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INCO vs. EMMF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INCO vs. EMMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia India Consumer ETF (INCO) and WisdomTree Emerging Markets Multifactor Fund (EMMF). The values are adjusted to include any dividend payments, if applicable.

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INCO vs. EMMF - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
INCO
Columbia India Consumer ETF
-14.84%0.59%12.70%34.63%-7.01%19.28%14.55%-4.22%-5.84%
EMMF
WisdomTree Emerging Markets Multifactor Fund
5.50%21.22%9.45%20.59%-13.47%5.97%9.25%2.30%-6.64%

Returns By Period

In the year-to-date period, INCO achieves a -14.84% return, which is significantly lower than EMMF's 5.50% return.


INCO

1D
0.40%
1M
-10.72%
YTD
-14.84%
6M
-15.12%
1Y
-7.43%
3Y*
9.92%
5Y*
6.29%
10Y*
8.47%

EMMF

1D
0.26%
1M
-6.45%
YTD
5.50%
6M
8.93%
1Y
27.56%
3Y*
17.74%
5Y*
7.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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INCO vs. EMMF - Expense Ratio Comparison

INCO has a 0.75% expense ratio, which is higher than EMMF's 0.48% expense ratio.


Return for Risk

INCO vs. EMMF — Risk / Return Rank

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

INCO
INCO Risk / Return Rank: 55
Overall Rank
INCO Sharpe Ratio Rank: 55
Sharpe Ratio Rank
INCO Sortino Ratio Rank: 44
Sortino Ratio Rank
INCO Omega Ratio Rank: 44
Omega Ratio Rank
INCO Calmar Ratio Rank: 77
Calmar Ratio Rank
INCO Martin Ratio Rank: 33
Martin Ratio Rank

EMMF
EMMF Risk / Return Rank: 8383
Overall Rank
EMMF Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EMMF Sortino Ratio Rank: 8282
Sortino Ratio Rank
EMMF Omega Ratio Rank: 8282
Omega Ratio Rank
EMMF Calmar Ratio Rank: 8484
Calmar Ratio Rank
EMMF Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

INCO vs. EMMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia India Consumer ETF (INCO) 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.


INCOEMMFDifference

Sharpe ratio

Return per unit of total volatility

-0.42

1.64

-2.06

Sortino ratio

Return per unit of downside risk

-0.51

2.23

-2.73

Omega ratio

Gain probability vs. loss probability

0.94

1.33

-0.39

Calmar ratio

Return relative to maximum drawdown

-0.34

2.66

-3.00

Martin ratio

Return relative to average drawdown

-1.18

10.64

-11.82

INCO vs. EMMF - Sharpe Ratio Comparison

The current INCO Sharpe Ratio is -0.42, which is lower than the EMMF Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of INCO and EMMF, 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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Sharpe Ratios by Period


INCOEMMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.42

1.64

-2.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.54

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.40

+0.02

Correlation

The correlation between INCO and EMMF is 0.55, 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.


Dividends

INCO vs. EMMF - Dividend Comparison

INCO has not paid dividends to shareholders, while EMMF's dividend yield for the trailing twelve months is around 2.24%.


TTM2025202420232022202120202019201820172016
INCO
Columbia India Consumer ETF
0.00%0.00%2.88%3.81%10.57%6.25%0.34%0.28%0.12%0.05%0.09%
EMMF
WisdomTree Emerging Markets Multifactor Fund
2.24%2.45%1.30%1.62%3.48%2.64%1.93%2.93%0.66%0.00%0.00%

Drawdowns

INCO vs. EMMF - Drawdown Comparison

The maximum INCO drawdown since its inception was -47.69%, which is greater than EMMF's maximum drawdown of -32.57%. Use the drawdown chart below to compare losses from any high point for INCO and EMMF.


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Drawdown Indicators


INCOEMMFDifference

Max Drawdown

Largest peak-to-trough decline

-47.69%

-32.57%

-15.12%

Max Drawdown (1Y)

Largest decline over 1 year

-21.37%

-10.62%

-10.75%

Max Drawdown (5Y)

Largest decline over 5 years

-29.98%

-25.20%

-4.78%

Max Drawdown (10Y)

Largest decline over 10 years

-47.69%

Current Drawdown

Current decline from peak

-27.48%

-7.44%

-20.04%

Average Drawdown

Average peak-to-trough decline

-10.43%

-7.58%

-2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.19%

2.65%

+3.54%

Volatility

INCO vs. EMMF - Volatility Comparison

The current volatility for Columbia India Consumer ETF (INCO) is 7.43%, while WisdomTree Emerging Markets Multifactor Fund (EMMF) has a volatility of 7.91%. This indicates that INCO experiences smaller price fluctuations and is considered to be less risky 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


INCOEMMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

7.91%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.33%

12.48%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

17.57%

16.90%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.80%

14.01%

+2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.25%

16.44%

+3.81%