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

Correlation

The correlation between FDNI and EMQQ 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

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.

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Key characteristics

Sharpe Ratio

FDNI:

1.12

EMQQ:

0.75

Sortino Ratio

FDNI:

1.82

EMQQ:

1.30

Omega Ratio

FDNI:

1.23

EMQQ:

1.17

Calmar Ratio

FDNI:

0.64

EMQQ:

0.35

Martin Ratio

FDNI:

4.89

EMQQ:

2.43

Ulcer Index

FDNI:

7.87%

EMQQ:

8.74%

Daily Std Dev

FDNI:

31.53%

EMQQ:

25.46%

Max Drawdown

FDNI:

-71.08%

EMQQ:

-73.24%

Current Drawdown

FDNI:

-40.18%

EMQQ:

-48.43%

Returns By Period

In the year-to-date period, FDNI achieves a 21.51% return, which is significantly higher than EMQQ's 19.08% return.


FDNI

YTD

21.51%

1M

14.23%

6M

16.26%

1Y

34.96%

5Y*

3.73%

10Y*

N/A

EMQQ

YTD

19.08%

1M

13.87%

6M

12.26%

1Y

18.94%

5Y*

1.96%

10Y*

5.11%

*Annualized

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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 Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FDNI
The Risk-Adjusted Performance Rank of FDNI is 8181
Overall Rank
The Sharpe Ratio Rank of FDNI is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of FDNI is 8787
Sortino Ratio Rank
The Omega Ratio Rank of FDNI is 8484
Omega Ratio Rank
The Calmar Ratio Rank of FDNI is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FDNI is 8484
Martin Ratio Rank

EMQQ
The Risk-Adjusted Performance Rank of EMQQ is 6464
Overall Rank
The Sharpe Ratio Rank of EMQQ is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of EMQQ is 7676
Sortino Ratio Rank
The Omega Ratio Rank of EMQQ is 7070
Omega Ratio Rank
The Calmar Ratio Rank of EMQQ is 4040
Calmar Ratio Rank
The Martin Ratio Rank of EMQQ is 6363
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.

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.


The current FDNI Sharpe Ratio is 1.12, which is higher than the EMQQ Sharpe Ratio of 0.75. 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.


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Dividends

FDNI vs. EMQQ - Dividend Comparison

FDNI's dividend yield for the trailing twelve months is around 0.88%, less than EMQQ's 1.43% yield.


TTM2024202320222021202020192018201720162015
FDNI
First Trust Dow Jones International Internet ETF
0.88%1.07%0.40%0.00%0.00%0.16%3.12%0.00%0.00%0.00%0.00%
EMQQ
Emerging Markets Internet & Ecommerce ETF
1.43%1.70%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.


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Volatility

FDNI vs. EMQQ - Volatility Comparison

First Trust Dow Jones International Internet ETF (FDNI) has a higher volatility of 6.64% compared to Emerging Markets Internet & Ecommerce ETF (EMQQ) at 5.71%. 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.


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