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WisdomTree Emerging Markets Equity Income Fund (DE...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US97717W3152

CUSIP

97717W315

Inception Date

Jul 13, 2007

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

WisdomTree Emerging Markets Equity income Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

DEM has an expense ratio of 0.63%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

WisdomTree Emerging Markets Equity Income Fund (DEM) returned 9.59% year-to-date (YTD) and 5.44% over the past 12 months. Over the past 10 years, DEM returned 4.45% annually, underperforming the S&P 500 benchmark at 10.78%.


DEM

YTD

9.59%

1M

8.12%

6M

8.62%

1Y

5.44%

5Y*

11.92%

10Y*

4.45%

^GSPC (Benchmark)

YTD

0.19%

1M

9.00%

6M

-1.55%

1Y

12.31%

5Y*

15.59%

10Y*

10.78%

*Annualized

Monthly Returns

The table below presents the monthly returns of DEM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.83%0.02%3.04%-0.26%4.69%9.59%
2024-1.28%2.86%1.83%0.05%3.99%0.94%-0.44%2.02%2.44%-3.95%-1.87%-1.91%4.46%
20238.64%-4.47%2.63%1.03%-2.48%4.54%6.69%-5.24%-0.33%-2.72%6.91%5.19%20.93%
20224.16%-1.84%-0.36%-6.74%2.08%-9.28%-0.65%-0.41%-7.22%-1.20%15.62%-2.92%-10.43%
2021-1.29%4.51%4.95%1.71%3.32%-0.65%-2.45%2.15%-2.01%-0.87%-2.98%5.01%11.49%
2020-8.13%-5.49%-18.76%7.69%3.25%2.02%2.32%1.05%-3.21%-1.48%13.39%5.24%-5.84%
201910.46%-2.05%1.16%1.51%-4.11%5.91%-2.49%-4.66%2.21%3.95%0.21%7.32%19.84%
20188.84%-4.05%0.97%-3.14%-1.90%-4.74%5.64%-3.38%2.46%-7.63%2.55%-2.39%-7.69%
20174.90%1.97%2.28%0.73%-0.22%0.88%4.39%3.55%-0.80%1.28%-0.34%5.16%26.26%
2016-3.86%1.87%12.39%3.45%-6.47%5.97%6.61%-0.29%1.93%0.96%-2.45%1.67%22.44%
2015-1.59%6.19%-3.54%11.55%-5.00%-2.78%-7.92%-8.85%-5.51%5.02%-4.52%-4.90%-21.46%
2014-8.90%2.19%3.68%0.98%1.96%3.48%-0.37%2.09%-7.09%-0.57%-3.77%-6.81%-13.34%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DEM is 35, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DEM is 3535
Overall Rank
The Sharpe Ratio Rank of DEM is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of DEM is 3434
Sortino Ratio Rank
The Omega Ratio Rank of DEM is 3333
Omega Ratio Rank
The Calmar Ratio Rank of DEM is 4343
Calmar Ratio Rank
The Martin Ratio Rank of DEM is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for WisdomTree Emerging Markets Equity Income Fund (DEM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

WisdomTree Emerging Markets Equity Income Fund Sharpe ratios as of May 15, 2025 (values are recalculated daily):

  • 1-Year: 0.33
  • 5-Year: 0.74
  • 10-Year: 0.23
  • All Time: 0.16

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of WisdomTree Emerging Markets Equity Income Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

WisdomTree Emerging Markets Equity Income Fund provided a 5.27% dividend yield over the last twelve months, with an annual payout of $2.32 per share.


4.00%5.00%6.00%7.00%8.00%9.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$2.32$2.12$2.24$3.07$2.55$1.73$2.19$1.79$1.67$1.36$1.65$2.32

Dividend yield

5.27%5.24%5.49%8.62%5.87%4.21%4.78%4.47%3.67%3.63%5.21%5.51%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree Emerging Markets Equity Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.42$0.00$0.00$0.42
2024$0.00$0.00$0.23$0.00$0.00$0.64$0.00$0.00$1.06$0.00$0.00$0.20$2.12
2023$0.00$0.00$0.10$0.00$0.00$0.72$0.00$0.00$1.10$0.00$0.00$0.32$2.24
2022$0.00$0.00$0.37$0.00$0.00$0.76$0.00$0.00$1.51$0.00$0.00$0.43$3.07
2021$0.00$0.00$0.18$0.00$0.00$0.64$0.00$0.00$0.99$0.00$0.00$0.74$2.55
2020$0.00$0.00$0.03$0.00$0.00$0.47$0.00$0.00$0.94$0.00$0.00$0.29$1.73
2019$0.00$0.00$0.11$0.00$0.00$0.53$0.00$0.00$1.15$0.00$0.00$0.41$2.19
2018$0.00$0.00$0.00$0.00$0.00$0.42$0.00$0.00$1.15$0.00$0.00$0.23$1.79
2017$0.00$0.00$0.00$0.00$0.00$0.43$0.00$0.00$0.95$0.00$0.00$0.29$1.67
2016$0.00$0.00$0.00$0.00$0.00$0.28$0.00$0.00$0.81$0.00$0.00$0.27$1.36
2015$0.00$0.00$0.00$0.00$0.00$0.36$0.00$0.00$1.01$0.00$0.00$0.28$1.65
2014$0.18$0.00$0.00$0.44$0.00$0.00$1.26$0.00$0.00$0.44$2.32

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Emerging Markets Equity Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree Emerging Markets Equity Income Fund was 51.85%, occurring on Mar 2, 2009. Recovery took 274 trading sessions.

The current WisdomTree Emerging Markets Equity Income Fund drawdown is 1.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.85%May 20, 2008197Mar 2, 2009274Apr 1, 2010471
-47.04%May 2, 20111188Jan 20, 2016504Jan 19, 20181692
-37.79%Jan 14, 202045Mar 18, 2020249Mar 15, 2021294
-27.18%Feb 17, 2022177Oct 31, 2022326Feb 20, 2024503
-19.03%Jan 29, 2018191Oct 29, 2018295Jan 2, 2020486

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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