RFEM vs. DEM
Compare and contrast key facts about First Trust RiverFront Dynamic Emerging Markets ETF (RFEM) and WisdomTree Emerging Markets Equity Income Fund (DEM).
RFEM and DEM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RFEM is an actively managed fund by First Trust. It was launched on Jun 14, 2016. DEM is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Emerging Markets Equity income Index. It was launched on Jul 13, 2007.
Performance
RFEM vs. DEM - Performance Comparison
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RFEM vs. DEM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RFEM First Trust RiverFront Dynamic Emerging Markets ETF | 4.15% | 27.71% | 10.85% | 20.78% | -19.05% | 0.97% | 8.19% | 20.33% | -18.80% | 35.73% |
DEM WisdomTree Emerging Markets Equity Income Fund | 6.43% | 21.29% | 4.46% | 20.93% | -10.43% | 11.49% | -5.84% | 19.84% | -7.69% | 26.26% |
Returns By Period
In the year-to-date period, RFEM achieves a 4.15% return, which is significantly lower than DEM's 6.43% return.
RFEM
- 1D
- 0.33%
- 1M
- -5.89%
- YTD
- 4.15%
- 6M
- 8.82%
- 1Y
- 28.76%
- 3Y*
- 19.03%
- 5Y*
- 6.41%
- 10Y*
- —
DEM
- 1D
- -0.42%
- 1M
- -3.09%
- YTD
- 6.43%
- 6M
- 9.25%
- 1Y
- 22.28%
- 3Y*
- 15.25%
- 5Y*
- 8.57%
- 10Y*
- 9.07%
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RFEM vs. DEM - Expense Ratio Comparison
RFEM has a 0.95% expense ratio, which is higher than DEM's 0.63% expense ratio.
Return for Risk
RFEM vs. DEM — Risk / Return Rank
RFEM
DEM
RFEM vs. DEM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust RiverFront Dynamic Emerging Markets ETF (RFEM) and WisdomTree Emerging Markets Equity Income Fund (DEM). 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.
| RFEM | DEM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.60 | 1.49 | +0.11 |
Sortino ratioReturn per unit of downside risk | 2.22 | 2.06 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.30 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.47 | 2.02 | +0.45 |
Martin ratioReturn relative to average drawdown | 9.74 | 9.16 | +0.58 |
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
| RFEM | DEM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 1.49 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.57 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.19 | +0.25 |
Correlation
The correlation between RFEM and DEM 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.
Dividends
RFEM vs. DEM - Dividend Comparison
RFEM's dividend yield for the trailing twelve months is around 1.96%, less than DEM's 4.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RFEM First Trust RiverFront Dynamic Emerging Markets ETF | 1.96% | 1.98% | 3.64% | 3.28% | 7.74% | 3.21% | 1.22% | 3.75% | 2.37% | 1.62% | 3.73% | 0.00% |
DEM WisdomTree Emerging Markets Equity Income Fund | 4.23% | 4.88% | 5.24% | 5.49% | 8.62% | 5.87% | 4.21% | 4.78% | 4.47% | 3.67% | 3.63% | 5.21% |
Drawdowns
RFEM vs. DEM - Drawdown Comparison
The maximum RFEM drawdown since its inception was -42.22%, smaller than the maximum DEM drawdown of -51.85%. Use the drawdown chart below to compare losses from any high point for RFEM and DEM.
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Drawdown Indicators
| RFEM | DEM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.22% | -51.85% | +9.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.90% | -11.24% | -0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -35.06% | -27.18% | -7.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.79% | — |
Current DrawdownCurrent decline from peak | -8.23% | -4.98% | -3.25% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -13.01% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.51% | +0.50% |
Volatility
RFEM vs. DEM - Volatility Comparison
First Trust RiverFront Dynamic Emerging Markets ETF (RFEM) has a higher volatility of 7.96% compared to WisdomTree Emerging Markets Equity Income Fund (DEM) at 6.73%. This indicates that RFEM's price experiences larger fluctuations and is considered to be riskier than DEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RFEM | DEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.96% | 6.73% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 12.83% | 10.06% | +2.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 15.05% | +3.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 15.23% | +2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.76% | 18.01% | +1.75% |