Summary
EMMF
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 27.40% Volatility 17.06% Sharpe 1.27
Official loaded data — not a live quote.

WISDOMTREE EMERGING MARKETS MULTIFACTOR FUND

Symbol: EMMF

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 10/08/2018

Latest date: 20/07/2026

Current price: $36.21

Expense ratio: 0.48%

Assets under management
$179.0M
-0.96% 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

-9.59%

Ann. -58.17% (Sharpe / Sortino numerator)

Volatility

30.68%

Sharpe ratio

-2.014

VaR 95%

-3.28%

CVaR 95%: -4.13%
Max drawdown: -6.23%
Sortino ratio: -2.753
Calmar ratio: -9.34

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.

Period total return

1.12%

Ann. 9.29% (Sharpe / Sortino numerator)

Volatility

21.83%

Sharpe ratio

0.259

VaR 95%

-2.57%

CVaR 95%: -3.37%
Max drawdown: -10.85%
Sortino ratio: 0.314
Calmar ratio: 0.86

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

9.35%

Ann. 15.28% (Sharpe / Sortino numerator)

Volatility

17.92%

Sharpe ratio

0.650

VaR 95%

-1.54%

CVaR 95%: -2.82%
Max drawdown: -10.85%
Sortino ratio: 0.787
Calmar ratio: 1.41

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

27.40%

Ann. 25.31% (Sharpe / Sortino numerator)

Volatility

17.06%

Sharpe ratio

1.271

VaR 95%

-1.42%

CVaR 95%: -2.68%
Max drawdown: -10.85%
Sortino ratio: 1.542
Calmar ratio: 2.33

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

35.32%

Ann. 14.02% (Sharpe / Sortino numerator)

Volatility

14.49%

Sharpe ratio

0.717

VaR 95%

-1.36%

CVaR 95%: -2.18%
Max drawdown: -16.03%
Sortino ratio: 0.908
Calmar ratio: 0.88

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

64.53%

Ann. 17.31% (Sharpe / Sortino numerator)

Volatility

13.28%

Sharpe ratio

1.031

VaR 95%

-1.21%

CVaR 95%: -1.94%
Max drawdown: -16.03%
Sortino ratio: 1.341
Calmar ratio: 1.08

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

0.105%

Best day

4.331%

08/04/2026
Worst day

-5.79%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $36.56 $36.56 $36.21 $36.21 6,800
17/07/2026 $35.77 $36.43 $35.57 $36.29 13,300
16/07/2026 $36.84 $36.88 $36.60 $36.66 17,600
15/07/2026 $37.41 $37.48 $37.15 $37.27 12,700
14/07/2026 $37.12 $37.26 $37.05 $37.26 16,800
13/07/2026 $37.12 $37.12 $36.74 $36.74 8,700
10/07/2026 $37.78 $38.03 $37.74 $37.96 4,400
09/07/2026 $37.77 $37.96 $37.69 $37.80 5,400
08/07/2026 $37.01 $37.50 $37.00 $37.50 13,000
07/07/2026 $37.53 $37.53 $37.14 $37.27 12,200