First-Year Review
WisdomTree's quantum fund turns one up 7.49%
WisdomTree Emerging Markets Multifactor Fund
$37.45−0.25 (−0.66%)
- 0.48%
- $189M
- +27.7%
- 1.32%
- 0M sh
- $37.87
- low $30.31high $40.96
The ETF.net EMMF Grade
C
Score 43 out of 100
- 13 of 20
Score 43 of 100 falls in the C band. A is 70 or higher, B 55 to under 70, C 40 to under 55, D 25 to under 40, F under 25.
Cost
The fund’s net expense ratio, ranked against its category.C47 out of 100Rank 11 of 20Mission
Whether the fund did what it promised, tested against its stated mandate.Risk
How the fund held up when markets fell: downside volatility, drawdowns and tail loss.C50 out of 100Rank 9 of 19Tradability
How easy the fund is to trade: daily volume, and how far its price strays from net asset value.F21 out of 100Rank 19 of 20Holdings
How concentrated the fund is, and how complete and current its disclosed holdings are.B55 out of 100Rank 11 of 20Durability
Whether the fund is likely to stay open, judged by its age, its assets and its issuer’s assets.C41 out of 100Rank 16 of 20
Our read on EMMF
CEMMF scores emerging-markets stocks on value, quality and momentum together, then holds the winners in one roughly 240-name portfolio. A single-ticket factor blend from WisdomTree, live since 2018, priced at the middle of its peer group.
The fund seeks capital appreciation through primarily investing in emerging-markets equity securities selected using composite multifactor scores.
Why people hold it
- Three factors in one wrapper: value, quality and momentum scored into a single composite, instead of bolting separate EM sleeves together.wisdomtree.com
- The 0.48% expense ratio lands exactly at the median for emerging-markets multifactor funds. No premium for the factor machinery.
- Spreads across roughly 240 emerging-markets names and pays quarterly, so no single country or company story dominates the sleeve.
- Trading since 2018, which means a real-money record through several full emerging-markets cycles rather than a backtest.
Worth knowing
- Thinly traded and small next to the giants of the category, so bid-ask spreads and trade timing carry more weight here.
- Cheaper factor rivals sit on the same shelf: EMGF at 0.26% and AVES at 0.36% run the same EM factor idea for less.
- Our review puts it in the lower half of its emerging-markets multifactor group, mostly on cost-versus-peers, tradability and portfolio construction.
EMMF Holdings
- Stocks
- 230
- 30%
- 2330.TW
Sectors
- Technology36.1%
- Financials14.9%
- Consumer Discretionary12.7%
- Industrials7.5%
- Materials6.7%
- Communication6.4%
- Energy4.1%
- Health Care4.1%
- Consumer Staples3.9%
- Utilities2.1%
- Real Estate1.3%
Geography
- Taiwan28.46%
- South Korea17.09%
- India14.58%
- China12.12%
- Brazil6.60%
- South Africa3.44%
- Mexico2.81%
- Poland2.59%
- 12.32%
Developed 2% · Emerging 98%
EMMF Performance
Shows how $10,000 changes over the selected period, with cash distributions reinvested at the closing price on each ex-dividend date.
Not enough history yet.
EMMF$12,772
Returns run to the Oct 12, 2026 close, with cash distributions reinvested. Each period starts on the same date that many months or years earlier. Periods over one year show the average yearly return.
| Period | EMMF |
|---|---|
| Year to date | +21.1% |
| 1 month | −1.6% |
| 3 months | −0.2% |
| 1 year | +27.7% |
| 3 years | +19.8% |
| 5 years | +10.7% |
| 10 years | — |
Calendar-year total return with cash distributions hypothetically reinvested at the ex-dividend date’s closing price. The current year shows year to date.
| Year | Return bar | EMMF |
|---|---|---|
| 2026 YTD | +21.1% | |
| 2025 | +20.4% | |
| 2024 | +9.5% | |
| 2023 | +20.6% | |
| 2022 | −13.4% | |
| 2021 | +6.0% | |
| 2020 | +9.3% |
EMMF in the news
EMMF Dividends
- 1.32%
- $0.50
- $0.15 per share
- Quarterly
Distribution history
EMMF Risk
- 13.7%
How it’s calculated: standard deviation
The sample standard deviation of monthly total returns, multiplied by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Total returns include reinvested distributions.
- 1.07
How it’s calculated: Sharpe ratio
Subtract each month’s Treasury-bill return from the fund’s monthly total return.
Divide the average of those excess returns by their sample standard deviation, then multiply by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Each month uses the Treasury yield quoted at the end of the previous month.
- −22.9%
How it’s calculated: maximum drawdown
The largest percentage decline from an earlier peak, using total returns with reinvested distributions.
Uses up to five years through the last close, with at least 12 months required.
- 0.89
How it’s calculated: beta
The beta figure is supplied by FMP. The comparison index depends on the fund’s broad asset class.
EMMF Cost
0.48%
EMMF0.48%
- The middle half of Emerging Markets Multifactor funds
- Median 0.47%
10 of the 20 Emerging Markets Multifactor funds charge less.
Other funds in Emerging Markets Multifactor
- CMFEMPIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETFExpense ratio 0.50%1 year return +36.4%
- CUEVMVictoryShares Emerging Markets Value Momentum ETFExpense ratio 0.53%1 year return +14.6%
- DECONColumbia Research Enhanced Emerging Economies ETFExpense ratio 0.49%1 year return +35.9%
- DFEMFirst Trust Emerging Markets AlphaDEX FundExpense ratio 0.80%1 year return +31.0%
- DGEMGoldman Sachs ActiveBeta Emerging Markets Equity ETFExpense ratio 0.59%1 year return +30.1%