Performance analysis of EMMF (WISDOMTREE EMERGING MARKETS MULTIFACTOR FUND)
Annual Return
Over the past 3 years, EMMF has had an average annual return of +18.74%, underperforming the benchmark SPY, which returned +19.62% annual.
Over the past 5 years, EMMF has had an average annual return of +10.04%, underperforming the benchmark SPY, which returned +12.73% annual.
Since Aug 10, 2018, EMMF has had an average annual return of +7.81%, underperforming the benchmark SPY, which returned +14.75% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +18.72% | +21.22% | +9.45% | +20.58% | -13.46% | +5.99% | +9.24% | +2.31% | -6.64% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +7.71% | +5.83% | -7.67% | +9.27% | +10.21% | -2.54% | -3.87% | +18.72% | |||||
| 2025 | +0.69% | -3.36% | +2.51% | +1.59% | +2.45% | +5.39% | -0.75% | +3.15% | +4.13% | +2.48% | +0.20% | +1.20% | +21.22% |
| 2024 | -0.16% | +4.63% | +2.03% | +0.04% | +1.95% | +3.69% | +0.65% | +0.83% | +1.42% | -3.76% | -0.85% | -1.13% | +9.45% |
| 2023 | +4.92% | -3.97% | +2.64% | +2.36% | -0.74% | +4.60% | +5.77% | -3.32% | -0.56% | -2.77% | +6.02% | +4.65% | +20.58% |
| 2022 | -0.09% | -2.90% | -3.16% | -4.23% | +1.55% | -7.16% | +0.22% | +0.46% | -6.81% | +2.41% | +8.89% | -2.49% | -13.46% |
| 2021 | +3.63% | +0.90% | +2.69% | +1.54% | +2.26% | -1.69% | -3.24% | +3.19% | -2.92% | +0.37% | -3.05% | +2.52% | +5.99% |
| 2020 | -4.91% | -5.06% | -13.26% | +9.18% | +1.87% | +3.76% | +7.25% | +1.08% | -0.44% | -0.09% | +6.17% | +5.57% | +9.24% |
| 2019 | +5.18% | -1.04% | +0.52% | +0.46% | -4.52% | +3.32% | -3.80% | -1.64% | -1.12% | +2.46% | -1.36% | +4.35% | +2.31% |
| 2018 | +0.65% | +0.17% | -6.69% | +2.52% | -3.20% | -6.64% |
Drawdown analysis of EMMF (WISDOMTREE EMERGING MARKETS MULTIFACTOR FUND)
The maximum drawdown for the EMMF was -32.57%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.
The current EMMF drawdown is -8.38%.
Since Aug 10, 2018 EMMF has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 2 times
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.57% | Aug 29, 2018 | 392 | Mar 23, 2020 | 179 | Dec 4, 2020 | 571 |
| -25.18% | Jun 1, 2021 | 337 | Sep 30, 2022 | 338 | Feb 6, 2024 | 675 |
| -16.01% | Sep 26, 2024 | 132 | Apr 8, 2025 | 52 | Jun 24, 2025 | 184 |
| -10.67% | Jun 1, 2026 | 33 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -10.62% | Feb 27, 2026 | 21 | Mar 30, 2026 | 13 | Apr 17, 2026 | 34 |
| -8.53% | Feb 17, 2021 | 13 | Mar 8, 2021 | 59 | Jun 1, 2021 | 72 |
| -7.73% | Jul 16, 2024 | 14 | Aug 5, 2024 | 35 | Sep 24, 2024 | 49 |
| -4.01% | Jan 25, 2021 | 4 | Jan 29, 2021 | 3 | Feb 3, 2021 | 7 |
| -3.95% | May 14, 2026 | 3 | May 19, 2026 | 4 | May 26, 2026 | 7 |
| -3.71% | Oct 6, 2025 | 4 | Oct 10, 2025 | 6 | Oct 20, 2025 | 10 |
| -3.65% | Nov 10, 2025 | 8 | Nov 20, 2025 | 24 | Dec 26, 2025 | 32 |
| -3.39% | Apr 9, 2024 | 6 | Apr 17, 2024 | 13 | May 6, 2024 | 19 |
| -2.75% | Jul 23, 2025 | 7 | Aug 1, 2025 | 7 | Aug 12, 2025 | 14 |
| -2.70% | May 24, 2024 | 6 | Jun 4, 2024 | 8 | Jun 14, 2024 | 14 |
| -2.43% | Jan 28, 2026 | 6 | Feb 5, 2026 | 3 | Feb 10, 2026 | 9 |
| -2.42% | May 11, 2026 | 1 | May 12, 2026 | 2 | May 14, 2026 | 3 |
| -1.89% | Apr 22, 2026 | 1 | Apr 23, 2026 | 8 | May 5, 2026 | 9 |
| -1.89% | Feb 12, 2024 | 1 | Feb 13, 2024 | 2 | Feb 15, 2024 | 3 |
| -1.65% | Dec 18, 2020 | 2 | Dec 22, 2020 | 4 | Dec 29, 2020 | 6 |
| -1.55% | Mar 12, 2024 | 3 | Mar 15, 2024 | 4 | Mar 21, 2024 | 7 |
| -1.49% | Aug 22, 2025 | 6 | Sep 2, 2025 | 4 | Sep 8, 2025 | 10 |
| -1.48% | Jul 3, 2025 | 5 | Jul 11, 2025 | 8 | Jul 23, 2025 | 13 |
| -1.39% | Feb 11, 2026 | 3 | Feb 17, 2026 | 3 | Feb 20, 2026 | 6 |
| -1.38% | Jan 14, 2021 | 1 | Jan 15, 2021 | 1 | Jan 19, 2021 | 2 |
| -1.29% | Apr 17, 2026 | 2 | Apr 21, 2026 | 1 | Apr 22, 2026 | 3 |