WISDOMTREE EMERGING MARKETS MULTIFACTOR FUND
Symbol: EMMF
Exchange: NYSE ARCA
Sector: Technology
Category: Diversified Emerging Mkts
Inception Date: 10/08/2018
Latest Date: 02/04/2026
Current Price: $32.85
Expense Ratio: 0.48%
Assets Under Management
$168.7M
1.48% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
-7.65%
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
Return
2.21%
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
Return
7.31%
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
Return
25.20%
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
Return
29.88%
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
Return
61.14%
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
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.
Average Daily Return
0.095%
Best Day
6.141%
09/04/2025
Worst Day
-4.842%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $32.37 | $32.95 | $32.31 | $32.85 | 20,600 |
| 01/04/2026 | $33.13 | $33.41 | $33.09 | $33.19 | 29,800 |
| 31/03/2026 | $32.42 | $33.11 | $32.23 | $33.11 | 25,300 |
| 30/03/2026 | $32.47 | $32.47 | $31.94 | $32.05 | 9,200 |
| 27/03/2026 | $32.41 | $32.60 | $32.27 | $32.33 | 25,200 |
| 26/03/2026 | $32.83 | $32.97 | $32.47 | $32.51 | 13,700 |
| 25/03/2026 | $33.51 | $33.55 | $33.37 | $33.45 | 6,600 |
| 24/03/2026 | $32.76 | $33.14 | $32.76 | $33.10 | 10,200 |
| 23/03/2026 | $33.34 | $33.67 | $33.19 | $33.52 | 11,300 |
| 20/03/2026 | $33.38 | $33.38 | $32.59 | $32.71 | 14,100 |