Summary
EMMF
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 50.66% 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: 02/06/2026

Current price: $40.67

Expense ratio: 0.48%

Assets under management
$166.5M
0.79% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

12.29%

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

14.61%

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

30.63%

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

50.66%

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

55.40%

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

92.09%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.169%

Best day

4.331%

08/04/2026
Worst day

-4.554%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $40.35 $40.71 $40.26 $40.67 36,500
01/06/2026 $40.27 $40.96 $40.27 $40.77 16,800
29/05/2026 $39.93 $39.94 $39.82 $39.87 7,300
28/05/2026 $38.98 $39.59 $38.92 $39.56 10,800
27/05/2026 $39.50 $39.50 $39.04 $39.26 16,600
26/05/2026 $38.70 $39.05 $38.70 $39.04 10,000
22/05/2026 $37.79 $37.85 $37.68 $37.69 10,900
21/05/2026 $37.52 $37.80 $37.40 $37.68 10,700
20/05/2026 $36.78 $37.21 $36.71 $37.20 10,000
19/05/2026 $36.30 $36.89 $36.30 $36.61 7,000