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EMMF vs MSMR

Comparison between WISDOMTREE EMERGING MARKETS MULTIFACTOR FUND (EMMF, ETF) and MCELHENNY SHEFFIELD MANAGED RISK ETF (MSMR, ETF).

5-Year PerformanceMSMR has outperformed EMMF, delivering a return of +10.1% compared to +9.2%

EMMF vs MSMR - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
EMMF
$167M
MSMR
$166M
Expense Ratio
Winner
EMMF
0.48%
MSMR
1.06%
Max Drawdown
EMMF
34.95%
Winner
MSMR
15.12%
Sharpe Ratio
Winner
EMMF
1.69
MSMR
1.34
5Y Beta
EMMF
0.69
Winner
MSMR
0.44
5Y Dividends CAGR
EMMF
16.18%
MSMR
N/A

EMMF vs MSMR - Historical Returns

Returns include dividend reinvestment.

1M
Winner
EMMF
+1.13%
MSMR
+0.54%
3M
Winner
EMMF
+11.50%
MSMR
+3.46%
6M
Winner
EMMF
+19.36%
MSMR
+5.12%
1Y
Winner
EMMF
+37.22%
MSMR
+22.00%
5Y(CAGR)
EMMF
+9.19%
Winner
MSMR
+10.09%
Max(CAGR)
EMMF
+7.97%
Winner
MSMR
+10.09%

EMMF vs MSMR - Annual Returns (2018 - 2026)

Returns include dividend reinvestment.

YearEMMFMSMR
2026+16.71%+6.56%
2025+20.94%+16.72%
2024+10.75%+22.41%
2023+20.76%+18.38%
2022-14.00%-12.23%
2021+5.37%-1.12%
2020+7.81%N/A
2019+2.51%N/A
2018-6.64%N/A

EMMF vs MSMR Drawdown Comparison

The maximum drawdown for EMMF was -32.56%, occurring on Mar 23, 2020. Recovery took 571 trading sessions.

The maximum drawdown for MSMR was -14.86%, occurring on Sep 19, 2022. Recovery took 410 trading sessions.

The current EMMF drawdown is -8.22%. The current MSMR drawdown is -3.18%.

RankEMMFMSMR
#1-32.56%
Aug 29, 2018 - Dec 4, 2020
-14.86%
Nov 19, 2021 - Jul 12, 2023
#2-25.18%
Jun 1, 2021 - Feb 6, 2024
-8.84%
Feb 19, 2025 - Jun 30, 2025
#3-16.01%
Sep 26, 2024 - Jun 24, 2025
-8.66%
Jul 19, 2023 - Jan 19, 2024
#4-10.62%
Feb 27, 2026 - Apr 17, 2026
-7.05%
Jan 29, 2026 - May 5, 2026
#5-8.52%
Feb 17, 2021 - Jun 1, 2021
-4.92%
Aug 30, 2024 - Sep 23, 2024
#6-8.22%
Jun 1, 2026 - Jun 5, 2026
-4.72%
Mar 28, 2024 - Jun 12, 2024
#7-7.73%
Jul 16, 2024 - Sep 24, 2024
-4.23%
Oct 28, 2025 - Jan 7, 2026
#8-4.01%
Jan 25, 2021 - Feb 3, 2021
-3.47%
Oct 18, 2024 - Nov 6, 2024
#9-3.95%
May 14, 2026 - May 26, 2026
-3.43%
Dec 6, 2024 - Jan 30, 2025
#10-3.71%
Oct 6, 2025 - Oct 20, 2025
-3.18%
Jun 2, 2026 - Jun 5, 2026
#11-3.65%
Nov 10, 2025 - Dec 26, 2025
-3.04%
Oct 8, 2025 - Oct 20, 2025
#12-3.39%
Apr 9, 2024 - May 6, 2024
-2.73%
Jul 16, 2024 - Jul 31, 2024
#13-2.75%
Jul 23, 2025 - Aug 12, 2025
-2.32%
Aug 12, 2025 - Sep 10, 2025
#14-2.70%
May 24, 2024 - Jun 14, 2024
-2.26%
Jul 28, 2025 - Aug 8, 2025
#15-2.42%
Jan 28, 2026 - Feb 10, 2026
-1.96%
Nov 8, 2024 - Nov 21, 2024

Correlation

Correlation between EMMF and MSMR is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96
-101

Dividend Comparison (2018 - 2026)

EMMF vs MSMR dividend yield comparison.

YearEMMFMSMR
20260.21%0.72%
20252.45%1.51%
20241.30%2.26%
20231.62%0.81%
20223.48%0.65%
20212.64%0.07%
20201.93%0.00%
20192.93%0.00%
20180.66%0.00%

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