Summary
EMMF
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 20.29% 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: 15/10/2026

Current price: $36.27

Expense ratio: 0.48%

Assets under management
$184.1M
0.97% 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

-2.90%

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

-2.30%

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

3.03%

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

20.29%

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

33.77%

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

65.09%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.083%

Best day

4.331%

08/04/2026
Worst day

-5.791%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $35.92 $36.29 $35.91 $36.27 11,900
14/10/2026 $36.90 $37.03 $36.72 $36.75 16,800
13/10/2026 $37.37 $37.42 $37.28 $37.39 10,500
12/10/2026 $37.65 $37.78 $37.64 $37.70 6,900
09/10/2026 $37.94 $38.00 $37.88 $37.95 10,300
08/10/2026 $37.77 $37.77 $37.39 $37.56 10,400
07/10/2026 $38.04 $38.21 $37.92 $38.16 6,700
06/10/2026 $38.93 $38.93 $38.69 $38.69 12,800
05/10/2026 $38.68 $38.89 $38.68 $38.80 6,200
02/10/2026 $38.01 $38.16 $37.94 $38.12 7,100