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

Key characteristics


FDNIEMQQ
YTD Return7.46%11.75%
1Y Return4.63%15.78%
3Y Return (Ann)-17.11%-16.30%
5Y Return (Ann)2.23%1.37%
Sharpe Ratio0.220.71
Daily Std Dev29.21%25.01%
Max Drawdown-71.08%-73.24%
Current Drawdown-56.80%-57.12%

Correlation

-0.50.00.51.00.9

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

In the year-to-date period, FDNI achieves a 7.46% return, which is significantly lower than EMQQ's 11.75% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%December2024FebruaryMarchAprilMay
24.92%
17.68%
FDNI
EMQQ

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


First Trust Dow Jones International Internet ETF

Emerging Markets Internet & Ecommerce ETF

FDNI vs. EMQQ - Expense Ratio Comparison

FDNI has a 0.65% expense ratio, which is lower than EMQQ's 0.86% expense ratio.


EMQQ
Emerging Markets Internet & Ecommerce ETF
Expense ratio chart for EMQQ: current value at 0.86% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.86%
Expense ratio chart for FDNI: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

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.


FDNI
Sharpe ratio
The chart of Sharpe ratio for FDNI, currently valued at 0.22, compared to the broader market0.002.004.000.22
Sortino ratio
The chart of Sortino ratio for FDNI, currently valued at 0.53, compared to the broader market-2.000.002.004.006.008.0010.000.53
Omega ratio
The chart of Omega ratio for FDNI, currently valued at 1.06, compared to the broader market0.501.001.502.002.501.06
Calmar ratio
The chart of Calmar ratio for FDNI, currently valued at 0.10, compared to the broader market0.002.004.006.008.0010.0012.000.10
Martin ratio
The chart of Martin ratio for FDNI, currently valued at 0.53, compared to the broader market0.0020.0040.0060.0080.000.53
EMQQ
Sharpe ratio
The chart of Sharpe ratio for EMQQ, currently valued at 0.71, compared to the broader market0.002.004.000.71
Sortino ratio
The chart of Sortino ratio for EMQQ, currently valued at 1.19, compared to the broader market-2.000.002.004.006.008.0010.001.19
Omega ratio
The chart of Omega ratio for EMQQ, currently valued at 1.13, compared to the broader market0.501.001.502.002.501.13
Calmar ratio
The chart of Calmar ratio for EMQQ, currently valued at 0.27, compared to the broader market0.002.004.006.008.0010.0012.000.27
Martin ratio
The chart of Martin ratio for EMQQ, currently valued at 2.02, compared to the broader market0.0020.0040.0060.0080.002.02

FDNI vs. EMQQ - Sharpe Ratio Comparison

The current FDNI Sharpe Ratio is 0.22, which is lower than the EMQQ Sharpe Ratio of 0.71. The chart below compares the 12-month rolling Sharpe Ratio of FDNI and EMQQ.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2024FebruaryMarchAprilMay
0.22
0.71
FDNI
EMQQ

Dividends

FDNI vs. EMQQ - Dividend Comparison

FDNI has not paid dividends to shareholders, while EMQQ's dividend yield for the trailing twelve months is around 0.71%.


TTM202320222021202020192018201720162015
FDNI
First Trust Dow Jones International Internet ETF
0.00%0.40%0.00%0.00%0.16%3.12%0.00%0.00%0.00%0.00%
EMQQ
Emerging Markets Internet & Ecommerce ETF
0.71%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.


-64.00%-62.00%-60.00%-58.00%-56.00%December2024FebruaryMarchAprilMay
-56.80%
-57.12%
FDNI
EMQQ

Volatility

FDNI vs. EMQQ - Volatility Comparison

First Trust Dow Jones International Internet ETF (FDNI) has a higher volatility of 9.51% compared to Emerging Markets Internet & Ecommerce ETF (EMQQ) at 8.30%. 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.


4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
9.51%
8.30%
FDNI
EMQQ