EMMF Performance — WisdomTree Emerging Markets Multifactor Fund
Data updated: 2026-08-31
EMMF returned +21.84% year to date and +36.18% over one year to Jun 2026. Annualised returns are +21.07% over 3 years and +10.18% over 5 years. The fund trailed its Emerging Markets Equity category average: $100 invested three years ago grew to $177, against $179 for the category, and to $136 over one year, against $141. Volatility over the past three years was 14.56% a year. In the 12 months to Jun 2026 the fund took in a net $28.5M, and assets reached $179.01M.
EMMF Growth of $100
What $100 invested in WisdomTree Emerging Markets Multifactor Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Emerging Markets Equity category average over the same months.
| Period | EMMF | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $136 | $141 |
| 3 years (Jul 2023 – Jun 2026) | $177 | $179 |
| 5 years (Jul 2021 – Jun 2026) | $162 | $144 |
| Since data start (Jul 2019 – Jun 2026) | $193 | $195 |
EMMF Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +21.84% |
| 1 year | +36.18% |
| 3 years (annualised) | +21.07% |
| 5 years (annualised) | +10.18% |
EMMF Annual Returns
Calendar-year total returns of WisdomTree Emerging Markets Multifactor Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +21.84% |
| 2025 | +21.69% |
| 2024 | +9.37% |
| 2023 | +19.37% |
| 2022 | −13.37% |
| 2021 | +5.92% |
| 2020 | +9.65% |
| 2019 (Jul–Dec) | −1.15% |
EMMF Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +8.0% | +5.5% | −10.2% | +10.1% | +12.0% | −3.5% | — | — | — | — | — | — |
| 2025 | +0.5% | −3.1% | +2.0% | +2.5% | +2.0% | +4.7% | +0.4% | +2.3% | +4.0% | +3.0% | −0.5% | +2.0% |
| 2024 | −0.1% | +4.7% | +1.5% | +0.5% | +1.0% | +4.4% | −0.1% | +1.5% | +1.8% | −4.0% | −1.8% | −0.1% |
| 2023 | +4.0% | −3.3% | +2.4% | +2.1% | −0.4% | +4.2% | +5.3% | −3.4% | −0.4% | −3.1% | +6.1% | +5.0% |
| 2022 | −1.6% | −2.9% | −1.1% | −4.0% | +1.3% | −8.1% | +0.3% | +1.6% | −6.8% | +1.3% | +8.1% | −1.4% |
| 2021 | +3.5% | +0.5% | +2.1% | +2.9% | +1.5% | −1.4% | −3.6% | +3.7% | −2.6% | −0.1% | −3.2% | +2.8% |
| 2020 | −3.8% | −6.1% | −13.0% | +8.8% | +1.9% | +3.9% | +7.8% | +0.6% | −1.4% | +0.8% | +5.8% | +6.2% |
| 2019 | — | — | — | — | — | — | −2.4% | −2.8% | −0.6% | +2.4% | −1.6% | +4.0% |
EMMF Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 14.56%
- 3-year Sharpe ratio: 1.14 (vs 4.5% risk-free rate)
- Best month: +12.02% (May 2026)
- Worst month: −10.17% (Mar 2026)
EMMF Fund Flows
Monthly money in and out of WisdomTree Emerging Markets Multifactor Fund, from SEC Form N-PORT.
- 12-month net flow: $28.5M
- 12-month gross sales (incl. reinvestments): $31.7M
- Sales ÷ redemptions: 10.07×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $0 | $0 | $0 |
| May 2026 | $0 | $0 | $0 |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $0 | $0 | $0 |
| Feb 2026 | $7.2M | $0 | $7.2M |
| Jan 2026 | $3.4M | $0 | $3.4M |
| Dec 2025 | $3.2M | $3.1M | $17K |
| Nov 2025 | $3.1M | $0 | $3.1M |
| Oct 2025 | $3.1M | $0 | $3.1M |
| Sep 2025 | $3.1M | $0 | $3.1M |
| Aug 2025 | $0 | $0 | $0 |
| Jul 2025 | $8.6M | $0 | $8.6M |
EMMF Assets Under Management
Net assets of WisdomTree Emerging Markets Multifactor Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $179.01M |
| 2026-03-31 | $151.22M |
| 2025-12-31 | $138.71M |
| 2025-09-30 | $127.62M |
| 2025-06-30 | $108.70M |
| 2025-03-31 | $81.60M |
| 2024-12-31 | $39.88M |
| 2024-09-30 | $34.00M |
| 2024-06-30 | $24.78M |
| 2024-03-31 | $23.49M |
| 2023-12-31 | $4.92M |
| 2023-09-30 | $4.58M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.