FDNI vs. EMQQ
Compare and contrast key facts about First Trust Dow Jones International Internet ETF (FDNI) and Emerging Markets Internet & Ecommerce ETF (EMQQ).
FDNI and EMQQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. 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. Both FDNI and EMQQ 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: FDNI or EMQQ.
Key characteristics
| FDNI | EMQQ | |
|---|---|---|
| YTD Return | 25.81% | 24.99% |
| 1Y Return | 33.33% | 29.50% |
| 3Y Return (Ann) | -12.51% | -8.33% |
| 5Y Return (Ann) | 5.17% | 3.12% |
| Sharpe Ratio | 1.23 | 1.36 |
| Sortino Ratio | 1.85 | 2.02 |
| Omega Ratio | 1.22 | 1.24 |
| Calmar Ratio | 0.53 | 0.46 |
| Martin Ratio | 6.51 | 5.54 |
| Ulcer Index | 5.13% | 5.38% |
| Daily Std Dev | 27.11% | 21.99% |
| Max Drawdown | -71.08% | -73.24% |
| Current Drawdown | -49.42% | -52.04% |
Correlation
The correlation between FDNI and EMQQ 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
FDNI vs. EMQQ - Performance Comparison
The year-to-date returns for both stocks are quite close, with FDNI having a 25.81% return and EMQQ slightly lower at 24.99%. 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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FDNI vs. EMQQ - Expense Ratio Comparison
FDNI has a 0.65% expense ratio, which is lower than EMQQ's 0.86% expense ratio.
Risk-Adjusted Performance
FDNI vs. EMQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones International Internet ETF (FDNI) and Emerging Markets Internet & Ecommerce ETF (EMQQ). 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
FDNI vs. EMQQ - Dividend Comparison
FDNI's dividend yield for the trailing twelve months is around 0.24%, less than EMQQ's 0.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EMQQ Emerging Markets Internet & Ecommerce ETF | 0.64% | 0.80% | 0.00% | 0.00% | 0.18% | 1.29% | 0.00% | 0.94% | 0.75% | 0.08% |
Drawdowns
FDNI vs. EMQQ - Drawdown Comparison
The maximum FDNI drawdown since its inception was -71.08%, roughly equal to the maximum EMQQ drawdown of -73.24%. Use the drawdown chart below to compare losses from any high point for FDNI and EMQQ. For additional features, visit the drawdowns tool.
Volatility
FDNI vs. EMQQ - Volatility Comparison
First Trust Dow Jones International Internet ETF (FDNI) has a higher volatility of 8.38% compared to Emerging Markets Internet & Ecommerce ETF (EMQQ) at 6.33%. This indicates that FDNI's price experiences larger fluctuations and is considered to be riskier than EMQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.