GSEE vs. EMMF
Compare and contrast key facts about Goldman Sachs MarketBeta Emerging Markets Equity ETF (GSEE) and WisdomTree Emerging Markets Multifactor Fund (EMMF).
GSEE and EMMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GSEE is a passively managed fund by Goldman Sachs that tracks the performance of the Solactive GBS Emerging Markets Large & Mid Cap Index. It was launched on May 12, 2020. EMMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018.
Performance
GSEE vs. EMMF - Performance Comparison
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GSEE vs. EMMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GSEE Goldman Sachs MarketBeta Emerging Markets Equity ETF | 3.91% | 33.38% | 4.94% | 11.03% | -19.57% | -2.61% | 43.54% |
EMMF WisdomTree Emerging Markets Multifactor Fund | 5.23% | 21.22% | 9.45% | 20.59% | -13.47% | 5.97% | 31.45% |
Returns By Period
In the year-to-date period, GSEE achieves a 3.91% return, which is significantly lower than EMMF's 5.23% return.
GSEE
- 1D
- 3.26%
- 1M
- -8.99%
- YTD
- 3.91%
- 6M
- 8.00%
- 1Y
- 32.92%
- 3Y*
- 15.76%
- 5Y*
- 3.96%
- 10Y*
- —
EMMF
- 1D
- 3.29%
- 1M
- -7.68%
- YTD
- 5.23%
- 6M
- 9.36%
- 1Y
- 27.88%
- 3Y*
- 17.64%
- 5Y*
- 7.45%
- 10Y*
- —
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GSEE vs. EMMF - Expense Ratio Comparison
GSEE has a 0.36% expense ratio, which is lower than EMMF's 0.48% expense ratio.
Return for Risk
GSEE vs. EMMF — Risk / Return Rank
GSEE
EMMF
GSEE vs. EMMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta Emerging Markets Equity ETF (GSEE) and WisdomTree Emerging Markets Multifactor Fund (EMMF). 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.
| GSEE | EMMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 1.66 | +0.04 |
Sortino ratioReturn per unit of downside risk | 2.33 | 2.25 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.34 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.49 | 2.58 | -0.09 |
Martin ratioReturn relative to average drawdown | 9.61 | 10.52 | -0.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSEE | EMMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.66 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.53 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.39 | +0.20 |
Correlation
The correlation between GSEE and EMMF is 0.89, 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.
Dividends
GSEE vs. EMMF - Dividend Comparison
GSEE's dividend yield for the trailing twelve months is around 2.43%, more than EMMF's 2.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GSEE Goldman Sachs MarketBeta Emerging Markets Equity ETF | 2.43% | 2.53% | 2.79% | 3.07% | 3.05% | 6.10% | 2.41% | 0.00% | 0.00% |
EMMF WisdomTree Emerging Markets Multifactor Fund | 2.25% | 2.45% | 1.30% | 1.62% | 3.48% | 2.64% | 1.93% | 2.93% | 0.66% |
Drawdowns
GSEE vs. EMMF - Drawdown Comparison
The maximum GSEE drawdown since its inception was -37.51%, which is greater than EMMF's maximum drawdown of -32.57%. Use the drawdown chart below to compare losses from any high point for GSEE and EMMF.
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Drawdown Indicators
| GSEE | EMMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.51% | -32.57% | -4.94% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -10.62% | -2.43% |
Max Drawdown (5Y)Largest decline over 5 years | -35.06% | -25.20% | -9.86% |
Current DrawdownCurrent decline from peak | -10.22% | -7.68% | -2.54% |
Average DrawdownAverage peak-to-trough decline | -15.10% | -7.58% | -7.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 2.61% | +0.77% |
Volatility
GSEE vs. EMMF - Volatility Comparison
Goldman Sachs MarketBeta Emerging Markets Equity ETF (GSEE) has a higher volatility of 9.92% compared to WisdomTree Emerging Markets Multifactor Fund (EMMF) at 9.11%. This indicates that GSEE's price experiences larger fluctuations and is considered to be riskier than EMMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSEE | EMMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.92% | 9.11% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 14.49% | 12.48% | +2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.54% | 16.91% | +2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 14.01% | +3.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 16.45% | +1.59% |