PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FDNI vs. EMQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

FDNI vs. EMQQ - Performance Comparison

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

10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
45.54%
23.01%
FDNI
EMQQ

Key characteristics

Sharpe Ratio

FDNI:

0.99

EMQQ:

0.81

Sortino Ratio

FDNI:

1.54

EMQQ:

1.29

Omega Ratio

FDNI:

1.19

EMQQ:

1.15

Calmar Ratio

FDNI:

0.43

EMQQ:

0.28

Martin Ratio

FDNI:

4.67

EMQQ:

2.81

Ulcer Index

FDNI:

5.78%

EMQQ:

6.42%

Daily Std Dev

FDNI:

27.25%

EMQQ:

22.38%

Max Drawdown

FDNI:

-71.08%

EMQQ:

-73.24%

Current Drawdown

FDNI:

-49.67%

EMQQ:

-55.18%

Returns By Period

In the year-to-date period, FDNI achieves a 25.20% return, which is significantly higher than EMQQ's 16.81% return.


FDNI

YTD

25.20%

1M

-1.84%

6M

17.72%

1Y

23.77%

5Y*

3.20%

10Y*

N/A

EMQQ

YTD

16.81%

1M

-3.87%

6M

7.14%

1Y

14.84%

5Y*

0.63%

10Y*

4.99%

Compare stocks, funds, or ETFs

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


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.


Sharpe ratio
The chart of Sharpe ratio for FDNI, currently valued at 0.99, compared to the broader market0.002.004.000.990.81
The chart of Sortino ratio for FDNI, currently valued at 1.54, compared to the broader market-2.000.002.004.006.008.0010.001.541.29
The chart of Omega ratio for FDNI, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.15
The chart of Calmar ratio for FDNI, currently valued at 0.43, compared to the broader market0.005.0010.0015.000.430.28
The chart of Martin ratio for FDNI, currently valued at 4.67, compared to the broader market0.0020.0040.0060.0080.00100.004.672.81
FDNI
EMQQ

The current FDNI Sharpe Ratio is 0.99, which is comparable to the EMQQ Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of FDNI and EMQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.99
0.81
FDNI
EMQQ

Dividends

FDNI vs. EMQQ - Dividend Comparison

FDNI's dividend yield for the trailing twelve months is around 1.04%, more than EMQQ's 0.68% yield.


TTM202320222021202020192018201720162015
FDNI
First Trust Dow Jones International Internet ETF
1.04%0.40%0.00%0.00%0.16%3.12%0.00%0.00%0.00%0.00%
EMQQ
Emerging Markets Internet & Ecommerce ETF
0.68%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.


-60.00%-55.00%-50.00%-45.00%JulyAugustSeptemberOctoberNovemberDecember
-49.67%
-55.18%
FDNI
EMQQ

Volatility

FDNI vs. EMQQ - Volatility Comparison

First Trust Dow Jones International Internet ETF (FDNI) has a higher volatility of 8.98% compared to Emerging Markets Internet & Ecommerce ETF (EMQQ) at 6.06%. 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%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.98%
6.06%
FDNI
EMQQ
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab