FIRST TRUST BLOOMBERG EMERGING MARKET DEMOCRACIES ETF

Symbol: EMDM

Exchange: NYSE ARCA

Sector: Technology

Category: Diversified Emerging Mkts

Inception Date: 02/03/2023

Latest Date: 02/04/2026

Current Price: $35.24

Expense Ratio: 0.75%

Assets Under Management
$21.7M
0.05% daily change

Period Performance

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

Adjusted Return
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Performance Metrics

Return

-9.62%

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
Return

9.70%

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
Return

26.24%

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
Return

68.33%

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
Return

68.93%

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
Return

95.61%

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

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.219%

Best Day

8.636%

09/04/2025
Worst Day

-6.539%

03/03/2026
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $35.23 $35.24 $35.16 $35.24 2,400
01/04/2026 $35.61 $35.97 $35.52 $35.71 4,600
31/03/2026 $33.93 $35.06 $33.93 $35.06 7,600
30/03/2026 $34.01 $34.01 $33.29 $33.39 8,700
27/03/2026 $33.97 $34.21 $33.65 $33.77 46,000
26/03/2026 $34.48 $34.48 $33.98 $33.98 13,300
25/03/2026 $35.18 $35.31 $35.16 $35.22 4,000
24/03/2026 $34.24 $34.73 $34.24 $34.73 1,400
23/03/2026 $34.68 $35.32 $34.68 $35.13 7,100
20/03/2026 $34.89 $34.89 $33.80 $33.88 3,200