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MSMR vs EMMF

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

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

MSMR vs EMMF - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

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

MSMR vs EMMF - Historical Returns

Returns include dividend reinvestment.

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

MSMR vs EMMF - Annual Returns (2018 - 2026)

Returns include dividend reinvestment.

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

MSMR vs EMMF Drawdown Comparison

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

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

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

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

Correlation

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

0.96
-101

Dividend Comparison (2018 - 2026)

MSMR vs EMMF dividend yield comparison.

YearMSMREMMF
20260.72%0.21%
20251.51%2.45%
20242.26%1.30%
20230.81%1.62%
20220.65%3.48%
20210.07%2.64%
20200.00%1.93%
20190.00%2.93%
20180.00%0.66%

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