Summary
EMDM
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 61.14% Volatility 23.65% Sharpe 2.75
Official loaded data — not a live quote.

FIRST TRUST BLOOMBERG EMERGING MARKET DEMOCRACIES ETF

Symbol: EMDM

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 02/03/2023

Latest date: 20/07/2026

Current price: $39.50

Expense ratio: 0.75%

Assets under management
$36.1M
4.29% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-11.78%

Ann. -67.00% (Sharpe / Sortino numerator)

Volatility

45.23%

Sharpe ratio

-1.562

VaR 95%

-4.24%

CVaR 95%: -5.50%
Max drawdown: -9.79%
Sortino ratio: -2.350
Calmar ratio: -6.85

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

0.07%

Ann. 45.66% (Sharpe / Sortino numerator)

Volatility

32.82%

Sharpe ratio

1.281

VaR 95%

-3.58%

CVaR 95%: -4.71%
Max drawdown: -15.65%
Sortino ratio: 1.666
Calmar ratio: 2.92

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

17.84%

Ann. 59.96% (Sharpe / Sortino numerator)

Volatility

26.23%

Sharpe ratio

2.147

VaR 95%

-2.58%

CVaR 95%: -3.97%
Max drawdown: -15.65%
Sortino ratio: 2.731
Calmar ratio: 3.83

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

61.14%

Ann. 68.68% (Sharpe / Sortino numerator)

Volatility

23.65%

Sharpe ratio

2.750

VaR 95%

-1.88%

CVaR 95%: -3.56%
Max drawdown: -15.65%
Sortino ratio: 3.367
Calmar ratio: 4.39

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

83.40%

Ann. 30.11% (Sharpe / Sortino numerator)

Volatility

20.56%

Sharpe ratio

1.288

VaR 95%

-1.96%

CVaR 95%: -2.97%
Max drawdown: -18.81%
Sortino ratio: 1.698
Calmar ratio: 1.60

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

101.05%

Ann. 25.17% (Sharpe / Sortino numerator)

Volatility

18.96%

Sharpe ratio

1.136

VaR 95%

-1.74%

CVaR 95%: -2.68%
Max drawdown: -18.81%
Sortino ratio: 1.562
Calmar ratio: 1.34

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.206%

Best day

5.971%

08/04/2026
Worst day

-6.871%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $37.87 $41.68 $37.87 $39.50 112,300
17/07/2026 $38.90 $39.91 $38.89 $39.61 9,400
16/07/2026 $40.22 $40.28 $39.78 $39.93 65,700
15/07/2026 $41.35 $41.35 $40.62 $41.05 6,800
14/07/2026 $41.05 $41.47 $41.05 $41.32 34,600
13/07/2026 $40.96 $40.96 $40.42 $40.44 9,500
10/07/2026 $41.73 $42.14 $41.73 $42.07 6,500
09/07/2026 $41.74 $42.09 $41.74 $41.87 15,600
08/07/2026 $41.02 $41.41 $40.80 $41.41 3,000
07/07/2026 $41.76 $41.77 $41.24 $41.42 8,500