Summary
EMDM
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 91.31% 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: 03/06/2026

Current price: $43.57

Expense ratio: 0.75%

Assets under management
$23.4M
-0.42% 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

11.04%

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

19.54%

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

45.21%

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

91.31%

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

111.23%

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

134.45%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.27%

Best day

5.971%

08/04/2026
Worst day

-6.539%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $43.75 $43.85 $43.48 $43.57 4,700
02/06/2026 $43.74 $44.15 $43.74 $44.15 5,700
01/06/2026 $43.48 $44.05 $43.27 $43.80 5,300
29/05/2026 $43.25 $43.32 $43.02 $43.16 4,000
28/05/2026 $42.62 $43.26 $42.54 $43.20 4,300
27/05/2026 $43.20 $43.28 $42.73 $42.88 11,300
26/05/2026 $42.36 $42.90 $42.36 $42.89 7,500
22/05/2026 $41.23 $41.24 $40.99 $41.01 5,100
21/05/2026 $40.68 $41.43 $40.68 $41.26 2,500
20/05/2026 $40.02 $40.90 $40.02 $40.86 9,200