI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

EMQQ:

0.54

FDNI:

0.96

Sortino Ratio

EMQQ:

1.10

FDNI:

1.65

Omega Ratio

EMQQ:

1.14

FDNI:

1.21

Calmar Ratio

EMQQ:

0.28

FDNI:

0.56

Martin Ratio

EMQQ:

1.96

FDNI:

4.27

Ulcer Index

EMQQ:

8.74%

FDNI:

7.87%

Daily Std Dev

EMQQ:

25.47%

FDNI:

31.51%

Max Drawdown

EMQQ:

-73.24%

FDNI:

-71.08%

Current Drawdown

EMQQ:

-49.22%

FDNI:

-40.78%

Returns By Period

In the year-to-date period, EMQQ achieves a 17.26% return, which is significantly lower than FDNI's 20.30% return.


EMQQ

YTD

17.26%

1M

12.81%

6M

11.98%

1Y

12.90%

5Y*

0.78%

10Y*

5.00%

FDNI

YTD

20.30%

1M

16.01%

6M

16.81%

1Y

29.85%

5Y*

2.80%

10Y*

N/A

*Annualized

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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 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 5353
Overall Rank
The Sharpe Ratio Rank of EMQQ is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of EMQQ is 6464
Sortino Ratio Rank
The Omega Ratio Rank of EMQQ is 5959
Omega Ratio Rank
The Calmar Ratio Rank of EMQQ is 3434
Calmar Ratio Rank
The Martin Ratio Rank of EMQQ is 5353
Martin Ratio Rank

FDNI
The Risk-Adjusted Performance Rank of FDNI is 7777
Overall Rank
The Sharpe Ratio Rank of FDNI is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of FDNI is 8484
Sortino Ratio Rank
The Omega Ratio Rank of FDNI is 7979
Omega Ratio Rank
The Calmar Ratio Rank of FDNI is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FDNI is 8181
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. 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.


The current EMQQ Sharpe Ratio is 0.54, which is lower than the FDNI Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of EMQQ and FDNI, 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. FDNI - Dividend Comparison

EMQQ's dividend yield for the trailing twelve months is around 1.45%, more than FDNI's 0.89% yield.


TTM2024202320222021202020192018201720162015
EMQQ
Emerging Markets Internet & Ecommerce ETF
1.45%1.70%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
0.89%1.07%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.


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Volatility

EMQQ vs. FDNI - Volatility Comparison

The current volatility for Emerging Markets Internet & Ecommerce ETF (EMQQ) is 5.43%, while First Trust Dow Jones International Internet ETF (FDNI) has a volatility of 6.27%. 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.


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